/// <summary>
/// Checks if the price for this bar falls in a retracement price zone.
/// </summary>
/// <param name="currentBar">Bar to check</param>
/// <returns>True if the price has touched one of the zones</returns>
private bool IsBarInZone(int currentBar)
{
PriceRetracements retracements = (PriceRetracements)_dependents[1];
// Get the retracement zones first.
List <PriceZone> zones = new List <PriceZone>();
List <double> points = new List <double>();
points.Add(retracements.External[(int)PriceRetracements.ExternalType._127][currentBar]);
points.Add(retracements.External[(int)PriceRetracements.ExternalType._162][currentBar]);
points.Add(retracements.Alternate[(int)PriceRetracements.AlternateType._100Wave1][currentBar]);
points.Add(retracements.Alternate[(int)PriceRetracements.AlternateType._100Wave3][currentBar]);
points.Add(retracements.Alternate[(int)PriceRetracements.AlternateType._38][currentBar]);
points.Add(retracements.Alternate[(int)PriceRetracements.AlternateType._62][currentBar]);
ComboSet <double> comboSet = new ComboSet <double>(points);
List <List <double> > combos = comboSet.GetSet(2);
for (int i = 0; i < combos.Count; i++)
{
if (AreAllPointsClose(combos[i]) == true)
{
double high = combos[i].Max();
double low = combos[i].Min();
zones.Add(new PriceZone()
{
High = high, Low = low, NumberOfPoints = combos[i].Count
});
}
}
// The one with the most similar points is the best. See if it lands there first.
zones.Sort((a, b) => a.NumberOfPoints.CompareTo(b.NumberOfPoints));
for (int i = 0; i < zones.Count; i++)
{
PriceZone zone = zones[i];
if ((Data.High[currentBar] >= zone.High && Data.Low[currentBar] <= zone.Low) ||
(Data.High[currentBar] >= zone.Low && Data.Low[currentBar] <= zone.High))
{
return(true);
}
}
return(false);
}
/// <summary>
/// Builds a list of all the possible combos found on this bar.
/// </summary>
/// <param name="currentBar">Current bar to search for combos</param>
/// <param name="orderType">Type of strategies to combo together</param>
/// <returns>List of all the combo lists for this bar</returns>
private List <List <Strategy> > GetComboList(int currentBar, double orderType)
{
// Get all the strategies that were found on today.
List <Strategy> foundStrategies = new List <Strategy>();
for (int i = 0; i < Dependents.Count; i++)
{
if (Dependents[i] is Strategy)
{
Strategy dependentStrategy = (Strategy)Dependents[i];
// Ensure each dependent has the same order type.
if (orderType != dependentStrategy.OrderType)
{
continue;
}
// The logic here that searches the current bar
// and back a few days to make the finding not so exact. It adds
// for some more leeway when finding combos as finding multiple
// strategies on exact bars doesn't happen as frequently.
for (int j = 0; j < _comboLeewayBars + 1; j++)
{
int comboBar = currentBar - j;
if (comboBar < 0)
{
comboBar = 0;
}
if (dependentStrategy.WasFound[comboBar])
{
foundStrategies.Add(dependentStrategy);
break;
}
}
}
}
// Create all the possible combos of these strategies.
// Min and max combo sizes are filtered elsewhere.
ComboSet <Strategy> comboSet = new ComboSet <Strategy>(foundStrategies);
List <List <Strategy> > combos = comboSet.GetSet(1);
return(combos);
}
/// <summary>
/// Returns a list of all the zones created by all the projections.
/// </summary>
/// <param name="barNum">Bar to get the zones for</param>
/// <returns>See summary</returns>
private List <PriceZone> GetZones(int barNum)
{
List <PriceZone> zones = new List <PriceZone>();
List <double> points = new List <double>();
AddPointToListIfValid(points, External[(int)ExternalType._127][barNum]);
AddPointToListIfValid(points, External[(int)ExternalType._162][barNum]);
AddPointToListIfValid(points, Alternate[(int)AlternateType._62][barNum]);
AddPointToListIfValid(points, Alternate[(int)AlternateType._100][barNum]);
AddPointToListIfValid(points, Alternate[(int)AlternateType._162][barNum]);
AddPointToListIfValid(points, Internal[(int)InternalType._38][barNum]);
AddPointToListIfValid(points, Internal[(int)InternalType._50][barNum]);
AddPointToListIfValid(points, Internal[(int)InternalType._62][barNum]);
AddPointToListIfValid(points, Internal[(int)InternalType._79][barNum]);
ComboSet <double> comboSet = new ComboSet <double>(points);
List <List <double> > combos = comboSet.GetSet(MinProjectionsForZone);
for (int i = 0; i < combos.Count; i++)
{
if (AreAllPointsClose(combos[i]) == true)
{
double high = combos[i].Max();
double low = combos[i].Min();
zones.Add(new PriceZone()
{
High = high, Low = low, NumberOfPoints = combos[i].Count
});
}
}
// The one with the most similar points is the best. See if it lands there first.
zones.Sort((a, b) => a.NumberOfPoints.CompareTo(b.NumberOfPoints));
return(zones);
}