private void CalcUpSwing(int bar, double high, bool updateHigh)
{
if (!updateHigh)
{
lastHigh = curHigh;
lastHighBar = curHighBar;
lastHighDuration = curHighDuration;
lastHighRelation = curHighRelation;
swingCounterUp++;
swingSlope = 1;
trendChangeBar = bar;
TrendChangeBarStats upStats = new TrendChangeBarStats(CurrentBar, Open[0], High[0], Low[0], Close[0], Trend.Up);
upHistory.Add(upHisIndex, upStats);
bothHistory.Add(upHisIndex + dnHisIndex, upStats);
upHisIndex++;
}
else
{
swingHighs.RemoveAt(swingHighs.Count - 1);
}
curHighBar = bar;
curHigh = Math.Round(high, decimalPlaces, MidpointRounding.AwayFromZero);
curHighLength = Convert.ToInt32(Math.Round((curHigh - curLow) / TickSize, 0, MidpointRounding.AwayFromZero));
curHighDuration = curHighBar - curLowBar;
double dtbOffset = ATR(14)[CurrentBar - curHighBar] * dtbStrength / 100;
if (curHigh > lastHigh - dtbOffset && curHigh < lastHigh + dtbOffset)
{
curHighRelation = Relation.Double;
BackColor = Color.Yellow;
doubleBottomBar = CurrentBar;
TrendChangeBarStats dtStats = new TrendChangeBarStats(CurrentBar, Open[0], High[0], Low[0], Close[0], Trend.Up);
dT.Add(dtIndex, dtStats);
//Print(Environment.NewLine + String.Format("{0} [{1}] {2}", Time[0].ToShortDateString(), Bars.BarsSinceSession, bothHistory[bothHistory.Count - 2].ToString()));
//Print(String.Format("{0} [{1}] {2} DOUBLETOP ALERT", Time[0].ToShortDateString(), Bars.BarsSinceSession, bothHistory[bothHistory.Count - 1].ToString()));
dtIndex++;
enableDTOrderEntry = true;
}
else if (curHigh < lastHigh)
{
curHighRelation = Relation.Lower;
}
else
{
curHighRelation = Relation.Higher;
}
string swingLabel = null;
switch (curHighRelation)
{
case Relation.Higher:
swingLabel = "HH";
break;
case Relation.Lower:
swingLabel = "LH";
break;
case Relation.Double:
swingLabel = "DT";
break;
}
if (lastHigh != 0.0 || lastLow != 0.0)
{
DrawLine("ZigZagUp" + swingCounterUp, true, CurrentBar - curLowBar, curLow, CurrentBar - curHighBar, curHigh, zigZagColourUp, zigZagStyle, zigZagWidth);
string txtOutput = string.Format("{0}: {1} b.{2}", swingLabel, curHighLength.ToString(), curHighDuration.ToString());
DrawText("UpLabel" + swingCounterUp, true, txtOutput, CurrentBar - curHighBar, curHigh, offsetText, Color.Black, textFont, StringAlignment.Center, Color.Transparent, Color.Transparent, 0);
}
Swings up = new Swings(curHighBar, curHigh, curHighLength, curHighDuration, curHighRelation);
swingHighs.Add(up);
upCount = swingHighs.Count - 1;
}
private void CalcDnSwing(int bar, double low, bool updateLow)
{
if (!updateLow)
{
lastLow = curLow;
lastLowBar = curLowBar;
lastLowDuration = curLowDuration;
lastLowLength = curLowLength;
lastLowRelation = curLowRelation;
swingCounterDn++;
swingSlope = -1;
trendChangeBar = bar;
TrendChangeBarStats dnStats = new TrendChangeBarStats(CurrentBar, Open[0], High[0], Low[0], Close[0], Trend.Down);
dnHistory.Add(dnHisIndex, dnStats);
bothHistory.Add(dnHisIndex + upHisIndex, dnStats);
//Print(String.Format("{0} [{1}] {2}",Time[0].ToShortDateString(),Bars.BarsSinceSession,bothHistory[bothHistory.Count - 1].ToString()));
dnHisIndex++;
//BackColor = Color.Coral;
}
else
{
swingLows.RemoveAt(swingLows.Count - 1);
}
curLowBar = bar;
curLow = Math.Round(low, decimalPlaces, MidpointRounding.AwayFromZero);
curLowLength = Convert.ToInt32(Math.Round((curLow - curHigh) / TickSize, 0, MidpointRounding.AwayFromZero));
curLowDuration = curLowBar - curHighBar;
double dtbOffset = ATR(14)[CurrentBar - curLowBar] * dtbStrength / 100;
if (curLow > lastLow - dtbOffset && curLow < lastLow + dtbOffset)
{
curLowRelation = Relation.Double;
}
else if (curLow < lastLow)
{
curLowRelation = Relation.Lower;
}
else
{
curLowRelation = Relation.Higher;
}
string swingLabel = null;
switch (curLowRelation)
{
case Relation.Higher:
swingLabel = "HL";
break;
case Relation.Lower:
swingLabel = "LL";
break;
case Relation.Double:
swingLabel = "DB";
break;
}
if (lastHigh != 0.0 || lastLow != 0.0)
{
DrawLine("ZigZagDown" + swingCounterDn, true, CurrentBar - curHighBar, curHigh, CurrentBar - curLowBar, curLow, zigZagColourDn, zigZagStyle, zigZagWidth);
string txtOutput = string.Format("{0}: {1} b.{2}", swingLabel, curLowLength.ToString(), curLowDuration.ToString());
DrawText("DnLabel" + swingCounterDn, true, txtOutput, CurrentBar - curLowBar, curLow, -offsetText, Color.Black, textFont, StringAlignment.Center, Color.Transparent, Color.Transparent, 0);
}
// On new low adjust the breakeven stop to higher low.
if (swingStopLoss != null)
{
//Print (String.Format(" Current StopPrice {0} lastHigh {1}",swingStopLoss.StopPrice,lastHigh));
if (swingStopLoss.StopPrice > lastHigh && scalpProfitTarget == null)
{
// Print(Bars.BarsSinceSession+"MOVING THE STOPLOSS");
try
{
if (Close[0] < lastHigh)
{
swingStopLoss = ExitShortStop(0, true, swingStopLoss.Quantity, lastHigh, "SW.HL", "SW.DTEN");
}
else if (Close[0] >= lastHigh)
{
ExitShortStop(0, true, swingStopLoss.Quantity, High[0] + 1 * TickSize, "SW.HL" + " MKT", "SW.DTEN");
}
}
catch (Exception ex)
{
Print("Exception caused by moving swing stop loss position" + Environment.NewLine + ex.ToString());
}
}
}
// Print(String.Format("[{0}] {1}", Bars.BarsSinceSession, lastHigh));
Swings dn = new Swings(curLowBar, curLow, curLowLength, curLowDuration, curLowRelation);
swingLows.Add(dn);
downCount = swingLows.Count - 1;
}
