---
url: /indicators/fractal.md
description: >-
  Created by Bill Williams, Fractal is a retrospective price pattern that
  identifies a central high or low point chevron.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/fractal
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Williams Fractal

Created by Bill Williams in *Trading Chaos* (1995), [Fractal](https://www.investopedia.com/terms/f/fractal.asp) is a retrospective price pattern that identifies a central high or low point chevron.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/255 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<FractalResult> results =
  bars.ToFractal(windowSpan);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `windowSpan` | *`int`* | Evaluation window span width (`S`).  Must be at least 2.  Default is 2. |
| `endType` | *`EndType`* | Determines whether `Close` or `High/Low` are used to find end points.  Default is `EndType.HighLow`. |

The total evaluation window size is `2×S+1`, representing `±S` from the evaluation date.

### Historical price bars requirements

You must have at least `2×S+1` periods of `bars` to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

### `EndType` enum options

| enum | `int` | description |
| :--- | :---: | :---------- |
| `EndType.Close`    | 0 | Threshold measured from bar `Close` price           |
| `EndType.HighLow`  | 1 | Threshold measured from bar `High` and `Low` price  |

## Response

```csharp
IReadOnlyList<FractalResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first and last `S` periods in `bars` are unable to be calculated since there's not enough prior/following data.
* Per Williams' definition the middle bar must be strictly beyond both wings, so when two or more bars tie for the extreme value, no fractal is identified.

> [!WARNING]
> **️🖌️ Repaint warning**
>
> This price pattern uses future bars and will never identify a `fractal` in the last `S` periods of `bars`.  Fractals are retroactively identified.

### `FractalResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `FractalBear` | *`decimal`* | Value indicates a **high** point; otherwise `null` is returned. |
| `FractalBull` | *`decimal`* | Value indicates a **low** point; otherwise `null` is returned. |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator is not chain-enabled and must be generated from `bars`.  It **cannot** be used for further processing by other chain-enabled indicators.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
FractalList fractalList = new(windowSpan);

foreach (IBar bar in bars)  // simulating stream
{
  fractalList.Add(bar);
}

// based on `ICollection<FractalResult>`
IReadOnlyList<FractalResult> results = fractalList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
FractalHub observer = barHub.ToFractalHub(windowSpan);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<FractalResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.