stock indicatorsfor .NET

Williams Fractal ​

Created by Bill Williams in Trading Chaos (1995), Fractal is a retrospective price pattern that identifies a central high or low point chevron. [Discuss] 💬

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

Parameters ​

paramdescription
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.

An overload takes leftSpan and rightSpan in place of windowSpan to evaluate an asymmetric window: bars.ToFractal(leftSpan, rightSpan, endType). Each span must be at least 2, and the total evaluation window size is leftSpan+rightSpan+1.

Historical price bars requirements ​

You must have at least 2×S+1 periods of bars (leftSpan+rightSpan+1 for the overload) 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.

EndType enum options ​

enum / valuedescription
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.

🖌️ 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 ​

propertydescription
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 ​

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
FractalList fractalList = new(windowSpan);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => fractalList.Add(bar);

// based on `ICollection<FractalResult>`; fills as the handler runs
IReadOnlyList<FractalResult> results = fractalList;

Subscribe to a BarHub for advanced streaming scenarios:

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

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<FractalResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.