protected override void OnBarUpdate()
{
var highest = High.Highest(0, Length);
var lowest = Low.Lowest(0, Length);
HL[0] = highest - lowest;
CL[0] = Close[0] - lowest;
var sumHL = this.TBSum(HL, SlowLength);
var sumCL = this.TBSum(CL, SlowLength);
if (sumHL[0] != 0)
{
KValue[0] = sumCL[0] / sumHL[0] * 100;
}
else
{
KValue[0] = 0;
}
DValue[0] = KValue.Average(0, SmoothLength);
}
protected override void OnBarUpdate()
{
int CurrentBar = Input.Count - 1;
if (CurrentBar < 3)
{
return;
}
if (CurrentBar == 3)
{
// Determine initial position
longPosition = High[0] > High[1];
xp = longPosition ? High.Highest(0, CurrentBar) : Low.Lowest(0, CurrentBar);
af = Acceleration;
Value[0] = xp + (longPosition ? -1 : 1) * (High.Highest(0, CurrentBar) - Low.Lowest(0, CurrentBar)) * af;
return;
}
// Reset accelerator increase limiter on new bars
if (afIncreased && prevBar != CurrentBar)
{
afIncreased = false;
}
// Current event is on a bar not marked as a reversal bar yet
if (reverseBar != CurrentBar)
{
// SAR = SAR[1] + af * (xp - SAR[1])
todaySAR = TodaySAR(Value[1] + af * (xp - Value[1]));
for (int x = 1; x <= 2; x++)
{
if (longPosition)
{
if (todaySAR > Low[x])
{
todaySAR = Low[x];
}
}
else
{
if (todaySAR < High[x])
{
todaySAR = High[x];
}
}
}
// Holding long position
if (longPosition)
{
// Process a new SAR value only on a new bar or if SAR value was penetrated.
if (prevBar != CurrentBar || Low[0] < prevSAR)
{
Value[0] = todaySAR;
prevSAR = todaySAR;
}
else
{
Value[0] = prevSAR;
}
if (High[0] > xp)
{
xp = High[0];
AfIncrease();
}
}
// Holding short position
else if (!longPosition)
{
// Process a new SAR value only on a new bar or if SAR value was penetrated.
if (prevBar != CurrentBar || High[0] > prevSAR)
{
Value[0] = todaySAR;
prevSAR = todaySAR;
}
else
{
Value[0] = prevSAR;
}
if (Low[0] < xp)
{
xp = Low[0];
AfIncrease();
}
}
}
// Current event is on the same bar as the reversal bar
else
{
// Only set new xp values. No increasing af since this is the first bar.
if (longPosition && High[0] > xp)
{
xp = High[0];
}
else if (!longPosition && Low[0] < xp)
{
xp = Low[0];
}
Value[0] = prevSAR;
// SAR = SAR[1] + af * (xp - SAR[1])
todaySAR = TodaySAR(longPosition ? Math.Min(reverseValue, Low[0]) : Math.Max(reverseValue, High[0]));
}
prevBar = CurrentBar;
// Reverse position
if ((longPosition && (Low[0] < todaySAR || Low[1] < todaySAR)) ||
(!longPosition && (High[0] > todaySAR || High[1] > todaySAR)))
{
Value[0] = Reverse();
}
}
public static double TBHighest(this Strategy stra, DataSeries input, int Begin, int Length)
{
return(input.Highest(Begin, Length));
}