/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
public override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
if (currentBar < 2)
{
return;
}
ZigZagWaves zigzag = (ZigZagWaves)_dependents[0];
// Did we get all the points needed to make price and time projections.
if (zigzag.Waves[currentBar] != null)
{
List <ZigZagWaves.WavePoint> points = zigzag.Waves[currentBar].Points;
// External retracements are last point minus the one before projected from the last point.
//int externalDiff = points[0].Bar - points[1].Bar;
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(externalDiff * 1.272));
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(externalDiff * 1.618));
// Alternate retracements are the 2nd to last point minus the one right before it projected from the last point.
//int alternateDiff = points[1].Bar - points[2].Bar;
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(alternateDiff * 0.618));
//AddValueToHistogram(points[0].Bar + alternateDiff);
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(alternateDiff * 1.618));
// Internal retracements are the 2nd to last point minus the 3rd to last point projected from the last point.
//int interalDiff = points[2].Bar - points[3].Bar;
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(interalDiff * 0.382));
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(interalDiff * 0.500));
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(interalDiff * 0.618));
//AddValueToHistogram(points[0].Bar + Convert.ToInt32(interalDiff * 0.786));
// Add the last cycle averages for the opposite cycles since the last point
// is opposite the way we want to buy.
List <int> cycleDiffs = new List <int>();
for (int i = 1; i < points.Count - 2 && i <= 9; i += 2)
{
cycleDiffs.Add(points[i].Bar - points[i + 2].Bar);
}
cycleDiffs.FilterOutliers();
for (int i = cycleDiffs.Min(); i < cycleDiffs.Max(); i++)
{
AddValueToHistogram(points[1].Bar + i);
}
// Add the low to high or high to low cycle and then project that from the last point.
cycleDiffs.Clear();
for (int i = 0; i < points.Count - 1 && i <= 8; i += 2)
{
cycleDiffs.Add(points[i].Bar - points[i + 1].Bar);
}
cycleDiffs.FilterOutliers();
for (int i = cycleDiffs.Min(); i < cycleDiffs.Max(); i++)
{
AddValueToHistogram(points[0].Bar + i);
}
}
}
/// <summary>
/// Calculates lines of best fit for the past highs and lows.
/// </summary>
/// <param name="points">List of points to calculate from</param>
/// <param name="currentBar">Current bar of the simulation</param>
private void CalculateLinesOfBestFit(List <ZigZagWaves.WavePoint> points, int currentBar)
{
int highMod = BuyDirection[currentBar] > 0.0 ? 0 : 1;
int lowMod = highMod ^ 1;
ZigZagWaves zigzag = (ZigZagWaves)_dependents[0];
int maxPoints = zigzag.MinRequiredPoints;
// Get the highs and lows as a list of points to use for the generation.
List <ZigZagWaves.WavePoint> highs = points.Where((item, index) => index % 2 == highMod && index < maxPoints).ToList();
List <ZigZagWaves.WavePoint> lows = points.Where((item, index) => index % 2 == lowMod && index < maxPoints).ToList();
// Also do a line for all the points.
List <ZigZagWaves.WavePoint> all = points.Where((item, index) => index < maxPoints).ToList();
// Reverse the order of the points since the lowest index is the last point which will
// mess up the slope calculations.
highs.Reverse();
lows.Reverse();
all.Reverse();
// Save the lines to the values to be plotted.
SaveLineOfBestFit(HighBestFitLine, highs, HighBestFitLineSlope, currentBar);
SaveLineOfBestFit(LowBestFitLine, lows, LowBestFitLineSlope, currentBar);
SaveLineOfBestFit(AllBestFitLine, all, AllBestFitLineSlope, currentBar);
}
/// <summary>
/// Sets the zigzag deviation value.
/// </summary>
/// <param name="deviation">New deviation value</param>
public void SetZigZagDeviation(double deviation)
{
ZigZagWaves zigzag = (ZigZagWaves)_dependents[0];
zigzag.SetZigZagDeviation(deviation);
}
/// <summary>
/// Returns the wave data for the current zigzag waves.
/// </summary>
/// <param name="currentBar">Current bar of the simulation</param>
/// <returns>See summary</returns>
public ZigZagWaves.WaveData GetWaveData(int currentBar)
{
ZigZagWaves zigzag = (ZigZagWaves)_dependents[0];
return(zigzag.Waves[currentBar]);
}
/// <summary>
/// Called on every new bar of data.
/// </summary>
/// <param name="currentBar">The current bar of the simulation</param>
public override void OnBarUpdate(int currentBar)
{
base.OnBarUpdate(currentBar);
if (currentBar < 2)
{
return;
}
// Zero out all the values for the plot.
for (int i = currentBar; i >= currentBar - MaxPlotBars && i >= 0; i--)
{
HitZone[i] = null;
External[(int)ExternalType._127][i] = 0.0;
External[(int)ExternalType._162][i] = 0.0;
Alternate[(int)AlternateType._62][i] = 0.0;
Alternate[(int)AlternateType._100][i] = 0.0;
Alternate[(int)AlternateType._162][i] = 0.0;
Internal[(int)InternalType._38][i] = 0.0;
Internal[(int)InternalType._50][i] = 0.0;
Internal[(int)InternalType._62][i] = 0.0;
Internal[(int)InternalType._79][i] = 0.0;
BuyDirection[i] = 0.0;
HighBestFitLine[i] = 0.0;
LowBestFitLine[i] = 0.0;
AllBestFitLine[i] = 0.0;
HighBestFitLineSlope[i] = 0.0;
LowBestFitLineSlope[i] = 0.0;
AllBestFitLineSlope[i] = 0.0;
}
ZigZagWaves zigzag = (ZigZagWaves)_dependents[0];
// Did we get all the points needed to make price and time projections.
if (zigzag.Waves[currentBar] != null)
{
List <ZigZagWaves.WavePoint> points = zigzag.Waves[currentBar].Points;
if (DoWavesPassFilters(points))
{
// Points indicies are ordered in the first point is the closest point
// to the current bar.
// Loop twice purely to display the line as a flat line and we need at least
// two points for the line to show up on the chart.
for (int i = currentBar; i >= currentBar - 1; i--)
{
// External retracements are last point minus the one before projected from the last point.
double externalDiff = points[0].Price - points[1].Price;
External[(int)ExternalType._127][i] = points[0].Price - externalDiff * 1.272;
External[(int)ExternalType._162][i] = points[0].Price - externalDiff * 1.618;
// Alternate retracements are the 2nd to last point minus the one right before it projected from the last point.
double alternateDiff = points[1].Price - points[2].Price;
Alternate[(int)AlternateType._62][i] = points[0].Price + alternateDiff * 0.618;
Alternate[(int)AlternateType._100][i] = points[0].Price + alternateDiff;
Alternate[(int)AlternateType._162][i] = points[0].Price + alternateDiff * 1.618;
// Internal retracements are the 2nd to last point minus the 3rd to last point projected from the last point.
double interalDiff = points[2].Price - points[3].Price;
Internal[(int)InternalType._38][i] = points[0].Price - interalDiff * 0.382;
Internal[(int)InternalType._50][i] = points[0].Price - interalDiff * 0.500;
Internal[(int)InternalType._62][i] = points[0].Price - interalDiff * 0.618;
Internal[(int)InternalType._79][i] = points[0].Price - interalDiff * 0.786;
}
// The last cycle sets us up for the opposite cycle.
BuyDirection[currentBar] = zigzag.Waves[currentBar].TrendDirection * -1.0;
// Save the best fit lines for this set of waves.
CalculateLinesOfBestFit(points, currentBar);
}
}
}