private List <SupportAndResistanceValue> FindGaps(ref List <double> volumeProfile, ref List <double> priceChain)
{
List <SupportAndResistanceValue> gapSR = new List <SupportAndResistanceValue>();
if (!volumeProfile.Exists(d => d.AlmostEqualRelative(0.0, AbsoluteError)))
{
return(gapSR);
}
List <int> gapUp, gapDown;
_data.FindGaps(out gapUp, out gapDown);
gapSR.AddRange(gapUp.Select(j =>
{
double val = _data.Low[j];
DateTime date = _data.Date[j];
SupportAndResistanceValue srVal = new SupportAndResistanceValue(val, date, SupportAndResistanceValueType.GapSupport);
return(srVal);
}));
gapSR.AddRange(gapDown.Select(j =>
{
double val = _data.High[j];
DateTime date = _data.Date[j];
SupportAndResistanceValue srVal = new SupportAndResistanceValue(val, date, SupportAndResistanceValueType.GapResistance);
return(srVal);
}));
int i = 0;
while (i < volumeProfile.Count)
{
if (volumeProfile[i].AlmostEqualRelative(0.0, AbsoluteError))
{
volumeProfile.RemoveAt(i);
priceChain.RemoveAt(i);
}
else
{
i++;
}
}
return(gapSR);
}