public override void ApplyTo(StockSerie stockSerie)
{
using (MethodLogger ml = new MethodLogger(this))
{
CreateEventSeries(stockSerie.Count);
IStockIndicator indicator = stockSerie.GetIndicator(this.DecoratedItem);
if (indicator != null && indicator.Series[0].Count > 0)
{
FloatSerie indicatorToDecorate = indicator.Series[0].CalculateEMA((int)this.parameters[1]);
FloatSerie signalSerie = indicatorToDecorate.CalculateEMA((int)this.parameters[3]);
FloatSerie upperLimit = new FloatSerie(indicatorToDecorate.Count);
FloatSerie lowerLimit = new FloatSerie(indicatorToDecorate.Count);
if ((int)this.parameters[1] <= 1) { this.SerieVisibility[0] = false; }
this.Series[0] = indicatorToDecorate;
this.Series[0].Name = this.SerieNames[0];
this.Series[1] = upperLimit;
this.Series[1].Name = this.SerieNames[1];
this.Series[2] = lowerLimit;
this.Series[2].Name = this.SerieNames[2];
this.Series[3] = signalSerie;
this.Series[3].Name = this.SerieNames[3];
int lookbackPeriod = (int) this.parameters[2];
if (indicator.DisplayTarget == IndicatorDisplayTarget.RangedIndicator && indicator is IRange)
{
IRange range = (IRange)indicator;
indicatorToDecorate = indicatorToDecorate.Sub((range.Max + range.Min) / 2.0f);
}
FloatSerie highSerie = stockSerie.GetSerie(StockDataType.HIGH);
FloatSerie lowSerie = stockSerie.GetSerie(StockDataType.LOW);
int lastExhaustionSellIndex = int.MinValue;
int lastExhaustionBuyIndex = int.MinValue;
float exhaustionSellLimit = indicatorToDecorate[0];
float exhaustionBuyLimit = indicatorToDecorate[0];
float exhaustionBuyPrice = highSerie[0];
float exhaustionSellPrice = lowSerie[0];
float exFadeOut = (100.0f - (float)this.parameters[0]) / 100.0f;
float previousValue = indicatorToDecorate[0];
float currentValue;
int i = 0;
for (i = 1; i < indicatorToDecorate.Count - 1; i++)
{
if (indicatorToDecorate[i] > 0)
{
this.Events[6][i] = true;
}
else
{
this.Events[7][i] = true;
}
if (indicatorToDecorate[i] >signalSerie[i])
{
this.Events[8][i] = true;
}
else
{
this.Events[9][i] = true;
}
currentValue = indicatorToDecorate[i];
if (currentValue == previousValue)
{
if (indicatorToDecorate.IsBottomIsh(i))
{
if (currentValue <= exhaustionSellLimit)
{
// This is an exhaustion selling
this.Events[1][i+1] = true;
exhaustionSellPrice = lowSerie[i];
exhaustionSellLimit = currentValue;
lastExhaustionSellIndex = i + 1;
}
else
{
// Check if divergence
if (lowSerie[i] <= exhaustionSellPrice)
{
this.Events[3][i + 1] = true;
}
exhaustionSellLimit *= exFadeOut;
}
exhaustionBuyLimit *= exFadeOut;
}
else if (indicatorToDecorate.IsTopIsh(i))
{
if (currentValue >= exhaustionBuyLimit)
{
// This is an exhaustion buying
this.Events[0][i + 1] = true;
exhaustionBuyPrice = highSerie[i];
exhaustionBuyLimit = currentValue;
lastExhaustionBuyIndex = i + 1;
}
else
{
// Check if divergence
if (highSerie[i] >= exhaustionBuyPrice)
{
this.Events[2][i + 1] = true;
}
exhaustionSellLimit *= exFadeOut;
}
exhaustionBuyLimit *= exFadeOut;
}
else
{
exhaustionSellLimit *= exFadeOut;
exhaustionBuyLimit *= exFadeOut;
}
}
else if (currentValue < previousValue)
{
if (indicatorToDecorate.IsBottom(i))
{
if (currentValue <= exhaustionSellLimit)
{
// This is an exhaustion selling
this.Events[1][i + 1] = true;
exhaustionSellPrice = lowSerie[i];
exhaustionSellLimit = currentValue;
lastExhaustionSellIndex = i + 1;
}
else
{
// Check if divergence
if (lowSerie[i] <= exhaustionSellPrice)
{
this.Events[3][i + 1] = true;
}
exhaustionSellLimit *= exFadeOut;
}
exhaustionBuyLimit *= exFadeOut;
}
else
{ // trail exhaustion limit down
exhaustionSellLimit = Math.Min(currentValue, exhaustionSellLimit);
exhaustionBuyLimit *= exFadeOut;
}
}
else if (currentValue > previousValue)
{
if (indicatorToDecorate.IsTop(i))
{
if (currentValue >= exhaustionBuyLimit)
{
// This is an exhaustion selling
this.Events[0][i + 1] = true;
exhaustionBuyPrice = highSerie[i];
exhaustionBuyLimit = currentValue;
lastExhaustionBuyIndex = i + 1;
}
else
{
// Check if divergence
if (highSerie[i] >= exhaustionBuyPrice)
{
this.Events[2][i + 1] = true;
}
exhaustionSellLimit *= exFadeOut;
}
exhaustionBuyLimit *= exFadeOut;
}
else
{ // trail exhaustion limit up
exhaustionBuyLimit = Math.Max(currentValue, exhaustionBuyLimit);
exhaustionSellLimit *= exFadeOut;
}
}
else
{
exhaustionSellLimit *= exFadeOut;
exhaustionBuyLimit *= exFadeOut;
}
previousValue = currentValue;
upperLimit[i] = exhaustionBuyLimit;
lowerLimit[i] = exhaustionSellLimit;
// Exhaustion occured events
if (lookbackPeriod > 0)
{
if (i + 1 - lookbackPeriod < lastExhaustionBuyIndex)
{
this.Events[4][i + 1] = true;
}
if (i + 1 - lookbackPeriod < lastExhaustionSellIndex)
{
this.Events[5][i + 1] = true;
}
}
}
// Update last values
exhaustionSellLimit *= exFadeOut;
exhaustionBuyLimit *= exFadeOut;
upperLimit[i] = exhaustionBuyLimit;
lowerLimit[i] = exhaustionSellLimit;
if (indicator.DisplayTarget == IndicatorDisplayTarget.RangedIndicator && indicator is IRange)
{
IRange range = (IRange)indicator;
this.Series[1] = upperLimit.Add((range.Max + range.Min) / 2.0f);
this.Series[2] = lowerLimit.Add((range.Max + range.Min) / 2.0f);
}
}
else
{
for (int i = 0; i < this.EventNames.Length; i++)
{
this.Events[i] = new BoolSerie(0, this.EventNames[i]);
}
}
}
}
