public static DataSeries <Value> ZLEMA(this DataSeries <Bar> bars, int period, Func <Bar, double> barValue)
{
return(bars.MapElements <Value>((s, v) => barValue(s[0])).ZLEMA(period));
}
public static DataSeries <Value> DonchianAvg(this DataSeries <Bar> bars, int period)
{
return(bars.DonchianMin(period).ZipElements <Value, Value>(bars.DonchianMax(period), (min, max, v) => (min[0] + max[0]) / 2));
}
public static DataSeries <BiValue> Swing(this DataSeries <Bar> bars, int strength, bool revise = true)
{
DataSeries <Value> swingHighSwings = bars.MapElements <Value>((s, v) => 0);
DataSeries <Value> swingLowSwings = bars.MapElements <Value>((s, v) => 0);
DataSeries <Value> swingHighSeries = bars.MapElements <Value>((s, v) => 0);
DataSeries <Value> swingLowSeries = bars.MapElements <Value>((s, v) => 0);
List <double> lastHighCache = new List <double>();
List <double> lastLowCache = new List <double>();
double lastSwingHighValue = 0;
double lastSwingLowValue = 0;
double currentSwingHigh = 0;
double currentSwingLow = 0;
int saveCurrentBar = -1;
DataSeries <Value> swingHighPlot = bars.MapElements <Value>((s, v) => 0);
DataSeries <Value> swingLowPlot = bars.MapElements <Value>((s, v) => 0);
DataSeries.Walk(Lists.Create <DataSeries>(bars, swingHighSwings, swingLowSwings, swingHighSeries, swingLowSeries, swingHighPlot, swingLowPlot), pos => {
if (saveCurrentBar != pos)
{
swingHighSwings[0] = new Value(bars[0].Timestamp, 0);
swingLowSwings[0] = new Value(bars[0].Timestamp, 0);
swingHighSeries[0] = new Value(bars[0].Timestamp, 0);
swingLowSeries[0] = new Value(bars[0].Timestamp, 0);
lastHighCache.Add(bars[0].High);
if (lastHighCache.Count > (2 * strength) + 1)
{
lastHighCache.RemoveAt(0);
}
lastLowCache.Add(bars[0].Low);
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[strength] = new Value(bars[strength].Timestamp, isSwingHigh ? swingHighCandidateValue : 0);
if (isSwingHigh)
{
lastSwingHighValue = swingHighCandidateValue;
}
if (isSwingHigh)
{
currentSwingHigh = swingHighCandidateValue;
var stop = revise ? strength : 0;
for (int i = 0; i <= stop; i++)
{
swingHighPlot[i] = new Value(bars[i].Timestamp, currentSwingHigh);
}
}
else if (bars[0].High > currentSwingHigh)
{
currentSwingHigh = 0.0;
swingHighPlot[0] = new Value(bars[0].Timestamp, double.NaN);
}
else
{
swingHighPlot[0] = new Value(bars[0].Timestamp, currentSwingHigh);
}
if (isSwingHigh)
{
for (int i = 0; i <= strength; i++)
{
swingHighSeries[i] = new Value(bars[i].Timestamp, lastSwingHighValue);
}
}
else
{
swingHighSeries[0] = new Value(bars[0].Timestamp, 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[strength] = new Value(bars[strength].Timestamp, isSwingLow ? swingLowCandidateValue : 0);
if (isSwingLow)
{
lastSwingLowValue = swingLowCandidateValue;
}
if (isSwingLow)
{
currentSwingLow = swingLowCandidateValue;
var stop = revise ? strength : 0;
for (int i = 0; i <= stop; i++)
{
swingLowPlot[i] = new Value(bars[i].Timestamp, currentSwingLow);
}
}
else if (bars[0].Low < currentSwingLow)
{
currentSwingLow = double.MaxValue;
swingLowPlot[0] = new Value(bars[0].Timestamp, double.NaN);
}
else
{
swingLowPlot[0] = new Value(bars[0].Timestamp, currentSwingLow);
}
if (isSwingLow)
{
for (int i = 0; i <= strength; i++)
{
swingLowSeries[i] = new Value(bars[i].Timestamp, lastSwingLowValue);
}
}
else
{
swingLowSeries[0] = new Value(bars[0].Timestamp, lastSwingLowValue);
}
}
saveCurrentBar = pos;
}
else
{
if (bars[0].High > bars[strength].High && swingHighSwings[strength] > 0)
{
swingHighSwings[strength] = new Value(bars[strength].Timestamp, 0);
var stop = revise ? strength : 0;
for (int i = 0; i <= stop; i++)
{
swingHighPlot[i] = new Value(bars[i].Timestamp, double.NaN);
}
currentSwingHigh = 0.0;
}
else if (bars[0].High > bars[strength].High && currentSwingHigh != 0.0)
{
swingHighPlot[0] = new Value(bars[0].Timestamp, double.NaN);
currentSwingHigh = 0.0;
}
else if (bars[0].High <= currentSwingHigh)
{
swingHighPlot[0] = new Value(bars[0].Timestamp, currentSwingHigh);
}
if (bars[0].Low < bars[strength].Low && swingLowSwings[strength] > 0)
{
swingLowSwings[strength] = new Value(bars[strength].Timestamp, 0);
var stop = revise ? strength : 0;
for (int i = 0; i <= stop; i++)
{
swingLowPlot[i] = new Value(bars[i].Timestamp, double.NaN);
}
currentSwingLow = double.MaxValue;
}
else if (bars[0].Low < bars[strength].Low && currentSwingLow != double.MaxValue)
{
swingLowPlot[0] = new Value(bars[0].Timestamp, double.NaN);
currentSwingLow = double.MaxValue;
}
else if (bars[0].Low >= currentSwingLow)
{
swingLowPlot[0] = new Value(bars[0].Timestamp, currentSwingLow);
}
}
});
return(swingHighPlot.ZipElements <Value, BiValue>(swingLowPlot, (h, l, v) => new BiValue(l[0], h[0])));
}
public static DataSeries <Value> ConstantLine(this DataSeries <Bar> bars, double value)
{
return(bars.MapElements <Value>((s, v) => value));
}
public static DataSeries <Value> AntiTrendIndex(this DataSeries <Bar> bars, int slopePeriod, int emaPeriod)
{
var lrs = bars.Closes().LinRegSlope(slopePeriod);
return(bars.ZipElements <Value, Value>(lrs, (b, s, v) => (s[0] >= 0) == b[0].IsGreen ? 1 : -1).EMA(emaPeriod));
}
public static DataSeries <Value> MACD(this DataSeries <Value> values, int fastPeriod, int slowPeriod)
{
return(values.EMA(fastPeriod).ZipElements <Value, Value>(values.EMA(slowPeriod), (fast, slow, _) => fast[0] - slow[0]));
}
public static DataSeries <Value> Midpoint(this DataSeries <Bar> bars, Func <Bar, double> getMin, Func <Bar, double> getMax)
{
return(bars.MapElements <Value>((s, v) => (getMin(s[0]) + getMax(s[0])) / 2.0));
}
