/// <summary>
/// Richard Todd www.movethemarkets.com efficiently tracks sorted input over a rolling window.
/// </summary>
/// <returns></returns>
public Z20091120SortedWindow Z20091120SortedWindow(Data.IDataSeries input, int length)
{
checkZ20091120SortedWindow.Length = length;
length = checkZ20091120SortedWindow.Length;
if (cacheZ20091120SortedWindow != null)
{
for (int idx = 0; idx < cacheZ20091120SortedWindow.Length; idx++)
{
if (cacheZ20091120SortedWindow[idx].Length == length && cacheZ20091120SortedWindow[idx].EqualsInput(input))
{
return(cacheZ20091120SortedWindow[idx]);
}
}
}
Z20091120SortedWindow indicator = new Z20091120SortedWindow();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.Length = length;
indicator.SetUp();
Z20091120SortedWindow[] tmp = new Z20091120SortedWindow[cacheZ20091120SortedWindow == null ? 1 : cacheZ20091120SortedWindow.Length + 1];
if (cacheZ20091120SortedWindow != null)
{
cacheZ20091120SortedWindow.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheZ20091120SortedWindow = tmp;
Indicators.Add(indicator);
return(indicator);
}
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "ProxLine"));
//CalculateOnBarClose = true;
Overlay = true;
PriceTypeSupported = false;
dirup = new BoolSeries(this);
Plots[0].Pen.Width = 3;
med = null;
}
protected override void OnStartUp()
{
_diff = new DataSeries(this);
curL = new double[4];
oldL = new double[4];
sw = Z20091120SortedWindow(_diff, 5);
fmax = Z20100527FastMAX(_diff, period);
fmin = Z20100527FastMIN(_diff, period);
}
/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "UpLine"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DnLine"));
Add(new Plot(Color.FromKnownColor(KnownColor.Yellow), PlotStyle.Line, "NeutLine"));
//CalculateOnBarClose = true;
Overlay = true;
PriceTypeSupported = false;
maval = new DataSeries(this);
dirup = new BoolSeries(this);
Plots[0].Pen.Width = 3;
Plots[1].Pen.Width = 3;
Plots[2].Pen.Width = 3;
colorizer = null;
med = null;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (med == null)
{
med = Z20091120SortedWindow(Median, windowLength);
}
if (CurrentBar < (windowLength + 1))
{
Value.Set(Median[0]);
dirup.Set(true);
return;
}
double slope = calcSlope(lookback);
if ((med[0] > med[1]) &&
(slope <= 0))
{
Value.Set(Value[1]);
}
else if ((med[0] < med[1]) &&
(slope >= 0))
{
Value.Set(Value[1]);
}
else
{
// either everything is flat, or the
// med and slope agree...
bool assumeUp = (slope > 0);
if (slope == 0)
{
if (med[0] != med[1])
{
assumeUp = (med[0] > med[1]);
}
else
{
assumeUp = dirup[1];
}
}
if (assumeUp)
{
Value.Set(Math.Max(Value[1], med[0]));
}
else
{
Value.Set(Math.Min(Value[1], med[0]));
}
/* if( (Value[1] == Value[2]) &&
* (med[1] != med[2]) ) {
* Value.Set(Median[0]);
* med.Set(Median[0]);
* } */
}
if (Value[0] > Value[1])
{
dirup.Set(true);
}
else if (Value[0] < Value[1])
{
dirup.Set(false);
}
else
{
dirup.Set(dirup[1]);
}
bool upbar = ((Close[0] > Open[0]) || (Close[0] == High[0]));
bool dnbar = ((Close[0] < Open[0]) || (Close[0] == Low[0]));
if (!dirup[0] && dirup[1] && upbar)
{
dirup.Set(true);
Value.Set(Value[1]);
}
if (dirup[0] && !dirup[1] && dnbar)
{
dirup.Set(false);
Value.Set(Value[1]);
}
if (!dirup[0] && dirup[1] && (Value[1] <= (High[0] + tolerance * TickSize)))
{
dirup.Set(true);
Value.Set(Value[1]);
}
if (dirup[0] && !dirup[1] && (Value[1] >= (Low[0] - tolerance * TickSize)))
{
dirup.Set(false);
Value.Set(Value[1]);
}
if ((Value[0] > Value[1]) && dnbar)
{
Value.Set(Value[1]);
}
if ((Value[0] < Value[1]) && upbar)
{
Value.Set(Value[1]);
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (colorizer == null)
{
colorizer = Z20091221Colorizer3(maval, colorMethod, colorParam);
med = Z20091120SortedWindow(Median, windowLength);
}
if (CurrentBar < (windowLength + 1))
{
maval.Set(Median[0]);
dirup.Set(true);
return;
}
double slope = calcSlope(lookback);
if ((med[0] > med[1]) &&
(slope <= 0))
{
maval.Set(maval[1]);
}
else if ((med[0] < med[1]) &&
(slope >= 0))
{
maval.Set(maval[1]);
}
else
{
// either everything is flat, or the
// med and slope agree...
bool assumeUp = (slope > 0);
if (slope == 0)
{
if (med[0] != med[1])
{
assumeUp = (med[0] > med[1]);
}
else
{
assumeUp = dirup[1];
}
}
if (assumeUp)
{
maval.Set(Math.Max(maval[1], med[0]));
}
else
{
maval.Set(Math.Min(maval[1], med[0]));
}
/* if( (maval[1] == maval[2]) &&
* (med[1] != med[2]) ) {
* maval.Set(Median[0]);
* med.Set(Median[0]);
* } */
}
if (maval[0] > maval[1])
{
dirup.Set(true);
}
else if (maval[0] < maval[1])
{
dirup.Set(false);
}
else
{
dirup.Set(dirup[1]);
}
bool upbar = ((Close[0] > Open[0]) || (Close[0] == High[0]));
bool dnbar = ((Close[0] < Open[0]) || (Close[0] == Low[0]));
if (!dirup[0] && dirup[1] && upbar)
{
dirup.Set(true);
maval.Set(maval[1]);
}
if (dirup[0] && !dirup[1] && dnbar)
{
dirup.Set(false);
maval.Set(maval[1]);
}
if (!dirup[0] && dirup[1] && (maval[1] <= (High[0] + tolerance * TickSize)))
{
dirup.Set(true);
maval.Set(maval[1]);
}
if (dirup[0] && !dirup[1] && (maval[1] >= (Low[0] - tolerance * TickSize)))
{
dirup.Set(false);
maval.Set(maval[1]);
}
if ((maval[0] > maval[1]) && dnbar)
{
maval.Set(maval[1]);
}
if ((maval[0] < maval[1]) && upbar)
{
maval.Set(maval[1]);
}
colorizer.drawColor(this, 0, 1, 2);
}
