private void UpdateState(Bar bar)
{
_lowest.Update(bar.ClosePrice);
double lowestPrice = _lowest.Value;
bool breakout = Math.Abs(lowestPrice - bar.ClosePrice) < 1e-6;
switch (_state)
{
case PriceState.Initial:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
break;
case PriceState.Breakout:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
else
{
if (bar.ClosePrice > _minBouncePrice)
{
_state = PriceState.Bounce;
BouncePrice = bar.ClosePrice;
BouncePercentage = (bar.ClosePrice - LowestPrice) / LowestPrice * 100.0;
}
}
break;
case PriceState.Bounce:
if (breakout)
{
SetBreakoutState(lowestPrice);
}
else
{
ResetState();
}
break;
}
_values[0] = _state == PriceState.Bounce ? 1.0 : 0.0;
}