public GannSwingOscillator(Bars bars, bool zero, string description)
: base(bars, description)
{
bool SwingLo, SwingHi;
base.FirstValidValue = 5;
for (int bar = 5; bar < bars.Count; bar++)
{
SwingLo = (CumDown.Series(bars.Low, 1)[bar - 2] >= 2) &&
(CumUp.Series(bars.Low, 1)[bar] == 2);
SwingHi = (CumUp.Series(bars.High, 1)[bar - 2] >= 2) &&
(CumDown.Series(bars.High, 1)[bar] == 2);
if (SwingLo)
{
base[bar] = -1;
}
else
if (SwingHi)
{
base[bar] = 1;
}
else
// Behavior choice
if (!zero)
{
base[bar] = this[bar - 1];
}
else
{
base[bar] = 0;
}
}
}
/// <summary>
/// Parameterless Adaptive Lookback
/// Determined as the distance between 2 last same-sign swings (last SwingHi to penultimate SwingHi and vice versa)
/// </summary>
/// <param name="bars">A Bars object</param>
/// <param name="fastSwing">Use faster swing detection method</param>
/// <param name="description">Series description</param>
public AdaptiveLookback(Bars bars, bool fastSwing, string description)
: base(bars, description)
{
bool SwingLo, SwingHi;
double lastSL = bars.Low[1];
double lastSH = bars.High[1];
int swingCount = 0;
double swingDirection = 0;
List <Tuple <int, double> > lstSwingBars = new List <Tuple <int, double> >();
for (int bar = 5; bar < bars.Count; bar++)
{
SwingLo = (bars.Low[bar - 2] < bars.Low[bar - 3]) & (bars.Low[bar - 3] < bars.Low[bar - 4]) &
(bars.Low[bar - 1] > bars.Low[bar - 2]) & (bars.Low[bar] > bars.Low[bar - 1]);
SwingHi = (bars.High[bar - 2] > bars.High[bar - 3]) & (bars.High[bar - 3] > bars.High[bar - 4]) &
(bars.High[bar - 1] < bars.High[bar - 2]) & (bars.High[bar] < bars.High[bar - 1]);
if (fastSwing)
{
SwingLo = (CumDown.Series(bars.Low, 1)[bar - 2] >= 1) && (CumUp.Series(bars.High, 1)[bar] == 1);
SwingHi = (CumUp.Series(bars.High, 1)[bar - 2] >= 1) && (CumDown.Series(bars.Low, 1)[bar] == 1);
}
swingDirection = SwingLo ? -1 : SwingHi ? 1 : 0;
if ((swingDirection != 0) & (swingCount == 0))
{
swingCount++;
lstSwingBars.Add(new Tuple <int, double>(bar, swingDirection));
}
else
if (swingCount > 0)
{
if (swingDirection != 0.0)
{
swingCount++;
double prevValue = lstSwingBars[lstSwingBars.Count - 1].Item1;
if (prevValue != swingDirection)
{
lstSwingBars.Add(new Tuple <int, double>(bar, swingDirection));
}
}
if (swingCount == 3)
{
base.FirstValidValue = bar;
}
}
if (lstSwingBars.Count >= 3)
{
int lastDistance = (int)(lstSwingBars[lstSwingBars.Count - 1].Item1 - lstSwingBars[lstSwingBars.Count - 2].Item1);
int penultimateDistance = (int)(lstSwingBars[lstSwingBars.Count - 2].Item1 - lstSwingBars[lstSwingBars.Count - 3].Item1);
int distanceBetweenTwo = (int)(lastDistance + penultimateDistance);
base[bar] = distanceBetweenTwo;
}
}
}
public NegativeCloses(DataSeries ds, int period, string description)
: base(ds, description)
{
base.FirstValidValue = period;
if (FirstValidValue > ds.Count || FirstValidValue < 0)
{
FirstValidValue = ds.Count;
}
if (ds.Count < period)
{
return;
}
DataSeries nc = new DataSeries(ds, "NegativeCloses(" + period + ")");
nc = CumDown.Series(ds, 1);
nc /= nc;
nc = Sum.Series(nc, period);
for (int bar = period; bar < ds.Count; bar++)
{
base[bar] = nc[bar];
}
}
public AdaptiveLookback(Bars bars, int howManySwings, bool UseAll, bool fastSwing, string description)
: base(bars, description)
{
bool SwingLo, SwingHi;
double lastSL = bars.Low[1];
double lastSH = bars.High[1];
int firstSwingBarOnChart = 0;
int lastSwingInCalc = 0;
int swingCount = 0;
double so = 0;
List <int> SwingBarArray = new List <int>();
for (int bar = 5; bar < bars.Count; bar++)
{
SwingLo = (bars.Low[bar - 2] < bars.Low[bar - 3]) & (bars.Low[bar - 3] < bars.Low[bar - 4]) &
(bars.Low[bar - 1] > bars.Low[bar - 2]) & (bars.Low[bar] > bars.Low[bar - 1]);
SwingHi = (bars.High[bar - 2] > bars.High[bar - 3]) & (bars.High[bar - 3] > bars.High[bar - 4]) &
(bars.High[bar - 1] < bars.High[bar - 2]) & (bars.High[bar] < bars.High[bar - 1]);
if (fastSwing)
{
SwingLo = (CumDown.Series(bars.Low, 1)[bar - 2] >= 1) && (CumUp.Series(bars.High, 1)[bar] == 1);
SwingHi = (CumUp.Series(bars.High, 1)[bar - 2] >= 1) && (CumDown.Series(bars.Low, 1)[bar] == 1);
}
so = SwingLo ? -1 : SwingHi ? 1 : 0;
if ((so != 0) & (swingCount == 0))
{
firstSwingBarOnChart = bar;
swingCount++;
SwingBarArray.Add(bar);
}
else
if (swingCount > 0)
{
if (so != 0.0)
{
swingCount++;
SwingBarArray.Add(bar);
}
if (swingCount == howManySwings)
{
base.FirstValidValue = bar;
}
}
lastSwingInCalc = (SwingBarArray.Count - howManySwings);
if (lastSwingInCalc >= 0)
{
base[bar] = UseAll ? (int)(bars.Count / SwingBarArray.Count) :
(bar - (int)SwingBarArray[lastSwingInCalc]) / howManySwings;
}
}
}