//+------------------------------------------------------------------+
private int GetTouches(ZigZag zigZag, int barPrice, int maxBars, ref decimal price, ref DateTime startTime, ref int startBar)
{
int cnt = 0;
decimal totalPrice = price;
decimal totalCnt = 1.0M;
decimal lowest = price;
decimal highest = price;
for (int bar = barPrice + 1; bar < maxBars; bar++)
{
var candle = _symbol.Candles[bar];
var arrow = zigZag.GetArrow(bar);
if (arrow == ArrowType.None)
{
continue;
}
var lo = candle.Low;
var hi = candle.High;
var diffLo = Math.Abs(lo - price);
var diffHi = Math.Abs(hi - price);
if (diffLo < _maxDistance)
{
cnt++;
startTime = candle.OpenTime;
startBar = bar;
totalPrice += lo;
totalCnt += 1.0M;
lowest = Math.Min(lowest, lo);
//var pips = diffLo / (10.0M * _symbol.Point);
//if (logEnable) Print("price:",price," bar:",bar, " low:",lo, " date:", startTime, " pips:",pips);
}
else if (diffHi <= _maxDistance)
{
cnt++;
startTime = candle.OpenTime;
startBar = bar;
totalPrice += hi;
totalCnt += 1.0M;
highest = Math.Max(highest, hi);
//decimal pips = diffHi / (10.0 * Point());
//if (logEnable) Print("price:",price," bar:",bar, " hi:",hi," date:",startTime, " pips:",pips);
}
}
//if (logEnable) Print("lowest:", lowest," highest:", highest);
//decimal diffHi=MathAbs(highest-price);
//decimal diffLo=MathAbs(lowest-price);
//if (diffHi > diffLo) price=diffHi;
//else price=diffLo;
//price = totalPrice / totalCnt;
return(cnt);
}
//+------------------------------------------------------------------+
private void Refresh()
{
_lines = new List <SRLine>();
var barsAvailable = _symbol.Candles.Count;
var bars = Math.Min(_barsHistory, barsAvailable);
var lowestBar = _symbol.LowestBar;
var highestBar = _symbol.HighestBar;
var highestPrice = _symbol.Candles[highestBar].High;
var lowestPrice = _symbol.Candles[lowestBar].Low;
decimal priceRange = highestPrice - lowestPrice;
decimal div = 30.0M;
switch (_detailLevel)
{
case Details.Minium:
div = 10.0M;
break;
case Details.MediumLow:
div = 20.0M;
break;
case Details.Medium:
div = 30.0M;
break;
case Details.MediumHigh:
div = 40.0M;
break;
case Details.Maximum:
div = 50.0M;
break;
}
_maxDistance = priceRange / div;
var zigZag = new ZigZag(12, 5, 3);
zigZag.Refresh(_symbol);
bool skipFirstArrow = true;
for (int bar = 1; bar < bars; bar++)
{
var candle = _symbol.Candles[bar];
var arrow = zigZag.GetArrow(bar);
if (arrow == ArrowType.None)
{
continue;
}
if (skipFirstArrow)
{
skipFirstArrow = false;
continue;
}
if (arrow == ArrowType.Buy)
{
var price = candle.Low;
var time = candle.OpenTime;
var startTime = time;
int startBar = bar;
if (!DoesLevelExists(bar, price, startTime))
{
int touches = GetTouches(zigZag, bar, bars, ref price, ref startTime, ref startBar);
if (touches >= 0)
{
var line = new SRLine();
line.Price = price;
line.Touches = touches;
line.EndBar = bar;
line.EndDate = time;
line.StartDate = startTime;
line.StartBar = startBar;
_lines.Add(line);
}
}
}
else if (arrow == ArrowType.Sell)
{
var price = candle.High;
var time = candle.OpenTime;
var startTime = time;
int startBar = bar;
if (!DoesLevelExists(bar, price, startTime))
{
int touches = GetTouches(zigZag, bar, bars, ref price, ref startTime, ref startBar);
if (touches >= 0)
{
var line = new SRLine();
line.Price = price;
line.Touches = touches;
line.EndBar = bar;
line.EndDate = time;
line.StartDate = startTime;
line.StartBar = startBar;
_lines.Add(line);
}
}
}
}
// add s/r line for highest price
var mostRecentTime = _symbol.Candles[highestBar].OpenTime;
if (!DoesLevelExists(highestBar, highestPrice, mostRecentTime))
{
var line = new SRLine();
line.Price = highestPrice;
line.Touches = 1;
line.StartBar = highestBar;
line.StartDate = _symbol.Candles[highestBar].OpenTime;
line.EndDate = _symbol.Candles[0].CloseTime;
line.EndBar = 0;
_lines.Add(line);
}
// add s/r line for lowest price
mostRecentTime = _symbol.Candles[lowestBar].OpenTime;
if (!DoesLevelExists(lowestBar, lowestPrice, mostRecentTime))
{
var line = new SRLine();
line.Price = lowestPrice;
line.Touches = 1;
line.StartBar = lowestBar;
line.StartDate = _symbol.Candles[lowestBar].OpenTime;
line.EndDate = _symbol.Candles[0].CloseTime;
line.EndBar = 0;
}
}
