private void Transition(BarAnalyzerResult result, IBarDatum datum)
{
IMove prevMove = CurrentMove.Close(datum);
var newMove = Move.Open(MoveList.Count, datum, (int)result.Trend);
MoveList.Add(newMove);
CurrentTrendType = result.Trend;
MoveSubject.OnNext(prevMove);
}
private void Update(BarAnalyzerResult result)
{
// set WorkingBar to result.WorkingBar if CurrentTrend is Unknown or result.IsValidTrendBar is true
// if (!HighList.Any() && !LowList.Any())
if (CurrentTrendType == Trend.TrendType.Unknown)
{
if (result.Trend == Trend.TrendType.Up)
{
LowList.Add(result.WorkingBar);
}
else if (result.Trend == Trend.TrendType.Down)
{
HighList.Add(result.WorkingBar);
}
CurrentTrendType = result.Trend;
WorkingBar = result.WorkingBar;
MoveList.Add(Move.Open(MoveList.Count, result.WorkingBar, (int)result.Trend));
}
else
{
if (result.IsValidTrendBar)
{
WorkingBar = result.WorkingBar;
// currentTrend: undetermined: currentTrend = trend
// currentTrend: Up: if( trend.Down) changecurrentTrend to down and add bar Highest high series I {Working ... barDatum}
// currentTrend: Down: if (trend.up) changcurrentTrend to up and add bar with Lowest low in series {WorkingBar .. barDatum}
switch (CurrentTrendType)
{
case Trend.TrendType.Up:
{
if (result.Trend == Trend.TrendType.Down)
{
TransitionToDownFromUp(result);
}
}
break;
case Trend.TrendType.Down:
{
if (result.Trend == Trend.TrendType.Up)
{
TransitionToUpFromDown(result);
}
}
break;
}
}
}
}
public static BarAnalyzerResult Analyze(IBarDatum workingBar, IBarDatum datum, Trend.TrendType trend)
{
BarAnalyzerResult result = new BarAnalyzerResult();
if (workingBar == null && datum != null)
{
result.WorkingBar = datum;
result.Trend = GetBarTrend(datum);
result.IsValidTrendBar = true;
}
else
{
bool isValidHigh = datum.High > workingBar.High && datum.Low > workingBar.Low;
bool isValidLow = datum.High < workingBar.High && datum.Low < workingBar.Low;
result.IsValidTrendBar = isValidHigh || isValidLow;
if (result.IsValidTrendBar)
{
result.WorkingBar = datum;
result.Trend = isValidHigh ? Trend.TrendType.Up : isValidLow ? Trend.TrendType.Down : Trend.TrendType.Unknown;
}
else
{
result.WorkingBar = workingBar;
result.Trend = trend;
}
}
return(result);
}