/// <summary>
/// divide the series in two (or three) parts, calculate maximum and minimum in each part parts
/// maximums should be "close" enough and subsequent low should be higher than the previous
/// check if i have at least three points luying on the same ascending line and at least two
/// points around the maximum
///
/// When dividing the range in two or three segments two different approaches are used
/// - equal time
/// - fib (0.38, 0.618, 1) time
/// </summary>
public bool isTriangle(int start, int end, PriceVolumeSeries series)
{
bool result = false;
do
{
// no enough points for triangle
if ((end - start) < 6)
{
break;
}
int halfPoint = (end - start) / 2;
double average, min1, max1, min2, max2;
int min1Idx, max1Idx, min2Idx, max2Idx;
double stdDeviation = StdDeviations * series.StdDeviation;
if ((series.Max - series.Min) < 2 * stdDeviation)
{
break;
}
PriceVolumeSeries.CalculateAverage(series, start, halfPoint - start + 1, out average, out min1, out min1Idx, out max1, out max1Idx);
PriceVolumeSeries.CalculateAverage(series, halfPoint, end - halfPoint + 1, out average, out min2, out min2Idx, out max2, out max2Idx);
// max2-stdDeviation < max1 < max2+stdDeviation
if ((max1 <= (max2 - stdDeviation)) || (max1 >= (max2 + stdDeviation)))
{
break;
}
if (min2 < min1 + stdDeviation)
{
break;
}
// i have two conditions - maxs are "close" and second low is higher than the first
// do i have two highs and three lows ? two highs (two maxs) are in place. now lows
double tangent = (min2 - min1) / (min2Idx - min1Idx);
double target = min1 - tangent * (min1Idx - start);
bool thirdPoint = false;
bool closeUnder = false;
// look for 3rd close on line described by the tangent
// on the way I make sure that all closes are above the ascending line
for (int i = start; i <= end; i++)
{
Candle candle = (Candle)series.Data[i];
double close = candle.close;
if ((i != min1Idx) && (i != min2Idx) && (close < target - stdDeviation))
{
closeUnder = true;
break;
}
thirdPoint = thirdPoint | ((i != min1Idx) && (i != min2Idx) && (close > target - stdDeviation) && (close < target + stdDeviation));
target = target + tangent;
}
result = !closeUnder && thirdPoint;
}while (false);
return(result);
}
protected void Add(Candle candle)
{
paramsCalculated = false;
Data.Add(candle);
}
protected void Add(Candle candle)
{
paramsCalculated = false;
Data.Add(candle);
}