/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar < (windowLength + 1))
{
ProxyLine.Set(med[0]);
dirUp = true;
return;
}
var slope = calcSlope(lookback);
if ((med[0] > med[1]) &&
(slope <= 0))
{
ProxyLine.Set(ProxyLine[1]);
}
else if ((med[0] < med[1]) &&
(slope >= 0))
{
ProxyLine.Set(ProxyLine[1]);
}
else
{
// either everything is flat, or the
// med and slope agree...
bool assumeUp = (slope > 0);
if (slope == 0)
{
if (med[0] != med[1])
{
assumeUp = (med[0] > med[1]);
}
else
{
assumeUp = dirUp;
}
}
if (assumeUp)
{
ProxyLine.Set(Math.Max(ProxyLine[1], med[0]));
}
else
{
ProxyLine.Set(Math.Min(ProxyLine[1], med[0]));
}
}
var newDirUp = dirUp;
if (ProxyLine[0] > ProxyLine[1])
{
newDirUp = true;
}
else if (ProxyLine[0] < ProxyLine[1])
{
newDirUp = false;
}
bool upbar = ham.UpBar; // ( (Close[0] > Open[0]) || (Close[0] == High[0]));
bool dnbar = ham.DnBar; // ( (Close[0] < Open[0]) || (Close[0] == Low[0]) );
// exceptions that hold the proxy in place for a bit...
if ((!newDirUp && dirUp && upbar) ||
(newDirUp && !dirUp && dnbar) ||
(!newDirUp && dirUp && (ProxyLine[1] <= (High[0] + tolerance * TickSize))) ||
(newDirUp && !dirUp && (ProxyLine[1] >= (Low[0] - tolerance * TickSize))) ||
((ProxyLine[0] > ProxyLine[1]) && (dnbar || (High[0] < ProxyLine[0]))) ||
((ProxyLine[0] < ProxyLine[1]) && (upbar || (Low[0] > ProxyLine[0])))
)
{
newDirUp = dirUp;
ProxyLine.Set(ProxyLine[1]);
}
PlotColors[0][0] = (newDirUp?upColor:dnColor);
dirUp = newDirUp;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
bars.update();
var nextFilt = filter.next((bars.High + bars.Low) * 0.5);
var slope = linreg.next(nextFilt);
if ((nextFilt > lastFilt) &&
(slope <= 0))
{
ProxyLine.Set(lastProxy);
}
else if ((nextFilt < lastFilt) &&
(slope >= 0))
{
ProxyLine.Set(lastProxy);
}
else
{
// either everything is flat, or the
// med and slope agree...
bool assumeUp = (slope > 0);
if (slope == 0)
{
if (nextFilt != lastFilt)
{
assumeUp = (nextFilt > lastFilt);
}
else
{
assumeUp = dirUp;
}
}
if (assumeUp)
{
ProxyLine.Set(Math.Max(lastProxy, nextFilt));
}
else
{
ProxyLine.Set(Math.Min(lastProxy, nextFilt));
}
}
var newDirUp = dirUp;
if (ProxyLine[0] > lastProxy)
{
newDirUp = true;
}
else if (ProxyLine[0] < lastProxy)
{
newDirUp = false;
}
bool upbar = bars.Close > bars.Open;
bool dnbar = bars.Close < bars.Open;
// if we're based on bars, use the actual bars themselves, too...
if (onBasicBars)
{
upbar = upbar || (Close[0] > Open[0]) || (High[0] == Close[0]);
dnbar = dnbar || (Close[0] < Open[0]) || (Low[0] == Close[0]);
}
double upRefLoc = 0;
double dnRefLoc = 0;
if (onBasicBars)
{
upRefLoc = High[0];
dnRefLoc = Low[0];
}
else
{
upRefLoc = Input[0];
dnRefLoc = Input[0];
}
// exceptions that hold the proxy in place for a bit...
if ((!newDirUp && dirUp && upbar) ||
(newDirUp && !dirUp && dnbar) ||
(!newDirUp && dirUp && (lastProxy <= (upRefLoc + actualTolerance))) ||
(newDirUp && !dirUp && (lastProxy >= (dnRefLoc - actualTolerance))) ||
((ProxyLine[0] > lastProxy) && (dnbar || (upRefLoc < ProxyLine[0]))) ||
((ProxyLine[0] < lastProxy) && (upbar || (dnRefLoc > ProxyLine[0])))
)
{
newDirUp = dirUp;
ProxyLine.Set(lastProxy);
}
PlotColors[0][0] = (newDirUp?upColor:dnColor);
dirUp = newDirUp;
lastFilt = nextFilt;
lastProxy = ProxyLine[0];
}
