/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < 2)
{
return;
}
if (High[0] >= High[1])
{
var maxidx = CurrentBar;
var count = 1;
var idx = 1;
var cursell = Low[0];
while (count < levels)
{
if (idx >= maxidx)
{
break;
}
if (Low[idx] < cursell)
{
++count;
cursell = Low[idx];
}
else if (High[idx] > High[0])
{
cursell = -1;
break;
}
++idx;
}
if (cursell > sellLevel)
{
sellLevel = cursell;
}
}
if (Low[0] <= Low[1])
{
var maxidx = CurrentBar;
var count = 1;
var idx = 1;
var curbuy = High[0];
while (count < levels)
{
if (idx >= maxidx)
{
break;
}
if (High[idx] > curbuy)
{
++count;
curbuy = High[idx];
}
else if (Low[idx] < Low[0])
{
curbuy = Double.MaxValue;
break;
}
++idx;
}
if (curbuy < buyLevel)
{
buyLevel = curbuy;
}
}
//BuyLine.Set(Close[0]);
if (sellLevel >= 0)
{
SellLine.Set(sellLevel);
}
if (buyLevel < Double.MaxValue)
{
BuyLine.Set(buyLevel);
}
if (Close[0] < sellLevel)
{
sellLevel = -1;
}
if (Close[0] > buyLevel)
{
buyLevel = Double.MaxValue;
}
}
/// <summary>
/// Initialize buy and sell
/// </summary>
public void Clear()
{
BuyLine.Clear();
SellLine.Clear();
}