gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-21 03:58:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev'

Browse Source
This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
parent a8946cfab7 c75135ab14
commit 86a1db286c
404 changed files with 2754 additions and 1763 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/reversals/fractals/Fractals.md
+1 -3
View File
@@ -14,8 +14,6 @@
- Williams Fractals detect local price extremes using a strict five-bar pattern: an Up Fractal marks a bar whose high exceeds the highs of the two ba...
- No configurable parameters; computation is stateless per bar.
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Williams Fractals detect local price extremes using a strict five-bar pattern: an Up Fractal marks a bar whose high exceeds the highs of the two bars before and after it; a Down Fractal marks a bar whose low undercuts the lows of the two bars before and after it. No parameters, no smoothing, no lag compensation. The pattern either exists or it does not. Developed by Bill Williams and published in *Trading Chaos* (1995).
@@ -171,4 +169,4 @@ Cross-validation with Skender.Stock.Indicators uses `GetFractal(windowSpan: 2)`.
- Williams, B. M. (2004). *Trading Chaos: Maximize Profits with Proven Technical Techniques* (2nd ed.). John Wiley and Sons.
- Mandelbrot, B. B. (1982). *The Fractal Geometry of Nature*. W. H. Freeman.
- TradingView PineScript Reference: [`ta.pivothigh()`](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.pivothigh), [`ta.pivotlow()`](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.pivotlow)
- Skender.Stock.Indicators: [`GetFractal()`](https://dotnet.stockindicators.dev/indicators/Fractal/)
- Skender.Stock.Indicators: [`GetFractal()`](https://dotnet.stockindicators.dev/indicators/Fractal/)