Williams Fractal

[DaveSkender]

Community discussion about Williams Fractal

[8AWESOME4]

Hi!
indicator Williams Fractal
bear and bull are always null
history 1 year

[DaveSkender]

What Symbol and timeframe are you using? I'll take a look.
If you can provide your history, that would be helpful as well.

[DaveSkender]

I'm running it here on TSLA and not seeing any issues with the library, so there's probably an issue with Close price in your history.

With that said, theoretically, you could get a resultset full of nulls if the Fractal pattern never occurs, but I think that would be rare.

[8AWESOME4]

IDE VS 2019 NetFramework 4.8
Period 01/jan/2020 – 08/jan/2021
a pair of BTC / USDT interval 30 minutes
here is my code how i use
var RSI = Indicator.GetRsi(init_quote_200_Tick, 7).LastOrDefault().Rsi;
var BB = Indicator.GetBollingerBands(init_quote_200_Tick).LastOrDefault();
var Fractal = Indicator.GetFractal(init_quote_200_Tick).LastOrDefault();
var bull = Fractal.FractalBull;
give results for all their properties, and the fractal returns null

History xml format
OutFullData.txt

[DaveSkender]

In your sample above, you're selecting LastOrDefault, which is only the last result value from the whole series. It's always going to be null due to the way Fractal is calculated. If you:

var Fractal = Indicator.GetFractal(init_quote_200_Tick)
  .Where(x=>x.FractalBull != null || x.FractalBear != null)
  .LastOrDefault();

you're more likely to get the last known Fractal. Keep in mind, the library returns an entire history of Fractal results, most of which will be null. It will only have a value on dates when there is a Fractal.

[DaveSkender]

For my TSLA example, the last 15 periods in the result set would look like:

Given the data you provided, your results should look something like: results.txt (CSV)
(nulls omitted for clarity)

[8AWESOME4]

Thank you !!! I apply example

[casperleenheer]

Hi,

I have the same sort of problem. I added my history. I keep track of assets and then per asset 5 lists of quotes with different intervals. If I run code like this:

var Fractal = Indicator.GetFractal(i.quoteList).Where(x => x.FractalBull != null || x.FractalBear != null).LastOrDefault();
if (Fractal != null)
{
    int stop = 0;
}

Of all the quotes I only get 1 hit. Are my quotes incorrect? I realized that for example the 5 minutes quotes are not spot on the 5 minutes, i.e. 06:07...06:12 instead of 06:05..06:10 etc.

On tradingview the fractals do appear to pop up. I do get results for
var ema50 = i.quoteList.GetEma(50);
so it looks like my quotes are ok.

Any help is really appreciated.

histquotes.zip

Casper

[DaveSkender]

Thanks for the data; I'll take a look when I have more time. For now, if you want to evaluate the myQuoteList, you can check to see if any Fractals exist. With your span of 2, this means that a FractalBear would occur if the a High price is higher than the 2 High prices before and after. Use lowest Low for FractalBull. Date values are not considered, only sequence.

[casperleenheer]

I will do that and let you know.

[DaveSkender]

I misspoke and corrected by last statement, use High instead of Close for bull case.

[casperleenheer]

Sorry, but it is my data. I retrieve a ticker, but as I found out, the High and Low are of the day and not for the interval. Hence no result.

[DaveSkender]

I have an update to Williams Fractal that will allow the use of Close price, but it's not yet available in the library. It's part of the modifications required for an upcoming Divergence Indicator - #434