protected override void OnCalculate()
{
DoubleBottom_DS.Set(0);
SetSuccessFromEcho = false;
double LowestLowFromEchoBars;
double LowestLowFromEchoBarsIndex;
DateTime LowestLowFromEchoBarsDate;
//Get the lowest Price/Index from our Echo-Period
if (ProcessingBarIndex >= (Bars.Count - 1) || History == true)
{
LowestLowFromEchoBars = LowestLowPrice(this.Candles)[0];
LowestLowFromEchoBarsIndex = LowestLowIndex(this.Candles)[0];
LowestLowFromEchoBarsDate = Bars[(int)LowestLowFromEchoBarsIndex].Time;
}
else
{
return; //Just the Last Bar plus the Echo-Bars
}
//check if datafeed is providing appropriate data
if (Bars[BarsAgo + (int)LowestLowFromEchoBarsIndex] == null)
{
return;
}
//Calculate the minimum distance from current low to the next low
DateTime MinBarsAgoDateTime = Bars[BarsAgo + (int)LowestLowFromEchoBarsIndex].Time;
//Calculate Tolerance
double tolerance = LowestLowFromEchoBars * (TolerancePercentage / 100);
double tolerance_min = LowestLowFromEchoBars - tolerance;
double tolerance_max = LowestLowFromEchoBars + tolerance;
double SMA_tol = SMA(200)[0] * (TolerancePercentage / 100);
double SMA_tol_min = SMA(200)[0] - SMA_tol;
double SMA_tol_max = SMA(200)[0] + SMA_tol;
if (VerboseMode)
{
Print("Instrument {3} Bar {0}, Tol+{1}, Tol-{2}",
Bars[0].Time.ToString(), Math.Round(tolerance_max, 2), Math.Round(tolerance_min, 2), Bars.Instrument);
}
//Check, when the chart was the last time below our current low. That period becomes irrelevant for us and gets ignored
IEnumerable <IBar> belowLow = Bars.Where(y => y.Low <= tolerance_min)
.Where(x => x.Time < LowestLowFromEchoBarsDate)
.OrderByDescending(x => x.Time);
//if there is no other Low and the chart is coming all the way from a higher price, than just leave this indicator
if (!belowLow.Any())
{
return;
}
DateTime IgnoreFromHereOn = belowLow.FirstOrDefault().Time;
//Draw ToleranceArea for the respected timeperiod
if (DrawTolerance)
{
//AddChartRectangle("ToleranceRectangle", true, Bars.GetBarsAgo(IgnoreFromHereOn), tolerance_max, 0, tolerance_min, Color.Yellow, Color.Yellow, 50);
AddChartRectangle("ToleranceRectangle", true, IgnoreFromHereOn.AddDays(-1), tolerance_max, Bars[0].Time.AddDays(1), tolerance_min, Color.Yellow, Color.Yellow, 50);
}
//Check, if the time period between the highes Echo-Candle and the MinBarsAgo has any higher price. then we are not at a current high, we are just in strange time situations
if (LowestLowPrice(this.Candles + BarsAgo)[0] < LowestLowFromEchoBars)
{
return;
}
//find previous bottom
//Select all data and find lows.
IEnumerable <IBar> lastBottoms = Bars.Where(x => x.Time <= MinBarsAgoDateTime && //older than x Bars, so we have a arch in between the two low points
x.Time >= IgnoreFromHereOn) //but younger than the timeperiod when the chart was below our low
.Where(y => y.Low <= tolerance_max && // Low <= current Low + Tolerance
y.Low >= tolerance_min // Low >= current Low + Tolerance
)
.OrderBy(x => x.Low)
;
int LowestLowBarsBefore = 5;
foreach (IBar bar in lastBottoms)
{
double LowestLow = LowestLowPrice(Bars.GetBarsAgo(bar.Time))[0]; //calculate the lowest low between current bar and potential bottom
double LowestLowBefore = LowestLowPrice(Bars.GetBarsAgo(bar.Time) + LowestLowBarsBefore)[0]; //calculate the lowest low before the potential bottom. this is to make sure that there is no lower price leading up to the bottom
//now check, if the current bar is on the same price level as the potential bottom. just to make sure, there is no lower price in that period.
if (LowestLow <= (tolerance_max) && //check if that lowest low is inside tolerance levels
LowestLow >= (tolerance_min) &&
LowestLowBefore <= (tolerance_max) && //check if the lowest low Before is inside tolerance levels
LowestLowBefore >= (tolerance_min) &&
(LowestLow == LowestLowBefore || //LowestLow has to be either current bar or the current bottom from loop
LowestLow == LowestLowFromEchoBars)
)
{
//Drawings
//Red Connection Line of the Bottoms
string strdoubleBottomConnecter = "DoubleBottomConnecter_" + Bars[0].Time.ToString() + "_" + bar.Time.ToString();
AddChartLine(strdoubleBottomConnecter, Bars.GetBarsAgo(bar.Time), bar.Low, (int)LowestLowFromEchoBarsIndex, LowestLowFromEchoBars, Color.LawnGreen);
//High and Breakthrough
double BreakThrough = HighestHighPrice(Bars.GetBarsAgo(bar.Time))[0];
double BreakThroughAgo = HighestHighIndex(Bars.GetBarsAgo(bar.Time))[0];
string strBreakThrough = strdoubleBottomConnecter + "BreakThrough";
string strBreakThroughVert = strdoubleBottomConnecter + "BreakThroughVert";
AddChartLine(strBreakThrough, (int)BreakThroughAgo, BreakThrough, 0, BreakThrough, Color.Aquamarine, DashStyle.Solid, 2);
AddChartLine(strBreakThroughVert, (int)BreakThroughAgo, bar.Low, (int)BreakThroughAgo, BreakThrough, Color.Aquamarine, DashStyle.Solid, 2);
if (Filter_SMA200)
{
if (bar.Low < SMA_tol_min ||
bar.Low > SMA_tol_max)
{
continue; //check for SMA200 filter and check if the current low is within the SMA-tolerances
}
}
//Mark current low
DoubleBottom_DS.Set((int)LowestLowFromEchoBarsIndex, 1);
//Mark previous low(s)
DoubleBottom_DS.Set(Bars.GetBarsAgo(bar.Time), 0.5);
SetSuccessFromEcho = true;
if (VerboseMode)
{
Print("DoubleBottom Low: {0}, Time: {1}, LowestLow: {2}, LowestLowBefore: {3}, BreakThrough: {4}",
bar.Low, bar.Time.ToString(), LowestLow, LowestLowBefore, BreakThrough);
}
//set Stop and Target for Strategy
_stop = LowestLow * 0.99;
_target = BreakThrough * 0.99;
}
}
if (SetSuccessFromEcho)
{
DoubleBottom_DS.Set(1);
Print("Indikator Kaufsignal: " + LowestLowFromEchoBarsDate.ToString());
}
else
{
DoubleBottom_DS.Set(0);
}
}
protected override void OnCalculate()
{
DoubleTop_DS.Set(0);
double HighestHighFromEchoBars;
double HighestHighFromEchoBarsIndex;
DateTime HighestHighFromEchoBarsDate;
//Get the highest Price/Index from our Echo-Period
if (ProcessingBarIndex >= (Bars.Count - 1))
{
HighestHighFromEchoBars = HighestHighPrice(this.Candles)[0];
HighestHighFromEchoBarsIndex = HighestHighIndex(this.Candles)[0];
HighestHighFromEchoBarsDate = Bars[(int)HighestHighFromEchoBarsIndex].Time;
}
else
{
return; //Just the Last Bar plus the Echo-Bars
}
//check if datafeed is providing appropriate data
if (Bars[BarsAgo + (int)HighestHighFromEchoBarsIndex] == null)
{
return;
}
//Calculate the minimum distance from current low to the next low
DateTime MinBarsAgoDateTime = Bars[BarsAgo + (int)HighestHighFromEchoBarsIndex].Time;
//Calculate Tolerance
double tolerance = HighestHighFromEchoBars * (TolerancePercentage / 100);
double tolerance_min = HighestHighFromEchoBars - tolerance;
double tolerance_max = HighestHighFromEchoBars + tolerance;
Print(Bars.Instrument + " Bar {0}, Tol+{1}, Tol-{2}",
Bars[0].Time.ToString(), Math.Round(tolerance_max, 2), Math.Round(tolerance_min, 2));
//Check, when the chart was the last time above our current high. That period becomes irrelevant for us and gets ignored
IEnumerable <IBar> aboveHigh = Bars.Where(y => y.High >= tolerance_max)
.Where(x => x.Time < HighestHighFromEchoBarsDate)
.OrderByDescending(x => x.Time);
DateTime IgnoreFromHereOn = DateTime.MinValue.AddDays(1);
//if there is no other High and the chart is coming all the way from a lower price, than just leave this indicator
//if (!aboveHigh.Any())
//{
// return;
//}
if (aboveHigh.GetEnumerator().MoveNext())
{
IgnoreFromHereOn = aboveHigh.FirstOrDefault().Time;
}
//Draw ToleranceArea for the respected timeperiod
if (DrawTolerance)
{
//AddChartRectangle("ToleranceRectangle", true, Bars.GetBarsAgo(IgnoreFromHereOn), tolerance_max, 0, tolerance_min, Color.Yellow, Color.Yellow, 50);
AddChartRectangle("ToleranceRectangle", true, IgnoreFromHereOn.AddDays(-1), tolerance_max, Bars[0].Time.AddDays(1), tolerance_min, Color.Yellow, Color.Yellow, 50);
}
//Check, if the time period between the highes Echo-Candle and the MinBarsAgo has any higher price. then we are not at a current high, we are just in strange time situations
if (HighestHighPrice(this.Candles + BarsAgo)[0] > HighestHighFromEchoBars)
{
return;
}
//find previous highs
//Select all data and find highs.
IEnumerable <IBar> lastTops = Bars.Where(x => x.Time <= MinBarsAgoDateTime && //older than x Bars, so we have a arch in between the two low points
x.Time >= IgnoreFromHereOn) //but younger than the timeperiod when the chart was below our low
.Where(y => y.High <= tolerance_max && // Low <= current Low + Tolerance
y.High >= tolerance_min // Low >= current Low + Tolerance
)
.OrderBy(x => x.High)
;
int HighestHighBarsBefore = 5;
foreach (IBar bar in lastTops)
{
double HighestHigh = HighestHighPrice(Bars.GetBarsAgo(bar.Time))[0]; //calculate the HighestHigh between current bar and potential bottom
double HighestHighBefore = HighestHighPrice(Bars.GetBarsAgo(bar.Time) + HighestHighBarsBefore)[0]; //calculate the HighestHigh before the potential top. this is to make sure that there is no higher price leading up to the top
//now check, if the current bar is on the same price level as the potential top. just to make sure, there is no higher price in that period.
if (HighestHigh <= (tolerance_max) && //check if that HighestHigh is inside tolerance levels
HighestHigh >= (tolerance_min) &&
HighestHighBefore <= (tolerance_max) && //check if the HighestHighBefore is inside tolerance levels
HighestHighBefore >= (tolerance_min) &&
(HighestHigh == HighestHighBefore || //HighestHigh has to be either current bar or the current bottom from loop
HighestHigh == HighestHighFromEchoBars)
)
{
Print("DoubleTop High: {0}, Time: {1}, HighestHigh: {2}, HighestHighBefore: {3}",
bar.High, bar.Time.ToString(), HighestHigh, HighestHighBefore);
//Drawings
//Red Connection Line of the Bottoms
string strdoubleTopConnecter = "DoubleTopConnecter_" + Bars[0].Time.ToString() + "_" + bar.Time.ToString();
AddChartLine(strdoubleTopConnecter, Bars.GetBarsAgo(bar.Time), bar.High, (int)HighestHighFromEchoBarsIndex, HighestHighFromEchoBars, Color.Red);
//High and Breakthrough
double BreakThrough = LowestLowPrice(Bars.GetBarsAgo(bar.Time))[0];
double BreakThroughAgo = LowestLowIndex(Bars.GetBarsAgo(bar.Time))[0];
string strBreakThrough = strdoubleTopConnecter + "BreakThrough";
string strBreakThroughVert = strdoubleTopConnecter + "BreakThroughVert";
AddChartLine(strBreakThrough, (int)BreakThroughAgo, BreakThrough, 0, BreakThrough, Color.Aquamarine, DashStyle.Solid, 2);
AddChartLine(strBreakThroughVert, (int)BreakThroughAgo, bar.High, (int)BreakThroughAgo, BreakThrough, Color.Aquamarine, DashStyle.Solid, 2);
//Mark current High
DoubleTop_DS.Set((int)HighestHighFromEchoBarsIndex, 1);
//Mark previous High(s)
DoubleTop_DS.Set(Bars.GetBarsAgo(bar.Time), 0.5);
SetSuccessFromEcho = true;
}
}
if (SetSuccessFromEcho)
{
DoubleTop_DS.Set(1);
}
else
{
DoubleTop_DS.Set(0);
}
}