//Constructor
public PivotPointBar(Bars bars, int period, bool pivotPointHigh, bool tradeable, string description)
: base(bars, description)
{
_bars = bars;
_ppHigh = pivotPointHigh;
_period = period;
_tradeable = tradeable;
FirstValidValue += _period;
if (bars.Count < _period)
{
return;
}
for (int bar = _period; bar < bars.Count; bar++)
{
this[bar] = -1d; // returns -1 until a Valid Pivot Point is found
}
for (int bar = _period; bar < bars.Count; bar++)
{
if (_tradeable)
{
if (_ppHigh)
{
if (bars.High[bar] >= Highest.Series(bars.High, _period)[bar - 1])
{
_lastPP = bar;
}
}
else if (bars.Low[bar] <= Lowest.Series(bars.Low, _period)[bar - 1])
{
_lastPP = bar;
}
}
else
{
int periodFwd = _period;
if (bar + period >= bars.Count)
{
periodFwd = bars.Count - bar - 1;
}
if (_ppHigh)
{
if (bars.High[bar] >= Highest.Series(bars.High, _period)[bar - 1] &&
bars.High[bar] >= Highest.Value(bar + periodFwd, bars.High, periodFwd)) // use Value method since periodFwd is variable at the end
{
_lastPP = bar;
}
}
else if (bars.Low[bar] <= Lowest.Series(bars.Low, _period)[bar - 1] &&
bars.Low[bar] <= Lowest.Value(bar + periodFwd, bars.Low, periodFwd))
{
_lastPP = bar;
}
}
this[bar] = _lastPP;
}
}
public override void CalculatePartialValue()
{
if (_bars.Count < _period || _bars.Low.PartialValue == Double.NaN || _bars.High.PartialValue == Double.NaN)
{
PartialValue = Double.NaN;
return;
}
int bar = _bars.Count; // bar - 1 is last bar number (prior to PartialBar)
if (_tradeable)
{
if (_ppHigh)
{
if (_bars.High.PartialValue >= Highest.Series(_bars.High, _period)[bar - 1])
{
_lastPP = bar;
}
}
else if (_bars.Low.PartialValue <= Lowest.Series(_bars.Low, _period)[bar - 1])
{
_lastPP = bar;
}
}
else
{
int periodFwd = _period;
if (bar + _period >= _bars.Count)
{
periodFwd = _bars.Count - bar - 1;
}
if (_ppHigh)
{
if (_bars.High.PartialValue >= Highest.Series(_bars.High, _period)[bar - 1] &&
_bars.High.PartialValue >= Highest.Value(bar + periodFwd, _bars.High, periodFwd)) // use Value method since periodFwd is variable at the end
{
_lastPP = bar;
}
}
else if (_bars.Low.PartialValue <= Lowest.Series(_bars.Low, _period)[bar - 1] &&
_bars.Low.PartialValue <= Lowest.Value(bar + periodFwd, _bars.Low, periodFwd))
{
_lastPP = bar;
}
}
this.PartialValue = _lastPP;
}
protected override void Execute()
{
const string sep = ",";
const string fmt = "0.00########";
string dateFormat = "yyyyMMdd";
string workingDir = @"Z:\Win10D";
int barsInAYear = 250;
ClearDebug();
string today = DateTime.Now.ToString("yyyy-MM-dd");
string path = Path.Combine(workingDir, "Data", today);
PrintDebug(String.Format("{0}\t{1}\t{2}\t{3}\t{4}\t{5}",
"Symbol", "HighPrice", "LowPrice", "PriceDiffPct", "Weeks", "PriceDiffPctWk"));
for (int ds = 0; ds < DataSetSymbols.Count; ds++)
{
string symbol = DataSetSymbols[ds];
Bars bars = GetExternalSymbol(symbol, false);
PrintStatusBar("Processing: " + ds + " / " + DataSetSymbols.Count + " : " + bars.Symbol + " ");
if (bars.Count & gt; barsInAYear)
{
double highPrice = Highest.Value(bars.Count - 1, bars.High, barsInAYear);
double highBar = HighestBar.Value(bars.Count - 1, bars.High, barsInAYear);
double lowPrice = Lowest.Value(bars.Count - 1, bars.Low, barsInAYear);
double lowBar = LowestBar.Value(bars.Count - 1, bars.Low, barsInAYear);
if (highBar & gt; lowBar)
{
double priceDiffPct = (highPrice - lowPrice) / lowPrice * 100;
double weeks = Math.Ceiling((highBar - lowBar) / 5.0);
double priceDiffPctWk = priceDiffPct / weeks;
PrintDebug(String.Format("{0}\t{1:f}\t{2:f}\t{3:f}\t{4}\t{5:f}",
symbol, highPrice, lowPrice, priceDiffPct, weeks, priceDiffPctWk));
}
}
Bars.Cache.Clear();
}
//PrintStatusBar("Complete!");
}