public double CCIPredictor(mypointstrate instance, int period) //Calculating predicted CCI value
{
if (instance.CurrentBars[0] <= 0)
{
return(0);
}
else
{
double mean = 0;
double last = SMA(instance.Typicals[0], period)[0] * Math.Min(instance.CurrentBars[0] + 1, period);
double estimatedSMA;
if (instance.CurrentBars[0] + 1 >= period)
{
estimatedSMA = (last + (lastHigh + lastClose + lastLow) / 3 - instance.Typicals[0][period - 1]) / Math.Min(instance.CurrentBars[0] + 1, period);
}
else
{
estimatedSMA = (last + (lastHigh + lastClose + lastLow) / 3) / (Math.Min(instance.CurrentBars[0] + 1, period) + 1);
}
for (int index = Math.Min(instance.CurrentBars[0], period - 2); index >= 0; index--)
{
mean += Math.Abs(instance.Typicals[0][index] - estimatedSMA);
}
mean += Math.Abs((lastHigh + lastClose + lastLow) / 3 - estimatedSMA);
return(((lastHigh + lastClose + lastLow) / 3 - estimatedSMA) / (mean.ApproxCompare(0) == 0 ? 1 : (0.015 * (mean / Math.Min(period, CurrentBar + 1)))));
}
}
public sell_2lpb(mypointstrate instance, double pull_back)
{
Instance = instance;
legs = new double[7];
legs[0] = pull_back;
reference = pull_back;
}
public void IntraBar(mypointstrate instance, bool isBuy) //Determining is market on your favour based on previous bar
{
if (High[1] > High[0] && Low[1] < Low[0])
{
return;
}
if (isBuy)
{
if (instance.Close[0] - instance.Open[0] > 0)
{
double barTop = instance.High[0] - instance.Close[0];
double barHeight = instance.Close[0] - instance.Open[0];
double barBottom = instance.Open[0] - instance.Low[0];
if (barTop <= barHeight && barBottom >= (barTop + barHeight) && barBottom >= 0.5 ||
barTop * 2 <= barHeight && barBottom * 2 <= barHeight && barHeight >= 0.5)
{
buyEntryBar = true;
}
}
else if (instance.Close[0] - instance.Open[0] < 0)
{
double barTop = instance.High[0] - instance.Open[0];
double barHeight = instance.Open[0] - instance.Close[0];
double barBottom = instance.Close[0] - instance.Low[0];
if (barBottom >= 2 * barHeight && barTop <= barHeight + 0.25 && barHeight <= 0.5)
{
buyEntryBar = true;
}
}
else
{
double barTop = instance.High[0] - instance.Open[0];
double barBottom = instance.Open[0] - instance.Low[0];
if (barBottom > 2 * barTop && barBottom >= 0.75)
{
buyEntryBar = true;
}
}
}
else
{
if (instance.Close[0] - instance.Open[0] < 0)
{
double barTop = instance.High[0] - instance.Open[0];
double barHeight = instance.Open[0] - instance.Close[0];
double barBottom = instance.Close[0] - instance.Low[0];
if (barBottom <= barHeight && barTop >= (barBottom + barHeight) && barTop >= 0.5 ||
barBottom * 2 <= barHeight && barTop * 2 <= barHeight && barHeight >= 0.5)
{
sellEntryBar = true;
}
}
else if (instance.Close[0] - instance.Open[0] > 0)
{
double barTop = instance.High[0] - instance.Close[0];
double barHeight = instance.Close[0] - instance.Open[0];
double barBottom = instance.Open[0] - instance.Low[0];
if (barTop >= 2 * barHeight && barBottom <= barHeight + 0.25 && barHeight <= 0.5)
{
sellEntryBar = true;
}
}
else
{
double barTop = instance.High[0] - instance.Open[0];
double barBottom = instance.Open[0] - instance.Low[0];
if (barTop > 2 * barBottom && barTop >= 0.75)
{
sellEntryBar = true;
}
}
}
}
public TrendQueue(mypointstrate instance, int capacity) : base(capacity)
{
this.instance = instance;
}