public override void ApplyTo(StockSerie stockSerie)
{
FloatSerie hilbertSupport, hilbertResistance, secondarySupport, secondaryResistance;
IStockIndicator hilbertIndicator = stockSerie.GetIndicator("HILBERT(" + (int)this.Parameters[0] + ")");
stockSerie.CalculateHilbertSR(hilbertIndicator, (int)this.Parameters[1], out hilbertSupport, out hilbertResistance, out secondarySupport, out secondaryResistance);
this.Series[0] = hilbertSupport;
this.Series[1] = hilbertResistance;
this.Series[2] = secondarySupport;
this.Series[3] = secondaryResistance;
// Detecting events
this.CreateEventSeries(stockSerie.Count);
FloatSerie closeSerie = stockSerie.GetSerie(StockDataType.CLOSE);
float lastSupportLevel = hilbertResistance[0];
float lastResistanceLevel = hilbertResistance[0];
bool waitingEndOfUpTrend = false;
bool waitingEndOfDownTrend = false;
bool supportDetected = false;
bool resistanceDetected = false;
for (int i = 10; i < stockSerie.Count; i++)
{
if (float.IsNaN(hilbertResistance[i]))
{
// Set UpSwing
this.eventSeries[4][i] = closeSerie[i] > hilbertSupport[i];
// Set DownTrend
this.eventSeries[7][i] = closeSerie[i] < hilbertSupport[i];
}
else
{
// Set DownSwing
this.eventSeries[5][i] = closeSerie[i] < hilbertResistance[i];
// Set UpTrend
this.eventSeries[6][i] = closeSerie[i] > hilbertResistance[i];
}
supportDetected = float.IsNaN(hilbertSupport[i - 1]) && !float.IsNaN(hilbertSupport[i]);
this.eventSeries[0][i] = supportDetected;
if (supportDetected)
{
if (waitingEndOfDownTrend && hilbertSupport[i] <= lastResistanceLevel) // End of down trend
{
this.eventSeries[3][i] = true;
waitingEndOfDownTrend = false; // In any case we don't wait for the EOT as either it's reached or the trend changed.
}
else
{
if (hilbertSupport[i] >= lastResistanceLevel) // Pullback in up trend
{
this.eventSeries[2][i] = true;
waitingEndOfUpTrend = true;
waitingEndOfDownTrend = false;
}
else
{
waitingEndOfUpTrend = false;
}
}
lastSupportLevel = hilbertSupport[i];
continue;
}
resistanceDetected = float.IsNaN(hilbertResistance[i - 1]) && !float.IsNaN(hilbertResistance[i]);
this.eventSeries[1][i] = resistanceDetected;
if (resistanceDetected)
{
if (waitingEndOfUpTrend && lastSupportLevel <= hilbertResistance[i]) // End of up trend
{
this.eventSeries[3][i] = true;
waitingEndOfUpTrend = false; // In any case we don't wait for the EOT as either it's reached or the trend changed.
}
else
{
if (lastSupportLevel >= hilbertResistance[i]) // Pullback in down trend
{
this.eventSeries[2][i] = true;
waitingEndOfUpTrend = false;
waitingEndOfDownTrend = true;
}
else
{
waitingEndOfUpTrend = false;
waitingEndOfUpTrend = false;
}
}
lastResistanceLevel = hilbertResistance[i];
}
}
}