public PivotLevels(Bars bars, PivotType type, string description)
: base(bars, description)
{
DataSeries Pivot = new DataSeries(bars, "Daily Pivot Level");
DataSeries DayHigh = new DataSeries(bars, "Previous Day's High Level");
DataSeries DayClose = new DataSeries(bars, "Previous Day's Close Level");
DataSeries DayLow = new DataSeries(bars, "Previous Day's Low Level");
DataSeries R1 = new DataSeries(bars, "Resistance Pivot Level 1");
DataSeries S1 = new DataSeries(bars, "Support Pivot Level 1");
DataSeries R2 = new DataSeries(bars, "Resistance Pivot Level 2");
DataSeries S2 = new DataSeries(bars, "Support Pivot Level 2");
DataSeries R3 = new DataSeries(bars, "Resistance Pivot Level 3");
DataSeries S3 = new DataSeries(bars, "Support Pivot Level 3");
DataSeries result = new DataSeries(bars, "Result");
base.FirstValidValue = 1;
if (!bars.IsIntraday) // Daily data
{
//base.FirstValidValue = bars.FirstActualBar;
Pivot = AveragePriceC.Series(bars);
DayHigh = bars.High;
DayClose = bars.Close;
DayLow = bars.Low;
CalcPivotLevel(type, Pivot, DayHigh, DayLow, ref R1, ref S1, ref R2, ref S2, ref R3, ref S3, ref result);
}
else // Special logic for intraday data
{
try
{
Bars eodBars = BarScaleConverter.ToDaily(bars);
Pivot = AveragePriceC.Series(eodBars);
DayHigh = eodBars.High;
DayClose = eodBars.Close;
DayLow = eodBars.Low;
R1 = BarScaleConverter.Synchronize(R1, eodBars);
S1 = BarScaleConverter.Synchronize(S1, eodBars);
R2 = BarScaleConverter.Synchronize(R2, eodBars);
S2 = BarScaleConverter.Synchronize(S2, eodBars);
R3 = BarScaleConverter.Synchronize(R3, eodBars);
S3 = BarScaleConverter.Synchronize(S3, eodBars);
CalcPivotLevel(type, Pivot, DayHigh, DayLow, ref R1, ref S1, ref R2, ref S2, ref R3, ref S3, ref result);
result = BarScaleConverter.Synchronize(result, bars);
}
catch (Exception)
{
throw;
}
}
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = result[bar];
}
}
public ExternalSymbol(Bars source, string dataSet, string extSym, DataSeries ds, string description)
: base(ds, description)
{
base.FirstValidValue = 0;
Bars b = new Bars(extSym, ds.DataScale.Scale, ds.DataScale.BarInterval);
try
{
b = MainModuleInstance.LoadExternalSymbol(dataSet, extSym);
b = BarScaleConverter.Synchronize(b, source);
for (int bar = FirstValidValue; bar < b.Count; bar++)
{
if (ds.Description == "Open")
{
base[bar] = b.Open[bar];
}
else
if (ds.Description == "High")
{
base[bar] = b.High[bar];
}
else
if (ds.Description == "Low")
{
base[bar] = b.Low[bar];
}
else
{
base[bar] = b.Close[bar];
}
}
}
catch (Exception)
{
throw;
}
}
