protected override decimal Calculate(int index)
{
List <int> barsOfPreviousPeriod = _pivotPointIndicator.GetBarsOfPreviousPeriod(index);
if (barsOfPreviousPeriod.isEmpty())
{
return(Decimals.NaN);
}
switch (_level)
{
case PivotLevel.RESISTANCE_3:
return(CalculateR3(barsOfPreviousPeriod, index));
case PivotLevel.RESISTANCE_2:
return(CalculateR2(barsOfPreviousPeriod, index));
case PivotLevel.RESISTANCE_1:
return(CalculateR1(barsOfPreviousPeriod, index));
case PivotLevel.SUPPORT_1:
return(CalculateS1(barsOfPreviousPeriod, index));
case PivotLevel.SUPPORT_2:
return(CalculateS2(barsOfPreviousPeriod, index));
case PivotLevel.SUPPORT_3:
return(CalculateS3(barsOfPreviousPeriod, index));
default: return(Decimals.NaN);
}
}
protected override decimal Calculate(int index)
{
List <int> barsOfPreviousPeriod = _pivotPointIndicator.GetBarsOfPreviousPeriod(index);
if (barsOfPreviousPeriod.isEmpty())
{
return(Decimals.NaN);
}
IBar bar = TimeSeries.GetBar(barsOfPreviousPeriod[0]);
decimal high = bar.MaxPrice;
decimal low = bar.MinPrice;
foreach (int i in barsOfPreviousPeriod)
{
high = (TimeSeries.GetBar(i).MaxPrice).Max(high);
low = (TimeSeries.GetBar(i).MinPrice).Min(low);
}
if (_fibReversalType == FibReversalType.RESISTANCE)
{
return(_pivotPointIndicator.GetValue(index).Plus(_fibonacciFactor.MultipliedBy(high.Minus(low))));
}
return(_pivotPointIndicator.GetValue(index).Minus(_fibonacciFactor.MultipliedBy(high.Minus(low))));
}
