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Fractal Chaos Bands (FCB) ​

Created by Edward William Dreiss, Fractal Chaos Bands outline high and low price channels to depict broad less-chaotic price movements. FCB is a channelized depiction of Williams Fractal. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<FcbResult> results =
  bars.ToFcb(windowSpan);

Parameters ​

paramtypedescription
windowSpanintFractal evaluation window span width (S). Must be at least 2. Default is 2.

The total evaluation window size is 2×S+1, representing ±S from the evaluation date. See Williams Fractal for more information about Fractals and windowSpan.

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 for more information.

Response ​

csharp
IReadOnlyList<FcbResult>
  • 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 periods before the first fractal are null since they cannot be calculated.

️🖌️ Repaint warning

Fractal Chaos Bands are based on Williams Fractal, which uses future bars. This indicator will never identify bands in the last S periods of bars since fractals are retroactively identified.

FcbResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
UpperBanddecimalFCB upper band
LowerBanddecimalFCB lower band

Utilities ​

See Utilities and helpers 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 for more.

Streaming ​

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

csharp
FcbList fcbList = new(windowSpan);

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

// based on `ICollection<FcbResult>`
IReadOnlyList<FcbResult> results = fcbList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
FcbHub observer = barHub.ToFcbHub(windowSpan);

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

IReadOnlyList<FcbResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.