/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired)
{
return;
}
if (BarsInProgress == 1)
{
if (CurrentBar < 2 * period)
{
return;
}
Bars.Session.GetNextBeginEnd(Times[1][0], out sessionBegin, out sessionEnd);
//sessionDate = Date(sessionBegin);
//sessionBegin =
sessionBegin = Convert.ToDateTime(start);
sessionEnd = Convert.ToDateTime(start);
Print("Session Start: " + sessionBegin + "Session End: " + sessionEnd);
DateTime barTime = Times[1][0];
TimeSpan inSessionTime = barTime.Subtract(sessionBegin);
int inSessionMinutes = 60 * inSessionTime.Hours + inSessionTime.Minutes;
int cutoff = inSessionMinutes % period;
DateTime cutoffTime = barTime.Subtract(new TimeSpan(0, cutoff, 0));
int barsAgo = CurrentBar - Bars.GetBar(cutoffTime);
high = MAX(Highs[1], period)[barsAgo];
low = MIN(Lows[1], period)[barsAgo];
close = Closes[1][barsAgo];
pp = (high + low + close) / 3;
range = high - low;
r1 = 2 * pp - low;
r2 = pp + range;
r3 = r1 + range;
r4 = r3 + (pp - low);
s1 = 2 * pp - high;
s2 = pp - range;
s3 = s1 - range;
s4 = s3 - (high - pp);
}
if (BarsInProgress == 0)
{
if (CurrentBar == 0)
{
return;
}
if (pp != 0.0)
{
PP.Set(pp);
R1.Set(r1);
R2.Set(r2);
R3.Set(r3);
R4.Set(r4);
S1.Set(s1);
S2.Set(s2);
S3.Set(s3);
S4.Set(s4);
if (pp != PP[1] || r1 != R1[1] || s1 != S1[1])
{
PlotColors[0][0] = Color.Transparent;
PlotColors[1][0] = Color.Transparent;
PlotColors[2][0] = Color.Transparent;
PlotColors[3][0] = Color.Transparent;
PlotColors[4][0] = Color.Transparent;
PlotColors[5][0] = Color.Transparent;
PlotColors[6][0] = Color.Transparent;
PlotColors[7][0] = Color.Transparent;
PlotColors[8][0] = Color.Transparent;
}
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Bars == null)
{
return;
}
if (!Bars.BarsType.IsIntraday && Bars.Period.Id != PeriodType.Day)
{
return;
}
if (Bars.Period.Id == PeriodType.Day && pivotRangeType == PivotRange.Daily)
{
return;
}
if (Bars.Period.Id == PeriodType.Day && Bars.Period.Value > 1)
{
return;
}
// pivots only work for
// - intraday
// - 1 day chart with PivotRange Weekly or Monthly
if (!isDailyDataLoaded)
{
if (priorDayHLC == HLCCalculationMode.DailyBars && Bars.BarsType.IsIntraday)
{
Enabled = false;
System.Threading.ThreadPool.QueueUserWorkItem(new System.Threading.WaitCallback(GetBarsNow));
return;
}
existsHistDailyData = false;
isDailyDataLoaded = true;
}
IBar dailyBar;
if (existsHistDailyData)
{
sessionDateDaily = GetLastBarSessionDate(Time[0], Bars, PivotRange.Daily);
dailyBar = dailyBars.Get(dailyBars.GetBar(sessionDateDaily));
if (dailyBar.Time.Date > sessionDateDaily.Date)
{
for (DateTime i = sessionDateDaily; i >= dailyBars.GetTime(0); i = i.AddDays(-1))
{
dailyBar = dailyBars.Get(dailyBars.GetBar(i));
if (dailyBar.Time.Date == i.Date)
{
break;
}
}
}
}
else
{
dailyBar = null;
}
double high = existsHistDailyData ? dailyBar.High : High[0];
double low = existsHistDailyData ? dailyBar.Low : Low[0];
double close = existsHistDailyData ? dailyBar.Close : Close[0];
DateTime lastBarTimeStamp = GetLastBarSessionDate(Time[0], Bars, pivotRangeType);
if ((currentDate != Cbi.Globals.MinDate && pivotRangeType == PivotRange.Daily && lastBarTimeStamp != currentDate) ||
(currentWeek != Cbi.Globals.MinDate && pivotRangeType == PivotRange.Weekly && lastBarTimeStamp != currentWeek) ||
(currentMonth != Cbi.Globals.MinDate && pivotRangeType == PivotRange.Monthly && lastBarTimeStamp != currentMonth))
{
pp = (currentHigh + currentLow + currentClose) / 3;
s1 = 2 * pp - currentHigh;
r1 = 2 * pp - currentLow;
s2 = pp - (currentHigh - currentLow);
r2 = pp + (currentHigh - currentLow);
s3 = pp - 2 * (currentHigh - currentLow);
r3 = pp + 2 * (currentHigh - currentLow);
ppr1 = (pp + r1) / 2;
pps1 = (pp + s1) / 2;
r1r2 = (r1 + r2) / 2;
s1s2 = (s1 + s2) / 2;
r2r3 = (r2 + r3) / 2;
s2s3 = (s2 + s3) / 2;
currentClose = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedClose : close;
currentHigh = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedHigh : high;
currentLow = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedLow : low;
}
else
{
currentClose = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedClose : close;
currentHigh = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedHigh : Math.Max(currentHigh, high);
currentLow = (priorDayHLC == HLCCalculationMode.UserDefinedValues) ? userDefinedLow : Math.Min(currentLow, low);
}
if (pivotRangeType == PivotRange.Daily)
{
currentDate = lastBarTimeStamp;
}
if (pivotRangeType == PivotRange.Weekly)
{
currentWeek = lastBarTimeStamp;
}
if (pivotRangeType == PivotRange.Monthly)
{
currentMonth = lastBarTimeStamp;
}
if ((pivotRangeType == PivotRange.Daily && currentDate != Cbi.Globals.MinDate) ||
(pivotRangeType == PivotRange.Weekly && currentWeek != Cbi.Globals.MinDate) ||
(pivotRangeType == PivotRange.Monthly && currentMonth != Cbi.Globals.MinDate))
{
PP.Set(pp);
R1.Set(r1);
S1.Set(s1);
R2.Set(r2);
S2.Set(s2);
R3.Set(r3);
S3.Set(s3);
// PPR1.Set(ppr1);
// PPS1.Set(pps1);
// R1R2.Set(r1r2);
// S1S2.Set(s1s2);
// R2R3.Set(r2r3);
// S2S3.Set(s2s3);
}
}