//populate
public override void Populate()
{
BarHistory bars = Parameters[0].AsBarHistory;
Double change = Parameters[1].AsDouble;
Int32 period = Parameters[2].AsInt;
Double factor = Parameters[3].AsDouble;
SVEHLZZperc_Type type = (SVEHLZZperc_Type)Enum.Parse(typeof(SVEHLZZperc_Type), Parameters[4].AsString);
DateTimes = bars.DateTimes;
if (period <= 0 || bars.Count == 0)
{
return;
}
int Trend = 0;
double Reverse = 0, HPrice = 0, LPrice = 0;
ATR atr = new ATR(bars, period);
for (int bar = period; bar < bars.Count; bar++)
{
double atrValue = atr[bar] * factor;
if (Trend >= 0)
{
HPrice = Math.Max(bars.High[bar], HPrice);
switch (type)
{
case SVEHLZZperc_Type.Percent:
Reverse = HPrice * (1 - change * 0.01);
break;
case SVEHLZZperc_Type.ATR:
Reverse = HPrice - atrValue;
break;
case SVEHLZZperc_Type.Combined:
Reverse = HPrice - (HPrice * (change * 0.01) + atrValue);
break;
case SVEHLZZperc_Type.Point:
Reverse = HPrice - change * bars.TickSize;
break;
default:
break;
}
if (bars.Low[bar] <= Reverse)
{
Trend = -1;
LPrice = bars.Low[bar];
switch (type)
{
case SVEHLZZperc_Type.Percent:
Reverse = LPrice * (1 + change * 0.01);
break;
case SVEHLZZperc_Type.ATR:
Reverse = LPrice + atrValue;
break;
case SVEHLZZperc_Type.Combined:
Reverse = LPrice + (atrValue + LPrice * (change * 0.01));
break;
case SVEHLZZperc_Type.Point:
Reverse = LPrice + change * bars.TickSize;
break;
default:
break;
}
}
}
if (Trend <= 0)
{
LPrice = Math.Min(bars.Low[bar], LPrice);
switch (type)
{
case SVEHLZZperc_Type.Percent:
Reverse = LPrice * (1 + change * 0.01);
break;
case SVEHLZZperc_Type.ATR:
Reverse = LPrice + atrValue;
break;
case SVEHLZZperc_Type.Combined:
Reverse = LPrice + (atrValue + LPrice * (change * 0.01));
break;
case SVEHLZZperc_Type.Point:
Reverse = LPrice + change * bars.TickSize;
break;
default:
break;
}
if (bars.High[bar] >= Reverse)
{
Trend = 1;
HPrice = bars.High[bar];
switch (type)
{
case SVEHLZZperc_Type.Percent:
Reverse = HPrice * (1 - change * 0.01);
break;
case SVEHLZZperc_Type.ATR:
Reverse = HPrice - atrValue;
break;
case SVEHLZZperc_Type.Combined:
Reverse = HPrice - (HPrice * (change * 0.01) + atrValue);
break;
case SVEHLZZperc_Type.Point:
Reverse = HPrice - change * bars.TickSize;
break;
default:
break;
}
}
}
Values[bar] = Reverse;
}
}
//for code based construction
public SVEHLZZperc(BarHistory bars, double change, int period, double factor, SVEHLZZperc_Type type)
: base()
{
Parameters[0].Value = bars;
Parameters[1].Value = change;
Parameters[2].Value = period;
Parameters[3].Value = factor;
Parameters[4].Value = type;
Populate();
}
