private void Falling()
{
double limit;
while (closePrice < (limit = Asset.Round(openPrice - wickoSize)))
{
var wicko = GetNewWicko(
openPrice, highPrice, limit, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openPrice = limit;
highPrice = limit;
}
}
private void Falling()
{
double limit;
while (closeRate < (limit = (openRate - wickoSize)
.ToRoundedRate(Symbol)))
{
var wicko = GetNewWicko(
openRate, highRate, limit, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openRate = limit;
highRate = limit;
}
}
public void HandleTick(BidAsk bidAsk)
{
if (firstTick)
{
firstTick = false;
openOn = bidAsk.TickOnEst;
closeOn = bidAsk.TickOnEst;
openPrice = bidAsk.MidPrice;
highPrice = bidAsk.MidPrice;
lowPrice = bidAsk.MidPrice;
closePrice = bidAsk.MidPrice;
}
else
{
closeOn = bidAsk.TickOnEst;
if (bidAsk.MidPrice > highPrice)
{
highPrice = bidAsk.MidPrice;
}
if (bidAsk.MidPrice < lowPrice)
{
lowPrice = bidAsk.MidPrice;
}
closePrice = bidAsk.MidPrice;
if (closePrice > openPrice)
{
if (lastWicko == null ||
(lastWicko.Trend == Trend.Rising))
{
Rising();
return;
}
var limit = Asset.Round(lastWicko.OpenPrice + wickoSize);
if (closePrice > limit)
{
var wicko = GetNewWicko(
lastWicko.OpenPrice, limit, lowPrice, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openPrice = limit;
lowPrice = limit;
Rising();
}
}
else if (closePrice < openPrice)
{
if (lastWicko == null ||
(lastWicko.Trend == Trend.Falling))
{
Falling();
return;
}
var limit = Asset.Round(lastWicko.OpenPrice - wickoSize);
if (closePrice < limit)
{
var wicko = GetNewWicko(
lastWicko.OpenPrice, highPrice, limit, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openPrice = limit;
highPrice = limit;
Falling();
}
}
}
}
public void HandleTick(Tick tick)
{
var rate = tick.ToRate(rateToUse);
if (firstTick)
{
firstTick = false;
openOn = tick.TickOn;
closeOn = tick.TickOn;
openRate = rate;
highRate = rate;
lowRate = rate;
closeRate = rate;
}
else
{
closeOn = tick.TickOn;
if (rate > highRate)
{
highRate = rate;
}
if (rate < lowRate)
{
lowRate = rate;
}
closeRate = rate;
if (closeRate > openRate)
{
if (lastWicko == null ||
(lastWicko.Trend == Trend.Rising))
{
Rising();
return;
}
var limit = (lastWicko.OpenRate + wickoSize)
.ToRoundedRate(Symbol);
if (closeRate > limit)
{
var wicko = GetNewWicko(
lastWicko.OpenRate, limit, lowRate, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openRate = limit;
lowRate = limit;
Rising();
}
}
else if (closeRate < openRate)
{
if (lastWicko == null ||
(lastWicko.Trend == Trend.Falling))
{
Falling();
return;
}
var limit = (lastWicko.OpenRate - wickoSize)
.ToRoundedRate(Symbol);
if (closeRate < limit)
{
var wicko = GetNewWicko(
lastWicko.OpenRate, highRate, limit, limit);
lastWicko = wicko;
OnWicko?.Invoke(this, new WickoArgs(wicko));
openOn = closeOn;
openRate = limit;
highRate = limit;
Falling();
}
}
}
}
