/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (saveCurrentBar != CurrentBar)
{
swingHighSwings.Set(0); // initializing important internal
swingLowSwings.Set(0); // initializing important internal
swingHighSeries.Set(0); // initializing important internal
swingLowSeries.Set(0); // initializing important internal
lastHighCache.Add(High[0]);
if (lastHighCache.Count > (2 * strength) + 1)
{
lastHighCache.RemoveAt(0);
}
lastLowCache.Add(Low[0]);
if (lastLowCache.Count > (2 * strength) + 1)
{
lastLowCache.RemoveAt(0);
}
if (lastHighCache.Count == (2 * strength) + 1)
{
bool isSwingHigh = true;
double swingHighCandidateValue = (double)lastHighCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false;
}
}
for (int i = strength + 1; i < lastHighCache.Count; i++)
{
if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false;
}
}
swingHighSwings.Set(strength, isSwingHigh ? swingHighCandidateValue : 0.0);
if (isSwingHigh)
{
lastSwingHighValue = swingHighCandidateValue;
}
if (isSwingHigh)
{
currentSwingHigh = swingHighCandidateValue;
for (int i = 0; i <= strength; i++)
{
SwingHighPlot.Set(i, currentSwingHigh);
}
}
else if (High[0] > currentSwingHigh)
{
currentSwingHigh = 0.0;
SwingHighPlot.Reset();
}
else
{
SwingHighPlot.Set(currentSwingHigh);
}
if (isSwingHigh)
{
for (int i = 0; i <= strength; i++)
{
swingHighSeries.Set(i, lastSwingHighValue);
}
}
else
{
swingHighSeries.Set(lastSwingHighValue);
}
}
if (lastLowCache.Count == (2 * strength) + 1)
{
bool isSwingLow = true;
double swingLowCandidateValue = (double)lastLowCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false;
}
}
for (int i = strength + 1; i < lastLowCache.Count; i++)
{
if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false;
}
}
swingLowSwings.Set(strength, isSwingLow ? swingLowCandidateValue : 0.0);
if (isSwingLow)
{
lastSwingLowValue = swingLowCandidateValue;
}
if (isSwingLow)
{
currentSwingLow = swingLowCandidateValue;
for (int i = 0; i <= strength; i++)
{
SwingLowPlot.Set(i, currentSwingLow);
}
}
else if (Low[0] < currentSwingLow)
{
currentSwingLow = double.MaxValue;
SwingLowPlot.Reset();
}
else
{
SwingLowPlot.Set(currentSwingLow);
}
if (isSwingLow)
{
for (int i = 0; i <= strength; i++)
{
swingLowSeries.Set(i, lastSwingLowValue);
}
}
else
{
swingLowSeries.Set(lastSwingLowValue);
}
}
saveCurrentBar = CurrentBar;
}
else
{
if (High[0] > High[strength] && swingHighSwings[strength] > 0.0)
{
swingHighSwings.Set(strength, 0.0);
for (int i = 0; i <= strength; i++)
{
SwingHighPlot.Reset(i);
}
currentSwingHigh = 0.0;
}
else if (High[0] > High[strength] && currentSwingHigh != 0.0)
{
SwingHighPlot.Reset();
currentSwingHigh = 0.0;
}
else if (High[0] <= currentSwingHigh)
{
SwingHighPlot.Set(currentSwingHigh);
}
if (Low[0] < Low[strength] && swingLowSwings[strength] > 0.0)
{
swingLowSwings.Set(strength, 0.0);
for (int i = 0; i <= strength; i++)
{
SwingLowPlot.Reset(i);
}
currentSwingLow = double.MaxValue;
}
else if (Low[0] < Low[strength] && currentSwingLow != double.MaxValue)
{
SwingLowPlot.Reset();
currentSwingLow = double.MaxValue;
}
else if (Low[0] >= currentSwingLow)
{
SwingLowPlot.Set(currentSwingLow);
}
}
swingSizeSeries.Set(SwingHighPlot[0] - SwingLowPlot[0]);
// Average the swing size
swingAvg = SMA(swingSizeSeries, 200)[0];
swingAvgShort = SMA(swingSizeSeries, 4)[0];
DrawTextFixed("swingsize", "SwingAvg(200) = " + String.Format("{0:0.00}", swingAvg) + "\nSwingAvg(5) = " + String.Format("{0:0.00}", swingAvgShort), TextPosition.BottomRight);
//Print( "Time = " + Time[0].Hour + " " + Time[0].Minute + " Value = " + SwingLowPlot[0] + " " + SwingHighPlot[0]);
//Print( "swingSizeSeries " + swingAvgShort );
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (saveCurrentBar != CurrentBar)
{
swingHighSwings.Set(0); // initializing important internal
swingLowSwings.Set(0); // initializing important internal
swingHighSeries.Set(0); // initializing important internal
swingLowSeries.Set(0); // initializing important internal
lastHighCache.Add(High[0]);
if (lastHighCache.Count > (2 * strength) + 1)
{
lastHighCache.RemoveAt(0);
}
lastLowCache.Add(Low[0]);
if (lastLowCache.Count > (2 * strength) + 1)
{
lastLowCache.RemoveAt(0);
}
if (lastHighCache.Count == (2 * strength) + 1)
{
bool isSwingHigh = true;
double swingHighCandidateValue = (double)lastHighCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false;
}
}
for (int i = strength + 1; i < lastHighCache.Count; i++)
{
if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false;
}
}
swingHighSwings.Set(strength, isSwingHigh ? swingHighCandidateValue : 0.0);
if (isSwingHigh)
{
lastSwingHighValue = swingHighCandidateValue;
}
if (isSwingHigh)
{
currentSwingHigh = swingHighCandidateValue;
for (int i = 0; i <= strength; i++)
{
SwingHighPlot.Set(i, currentSwingHigh);
}
}
else if (High[0] > currentSwingHigh)
{
currentSwingHigh = 0.0;
SwingHighPlot.Reset();
}
else
{
SwingHighPlot.Set(currentSwingHigh);
}
if (isSwingHigh)
{
for (int i = 0; i <= strength; i++)
{
swingHighSeries.Set(i, lastSwingHighValue);
}
}
else
{
swingHighSeries.Set(lastSwingHighValue);
}
}
if (lastLowCache.Count == (2 * strength) + 1)
{
bool isSwingLow = true;
double swingLowCandidateValue = (double)lastLowCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false;
}
}
for (int i = strength + 1; i < lastLowCache.Count; i++)
{
if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false;
}
}
swingLowSwings.Set(strength, isSwingLow ? swingLowCandidateValue : 0.0);
if (isSwingLow)
{
lastSwingLowValue = swingLowCandidateValue;
}
if (isSwingLow)
{
currentSwingLow = swingLowCandidateValue;
for (int i = 0; i <= strength; i++)
{
SwingLowPlot.Set(i, currentSwingLow);
}
}
else if (Low[0] < currentSwingLow)
{
currentSwingLow = double.MaxValue;
SwingLowPlot.Reset();
}
else
{
SwingLowPlot.Set(currentSwingLow);
}
if (isSwingLow)
{
for (int i = 0; i <= strength; i++)
{
swingLowSeries.Set(i, lastSwingLowValue);
}
}
else
{
swingLowSeries.Set(lastSwingLowValue);
}
}
saveCurrentBar = CurrentBar;
}
else
{
if (High[0] > High[strength] && swingHighSwings[strength] > 0.0)
{
swingHighSwings.Set(strength, 0.0);
for (int i = 0; i <= strength; i++)
{
SwingHighPlot.Reset(i);
}
currentSwingHigh = 0.0;
}
else if (High[0] > High[strength] && currentSwingHigh != 0.0)
{
SwingHighPlot.Reset();
currentSwingHigh = 0.0;
}
else if (High[0] <= currentSwingHigh)
{
SwingHighPlot.Set(currentSwingHigh);
}
if (Low[0] < Low[strength] && swingLowSwings[strength] > 0.0)
{
swingLowSwings.Set(strength, 0.0);
for (int i = 0; i <= strength; i++)
{
SwingLowPlot.Reset(i);
}
currentSwingLow = double.MaxValue;
}
else if (Low[0] < Low[strength] && currentSwingLow != double.MaxValue)
{
SwingLowPlot.Reset();
currentSwingLow = double.MaxValue;
}
else if (Low[0] >= currentSwingLow)
{
SwingLowPlot.Set(currentSwingLow);
}
}
}
