public int GetPercentageOfBidsAtTopOrBottom(int theKey, dataType
thedataType, double MedianPrice, TopOrBottomEnum theTopOrBottom)
{
double totalBids = 0;
double totalAsks = 0;
double percentageOfBids = 0;
SortedList<double, QuoteDataAtPrice> currentBarDataSL =
BarDataCollection[theKey];
foreach (KeyValuePair<double, QuoteDataAtPrice> kvp in currentBarDataSL)
{
if (thedataType == dataType.bidAndAskSize)
{
if ((theTopOrBottom == TopOrBottomEnum.Top) && (kvp.Value.Price
>= MedianPrice))
{
totalBids += kvp.Value.TotalBidSize;
totalAsks += kvp.Value.TotalAskSize;
}
else if ((theTopOrBottom == TopOrBottomEnum.Bottom) &&
(kvp.Value.Price <= MedianPrice))
{
totalBids += kvp.Value.TotalBidSize;
totalAsks += kvp.Value.TotalAskSize;
}
}
}
if ((totalBids + totalAsks) > 0)
return (int) ((100 * totalBids) / (totalBids + totalAsks)) ;
return 0;
}
public bool IsTopOrBottomQuarter(double Price, double High, double
Low, TopOrBottomEnum TopOrBottom)
{
if (TopOrBottom == TopOrBottomEnum.Top)
return ((((High - Low) * 0.75) + Low) < Price) ? true: false;
else
return ((((High - Low) * 0.25) + Low) > Price) ? true: false;
}
public bool IsTopOrBottomThird(double Price, double High, double
Low, TopOrBottomEnum TopOrBottom)
{
if (TopOrBottom == TopOrBottomEnum.Top)
return ((((High - Low) * 0.666) + Low) < Price) ? true: false;
else
return ((((High - Low) * 0.333) + Low) > Price) ? true: false;
}
public bool IsTopOrBottomQuarter(double Price, double High, double
Low, TopOrBottomEnum TopOrBottom)
{
if (TopOrBottom == TopOrBottomEnum.Top)
return ((((High - Low) * 0.75) + Low) < Price) ? true: false;
else
return ((((High - Low) * 0.25) + Low) > Price) ? true: false;
}
public bool IsTopOrBottomThird(double Price, double High, double
Low, TopOrBottomEnum TopOrBottom)
{
if (TopOrBottom == TopOrBottomEnum.Top)
return ((((High - Low) * 0.666) + Low) < Price) ? true: false;
else
return ((((High - Low) * 0.333) + Low) > Price) ? true: false;
}
public bool HasMoreTailAtTopOrBottom(int BarIndex, TopOrBottomEnum
theTopOrBottomEnum)
{
double tailAtTop = High[BarIndex] - Math.Max(Open[BarIndex],
Close[BarIndex]);
double tailAtBottom = Math.Min(Open[BarIndex], Close[BarIndex]) -
Low[BarIndex];
//Always true when there is no tail in interested direction
if ((theTopOrBottomEnum == TopOrBottomEnum.Top) && tailAtBottom == 0)
return true;
if ((theTopOrBottomEnum == TopOrBottomEnum.Bottom) && tailAtTop == 0)
return true;
if (theTopOrBottomEnum == TopOrBottomEnum.Top)
return (tailAtTop > tailAtBottom) ? true : false;
if (theTopOrBottomEnum == TopOrBottomEnum.Bottom)
return (tailAtTop < tailAtBottom) ? true : false;
return false;
}
