public override void Calculate(DowPivotOld dowPivot)
{
#region Calcula primeiro ponto
// Este laço faz o calculo das primeiras barras do gráfico
if (dowPivot.IsFirstTickOfBar && GetHigh(0) == null && GetLow(0) == null)
{
initLowCache.Add(new HighLowAndIndex(dowPivot.Low[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant));
initHighCache.Add(new HighLowAndIndex(dowPivot.High[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant));
HighLowAndIndex lowCandidate = initLowCache[0];
HighLowAndIndex highCandidate = initHighCache[0];
if (initLowCache.Count - 1 >= strength)
{
for (int i = 0; i < strength; i++)
{
if (initLowCache[i].Price < lowCandidate.Price)
{
lowCandidate = initLowCache[i];
}
}
}
if (initHighCache.Count - 1 >= strength)
{
for (int i = 0; i < strength; i++)
{
if (initHighCache[i].Price > highCandidate.Price)
{
highCandidate = initHighCache[i];
}
}
}
if (initLowCache.Count - 1 >= strength && initHighCache.Count - 1 >= strength)
{
if (lowCandidate.Index < highCandidate.Index)
{
AddLow(dowPivot, lowCandidate.Price, lowCandidate.Index);
lastTrend = TrendDir.Down;
calculationEstate = CalculationEstate.SecondValue;
}
else if (lowCandidate.Index > highCandidate.Index)
{
AddHigh(dowPivot, highCandidate.Price, highCandidate.Index);
lastTrend = TrendDir.Up;
calculationEstate = CalculationEstate.SecondValue;
}
else
{
Miscellaneous.PrintError(dowPivot, "In the initial calculation of the 'Low' and 'High', they have the same index," +
" Low index: " + lowCandidate.Index + " High index: " + highCandidate.Index);
}
}
}
#endregion
#region Calcula dados históricos e de tempo real
// Enter only once per bar
else if (dowPivot.IsFirstTickOfBar && (calculationEstate == CalculationEstate.SecondValue || calculationEstate == CalculationEstate.HistoricalRealTime))
{
bool isFalling = true;
bool isRising = true;
bool isOverLowStrength = false;
bool isOverHighStrength = false;
if (lastTrend == TrendDir.Up && calculationEstate == CalculationEstate.SecondValue)
{
isOverLowStrength = (dowPivot.CurrentBar - GetHigh(0).BarIndex) >= strength;
calculationEstate = CalculationEstate.HistoricalRealTime;
}
else if (lastTrend == TrendDir.Down && calculationEstate == CalculationEstate.SecondValue)
{
isOverHighStrength = (dowPivot.CurrentBar - GetLow(0).BarIndex) >= strength;
calculationEstate = CalculationEstate.HistoricalRealTime;
}
else
{
isOverLowStrength = (dowPivot.CurrentBar - GetHigh(0).BarIndex) >= strength;
isOverHighStrength = (dowPivot.CurrentBar - GetLow(0).BarIndex) >= strength;
}
lastLowCache.Add(dowPivot.Low[barsAgoConstant]);
if (lastLowCache.Count > strength)
{
lastLowCache.RemoveAt(0);
}
double swingLowCandidateValue = (double)lastLowCache[lastLowCache.Count - 1];
lastHighCache.Add(dowPivot.High[barsAgoConstant]);
if (lastHighCache.Count > strength)
{
lastHighCache.RemoveAt(0);
}
double swingHighCandidateValue = (double)lastHighCache[lastHighCache.Count - 1];
// Low calculations
if (lastLowCache.Count == strength)
{
for (int i = 0; i < strength; i++)
{
if (swingLowCandidateValue > (double)lastLowCache[i])
{
isFalling = false;
}
}
}
// High calculations
if (lastHighCache.Count == strength)
{
for (int i = 0; i < strength; i++)
{
if (swingHighCandidateValue < (double)lastHighCache[i])
{
isRising = false;
}
}
}
// Add low
if (isFalling && isOverLowStrength && lastTrend != TrendDir.Down)
{
AddLow(dowPivot, dowPivot.Low[barsAgoConstant], dowPivot.CurrentBar - 1);
lastLow = dowPivot.Low[barsAgoConstant];
lastTrend = TrendDir.Down;
}
// Add high
else if (isRising && isOverHighStrength && lastTrend != TrendDir.Up)
{
AddHigh(dowPivot, dowPivot.High[barsAgoConstant], dowPivot.CurrentBar - 1);
lastHigh = dowPivot.High[barsAgoConstant];
lastTrend = TrendDir.Up;
}
// Update low
else if (isFalling && lastTrend == TrendDir.Down && dowPivot.Low[barsAgoConstant] < lastLow)
{
UpdateLow(dowPivot, dowPivot.Low[barsAgoConstant], dowPivot.CurrentBar - 1);
lastLow = dowPivot.Low[barsAgoConstant];
}
// Update high
else if (isRising && lastTrend == TrendDir.Up && dowPivot.High[barsAgoConstant] > lastHigh)
{
UpdateHigh(dowPivot, dowPivot.High[barsAgoConstant], dowPivot.CurrentBar - 1);
lastHigh = dowPivot.High[barsAgoConstant];
}
}
#endregion
#region Calcula todos os ticks em tempo real
// Este "if" � executado apenas quando lastTrend � iniciada alterando de "Unknow"
// para "Up" ou "Down" e em todos os ticks com exce��o do primeiro tick
else if (!dowPivot.IsFirstTickOfBar && GetLow(0) != null && GetHigh(0) != null &&
calculationEstate == CalculationEstate.HistoricalRealTime)
{
// Low logic
if (lastTrend == TrendDir.Down && dowPivot.Low[0] < GetLow(0).Price)
{
UpdateLow(dowPivot, dowPivot.Low[0], dowPivot.CurrentBar);
}
// High logic
if (lastTrend == TrendDir.Up && dowPivot.High[0] > GetHigh(0).Price)
{
UpdateHigh(dowPivot, dowPivot.High[0], dowPivot.CurrentBar);
}
}
#endregion
}
public override void Calculate(DowPivotOld dowPivot)
{
ISeries <double> lows;
ISeries <double> highs;
if (dowPivot.UseHighLow)
{
lows = dowPivot.Low;
highs = dowPivot.High;
}
else
{
lows = dowPivot.Close;
highs = dowPivot.Close;
}
#region Calcula primeiro ponto
// Este laço faz o calculo das primeiras barras do gráfico
if (dowPivot.IsFirstTickOfBar && GetHigh(0) == null && GetLow(0) == null)
{
initLowCache.Add(new HighLowAndIndex(lows[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant));
initHighCache.Add(new HighLowAndIndex(highs[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant));
HighLowAndIndex lowCandidate = initLowCache[0];
HighLowAndIndex highCandidate = initHighCache[0];
if (initLowCache.Count - 1 >= strength)
{
for (int i = 0; i < strength; i++)
{
if (initLowCache[i].Price < lowCandidate.Price)
{
lowCandidate = initLowCache[i];
}
}
}
if (initHighCache.Count - 1 >= strength)
{
for (int i = 0; i < strength; i++)
{
if (initHighCache[i].Price > highCandidate.Price)
{
highCandidate = initHighCache[i];
}
}
}
if (initLowCache.Count - 1 >= strength && initHighCache.Count - 1 >= strength)
{
if (lowCandidate.Index < highCandidate.Index)
{
AddLow(dowPivot, lowCandidate.Price, lowCandidate.Index);
lastTrend = TrendDir.Down;
calculationEstate = CalculationEstate.HistoricalRealTime;
}
else if (lowCandidate.Index > highCandidate.Index)
{
AddHigh(dowPivot, highCandidate.Price, highCandidate.Index);
lastTrend = TrendDir.Up;
calculationEstate = CalculationEstate.HistoricalRealTime;
}
else
{
Miscellaneous.PrintError(dowPivot, "In the initial calculation of the 'Low' and 'High', they have the same index," +
" Low index: " + lowCandidate.Index + " High index: " + highCandidate.Index);
}
}
}
#endregion
#region Calcula dados históricos e de tempo real
else if (dowPivot.IsFirstTickOfBar && calculationEstate == CalculationEstate.HistoricalRealTime)
{
bool isSwingLow = lows[barsAgoConstant] < lows[1 + barsAgoConstant];
bool isSwingHigh = highs[barsAgoConstant] > highs[1 + barsAgoConstant];
if (isSwingLow)
{
for (int i = 1; i < strength + 1; i++)
{
if (lows[barsAgoConstant] > lows[i + barsAgoConstant])
{
isSwingLow = false;
break;
}
}
}
if (isSwingHigh)
{
for (int i = 1; i < strength + 1; i++)
{
if (highs[barsAgoConstant] < highs[i + barsAgoConstant])
{
isSwingHigh = false;
break;
}
}
}
#region CRUD
// Add low
if (isSwingLow && lastTrend != TrendDir.Down)
{
AddLow(dowPivot, lows[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant);
lastLow = lows[barsAgoConstant];
lastTrend = TrendDir.Down;
}
// Add high
else if (isSwingHigh && lastTrend != TrendDir.Up)
{
AddHigh(dowPivot, highs[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant);
lastHigh = highs[barsAgoConstant];
lastTrend = TrendDir.Up;
}
// Update Low
else if (isSwingLow && lastTrend == TrendDir.Down && lows[barsAgoConstant] < lastLow)
{
UpdateLow(dowPivot, lows[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant);
lastLow = lows[barsAgoConstant];
}
// Update High
else if (isSwingHigh && lastTrend == TrendDir.Up && highs[barsAgoConstant] > lastHigh)
{
UpdateHigh(dowPivot, highs[barsAgoConstant], dowPivot.CurrentBar - barsAgoConstant);
lastHigh = highs[barsAgoConstant];
}
#endregion
}
#endregion
}
