예제 #1
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (saveCurrentBar != CurrentBar)
            {
                swingHighSwings.Set(0);                 // initializing important internal
                swingLowSwings.Set(0);                  // initializing important internal

                swingHighSeries.Set(0);                 // initializing important internal
                swingLowSeries.Set(0);                  // initializing important internal

                lastHighCache.Add(High[0]);
                if (lastHighCache.Count > (2 * strength) + 1)
                {
                    lastHighCache.RemoveAt(0);
                }
                lastLowCache.Add(Low[0]);
                if (lastLowCache.Count > (2 * strength) + 1)
                {
                    lastLowCache.RemoveAt(0);
                }

                if (lastHighCache.Count == (2 * strength) + 1)
                {
                    bool   isSwingHigh             = true;
                    double swingHighCandidateValue = (double)lastHighCache[strength];
                    for (int i = 0; i < strength; i++)
                    {
                        if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
                        {
                            isSwingHigh = false;
                        }
                    }

                    for (int i = strength + 1; i < lastHighCache.Count; i++)
                    {
                        if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
                        {
                            isSwingHigh = false;
                        }
                    }

                    swingHighSwings.Set(strength, isSwingHigh ? swingHighCandidateValue : 0.0);
                    if (isSwingHigh)
                    {
                        lastSwingHighValue = swingHighCandidateValue;
                    }

                    if (isSwingHigh)
                    {
                        currentSwingHigh = swingHighCandidateValue;
                        for (int i = 0; i <= strength; i++)
                        {
                            SwingHighPlot.Set(i, currentSwingHigh);
                        }
                    }
                    else if (High[0] > currentSwingHigh)
                    {
                        currentSwingHigh = 0.0;
                        SwingHighPlot.Reset();
                    }
                    else
                    {
                        SwingHighPlot.Set(currentSwingHigh);
                    }

                    if (isSwingHigh)
                    {
                        for (int i = 0; i <= strength; i++)
                        {
                            swingHighSeries.Set(i, lastSwingHighValue);
                        }
                    }
                    else
                    {
                        swingHighSeries.Set(lastSwingHighValue);
                    }
                }

                if (lastLowCache.Count == (2 * strength) + 1)
                {
                    bool   isSwingLow             = true;
                    double swingLowCandidateValue = (double)lastLowCache[strength];
                    for (int i = 0; i < strength; i++)
                    {
                        if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
                        {
                            isSwingLow = false;
                        }
                    }

                    for (int i = strength + 1; i < lastLowCache.Count; i++)
                    {
                        if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
                        {
                            isSwingLow = false;
                        }
                    }

                    swingLowSwings.Set(strength, isSwingLow ? swingLowCandidateValue : 0.0);
                    if (isSwingLow)
                    {
                        lastSwingLowValue = swingLowCandidateValue;
                    }

                    if (isSwingLow)
                    {
                        currentSwingLow = swingLowCandidateValue;
                        for (int i = 0; i <= strength; i++)
                        {
                            SwingLowPlot.Set(i, currentSwingLow);
                        }
                    }
                    else if (Low[0] < currentSwingLow)
                    {
                        currentSwingLow = double.MaxValue;
                        SwingLowPlot.Reset();
                    }
                    else
                    {
                        SwingLowPlot.Set(currentSwingLow);
                    }

                    if (isSwingLow)
                    {
                        for (int i = 0; i <= strength; i++)
                        {
                            swingLowSeries.Set(i, lastSwingLowValue);
                        }
                    }
                    else
                    {
                        swingLowSeries.Set(lastSwingLowValue);
                    }
                }

                saveCurrentBar = CurrentBar;
            }
            else
            {
                if (High[0] > High[strength] && swingHighSwings[strength] > 0.0)
                {
                    swingHighSwings.Set(strength, 0.0);
                    for (int i = 0; i <= strength; i++)
                    {
                        SwingHighPlot.Reset(i);
                    }
                    currentSwingHigh = 0.0;
                }
                else if (High[0] > High[strength] && currentSwingHigh != 0.0)
                {
                    SwingHighPlot.Reset();
                    currentSwingHigh = 0.0;
                }
                else if (High[0] <= currentSwingHigh)
                {
                    SwingHighPlot.Set(currentSwingHigh);
                }

                if (Low[0] < Low[strength] && swingLowSwings[strength] > 0.0)
                {
                    swingLowSwings.Set(strength, 0.0);
                    for (int i = 0; i <= strength; i++)
                    {
                        SwingLowPlot.Reset(i);
                    }
                    currentSwingLow = double.MaxValue;
                }
                else if (Low[0] < Low[strength] && currentSwingLow != double.MaxValue)
                {
                    SwingLowPlot.Reset();
                    currentSwingLow = double.MaxValue;
                }
                else if (Low[0] >= currentSwingLow)
                {
                    SwingLowPlot.Set(currentSwingLow);
                }
            }

            swingSizeSeries.Set(SwingHighPlot[0] - SwingLowPlot[0]);

            // Average the swing size
            swingAvg      = SMA(swingSizeSeries, 200)[0];
            swingAvgShort = SMA(swingSizeSeries, 4)[0];
            DrawTextFixed("swingsize", "SwingAvg(200) = " + String.Format("{0:0.00}", swingAvg) + "\nSwingAvg(5) = " + String.Format("{0:0.00}", swingAvgShort), TextPosition.BottomRight);

            //Print( "Time = " + Time[0].Hour + "  " + Time[0].Minute + " Value = " + SwingLowPlot[0] + "  " + SwingHighPlot[0]);
            //Print( "swingSizeSeries " + swingAvgShort );
        }
예제 #2
0
        protected override void OnBarUpdate()
        {
            double high0        = (Input is Indicator || Input is Series <double>) ? Input[0] : High[0];
            double low0         = (Input is Indicator || Input is Series <double>) ? Input[0] : Low[0];
            double close0       = (Input is Indicator || Input is Series <double>) ? Input[0] : Close[0];
            double highStrength = High[Math.Min(Strength, CurrentBar)];
            double lowStrength  = Low[Math.Min(Strength, CurrentBar)];

            if (BarsArray[0].BarsType.IsRemoveLastBarSupported && CurrentBar < saveCurrentBar)
            {
                currentSwingHigh          = SwingHighPlot.IsValidDataPoint(0) ? SwingHighPlot[0] : 0;
                currentSwingLow           = SwingLowPlot.IsValidDataPoint(0) ? SwingLowPlot[0] : 0;
                lastSwingHighValue        = swingHighSeries[0];
                lastSwingLowValue         = swingLowSeries[0];
                swingHighSeries[Strength] = 0;
                swingLowSeries[Strength]  = 0;

                lastHighCache.Clear();
                lastLowCache.Clear();
                for (int barsBack = Math.Min(CurrentBar, constant) - 1; barsBack >= 0; barsBack--)
                {
                    lastHighCache.Add((Input is Indicator || Input is Series <double>) ? Input[barsBack] : High[barsBack]);
                    lastLowCache.Add((Input is Indicator || Input is Series <double>) ? Input[barsBack] : Low[barsBack]);
                }
                saveCurrentBar = CurrentBar;
                return;
            }

            if (saveCurrentBar != CurrentBar)
            {
                swingHighSwings[0] = 0;                         // initializing important internal
                swingLowSwings[0]  = 0;                         // initializing important internal

                swingHighSeries[0] = 0;                         // initializing important internal
                swingLowSeries[0]  = 0;                         // initializing important internal

                lastHighCache.Add(high0);
                if (lastHighCache.Count > constant)
                {
                    lastHighCache.RemoveAt(0);
                }
                lastLowCache.Add(low0);
                if (lastLowCache.Count > constant)
                {
                    lastLowCache.RemoveAt(0);
                }

                if (lastHighCache.Count == constant)
                {
                    bool   isSwingHigh             = true;
                    double swingHighCandidateValue = (double)lastHighCache[Strength];
                    for (int i = 0; i < Strength; i++)
                    {
                        if (((double)lastHighCache[i]).ApproxCompare(swingHighCandidateValue) >= 0)
                        {
                            isSwingHigh = false;
                        }
                    }

                    for (int i = Strength + 1; i < lastHighCache.Count; i++)
                    {
                        if (((double)lastHighCache[i]).ApproxCompare(swingHighCandidateValue) > 0)
                        {
                            isSwingHigh = false;
                        }
                    }

                    swingHighSwings[Strength] = isSwingHigh ? swingHighCandidateValue : 0.0;
                    if (isSwingHigh)
                    {
                        lastSwingHighValue = swingHighCandidateValue;
                    }

                    if (isSwingHigh)
                    {
                        currentSwingHigh = swingHighCandidateValue;
                        for (int i = 0; i <= Strength; i++)
                        {
                            SwingHighPlot[i] = currentSwingHigh;
                        }
                    }
                    else if (high0 > currentSwingHigh || currentSwingHigh.ApproxCompare(0.0) == 0)
                    {
                        currentSwingHigh = 0.0;
                        SwingHighPlot[0] = close0;
                        SwingHighPlot.Reset();
                    }
                    else
                    {
                        SwingHighPlot[0] = currentSwingHigh;
                    }

                    if (isSwingHigh)
                    {
                        for (int i = 0; i <= Strength; i++)
                        {
                            swingHighSeries[i] = lastSwingHighValue;
                        }
                    }
                    else
                    {
                        swingHighSeries[0] = lastSwingHighValue;
                    }
                }

                if (lastLowCache.Count == constant)
                {
                    bool   isSwingLow             = true;
                    double swingLowCandidateValue = (double)lastLowCache[Strength];
                    for (int i = 0; i < Strength; i++)
                    {
                        if (((double)lastLowCache[i]).ApproxCompare(swingLowCandidateValue) <= 0)
                        {
                            isSwingLow = false;
                        }
                    }

                    for (int i = Strength + 1; i < lastLowCache.Count; i++)
                    {
                        if (((double)lastLowCache[i]).ApproxCompare(swingLowCandidateValue) < 0)
                        {
                            isSwingLow = false;
                        }
                    }

                    swingLowSwings[Strength] = isSwingLow ? swingLowCandidateValue : 0.0;
                    if (isSwingLow)
                    {
                        lastSwingLowValue = swingLowCandidateValue;
                    }

                    if (isSwingLow)
                    {
                        currentSwingLow = swingLowCandidateValue;
                        for (int i = 0; i <= Strength; i++)
                        {
                            SwingLowPlot[i] = currentSwingLow;
                        }
                    }
                    else if (low0 < currentSwingLow || currentSwingLow.ApproxCompare(0.0) == 0)
                    {
                        currentSwingLow = double.MaxValue;
                        SwingLowPlot[0] = close0;
                        SwingLowPlot.Reset();
                    }
                    else
                    {
                        SwingLowPlot[0] = currentSwingLow;
                    }

                    if (isSwingLow)
                    {
                        for (int i = 0; i <= Strength; i++)
                        {
                            swingLowSeries[i] = lastSwingLowValue;
                        }
                    }
                    else
                    {
                        swingLowSeries[0] = lastSwingLowValue;
                    }
                }

                saveCurrentBar = CurrentBar;
            }
            else if (CurrentBar >= constant - 1)
            {
                if (high0 > highStrength && swingHighSwings[Strength] > 0.0)
                {
                    swingHighSwings[Strength] = 0.0;
                    for (int i = 0; i <= Strength; i++)
                    {
                        SwingHighPlot[i] = close0;
                        SwingHighPlot.Reset(i);
                        currentSwingHigh = 0.0;
                    }
                }
                else if (high0 > highStrength && currentSwingHigh.ApproxCompare(0.0) != 0)
                {
                    SwingHighPlot[0] = close0;
                    SwingHighPlot.Reset();
                    currentSwingHigh = 0.0;
                }
                else if (high0 <= currentSwingHigh)
                {
                    SwingHighPlot[0] = currentSwingHigh;
                }

                if (low0 < lowStrength && swingLowSwings[Strength] > 0.0)
                {
                    swingLowSwings[Strength] = 0.0;
                    for (int i = 0; i <= Strength; i++)
                    {
                        SwingLowPlot[i] = close0;
                        SwingLowPlot.Reset(i);
                        currentSwingLow = double.MaxValue;
                    }
                }
                else if (low0 < lowStrength && currentSwingLow.ApproxCompare(double.MaxValue) != 0)
                {
                    SwingLowPlot.Reset();
                    currentSwingLow = double.MaxValue;
                }
                else if (low0 >= currentSwingLow)
                {
                    SwingLowPlot[0] = currentSwingLow;
                }
            }
        }
예제 #3
0
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (saveCurrentBar != CurrentBar)
            {
                swingHighSwings.Set(0);                 // initializing important internal
                swingLowSwings.Set(0);                  // initializing important internal

                swingHighSeries.Set(0);                 // initializing important internal
                swingLowSeries.Set(0);                  // initializing important internal

                lastHighCache.Add(High[0]);
                if (lastHighCache.Count > (2 * strength) + 1)
                {
                    lastHighCache.RemoveAt(0);
                }
                lastLowCache.Add(Low[0]);
                if (lastLowCache.Count > (2 * strength) + 1)
                {
                    lastLowCache.RemoveAt(0);
                }

                if (lastHighCache.Count == (2 * strength) + 1)
                {
                    bool   isSwingHigh             = true;
                    double swingHighCandidateValue = (double)lastHighCache[strength];
                    for (int i = 0; i < strength; i++)
                    {
                        if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
                        {
                            isSwingHigh = false;
                        }
                    }

                    for (int i = strength + 1; i < lastHighCache.Count; i++)
                    {
                        if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
                        {
                            isSwingHigh = false;
                        }
                    }

                    swingHighSwings.Set(strength, isSwingHigh ? swingHighCandidateValue : 0.0);
                    if (isSwingHigh)
                    {
                        lastSwingHighValue = swingHighCandidateValue;
                    }

                    if (isSwingHigh)
                    {
                        currentSwingHigh = swingHighCandidateValue;
                        for (int i = 0; i <= strength; i++)
                        {
                            SwingHighPlot.Set(i, currentSwingHigh);
                        }
                    }
                    else if (High[0] > currentSwingHigh)
                    {
                        currentSwingHigh = 0.0;
                        SwingHighPlot.Reset();
                    }
                    else
                    {
                        SwingHighPlot.Set(currentSwingHigh);
                    }

                    if (isSwingHigh)
                    {
                        for (int i = 0; i <= strength; i++)
                        {
                            swingHighSeries.Set(i, lastSwingHighValue);
                        }
                    }
                    else
                    {
                        swingHighSeries.Set(lastSwingHighValue);
                    }
                }

                if (lastLowCache.Count == (2 * strength) + 1)
                {
                    bool   isSwingLow             = true;
                    double swingLowCandidateValue = (double)lastLowCache[strength];
                    for (int i = 0; i < strength; i++)
                    {
                        if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
                        {
                            isSwingLow = false;
                        }
                    }

                    for (int i = strength + 1; i < lastLowCache.Count; i++)
                    {
                        if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
                        {
                            isSwingLow = false;
                        }
                    }

                    swingLowSwings.Set(strength, isSwingLow ? swingLowCandidateValue : 0.0);
                    if (isSwingLow)
                    {
                        lastSwingLowValue = swingLowCandidateValue;
                    }

                    if (isSwingLow)
                    {
                        currentSwingLow = swingLowCandidateValue;
                        for (int i = 0; i <= strength; i++)
                        {
                            SwingLowPlot.Set(i, currentSwingLow);
                        }
                    }
                    else if (Low[0] < currentSwingLow)
                    {
                        currentSwingLow = double.MaxValue;
                        SwingLowPlot.Reset();
                    }
                    else
                    {
                        SwingLowPlot.Set(currentSwingLow);
                    }

                    if (isSwingLow)
                    {
                        for (int i = 0; i <= strength; i++)
                        {
                            swingLowSeries.Set(i, lastSwingLowValue);
                        }
                    }
                    else
                    {
                        swingLowSeries.Set(lastSwingLowValue);
                    }
                }

                saveCurrentBar = CurrentBar;
            }
            else
            {
                if (High[0] > High[strength] && swingHighSwings[strength] > 0.0)
                {
                    swingHighSwings.Set(strength, 0.0);
                    for (int i = 0; i <= strength; i++)
                    {
                        SwingHighPlot.Reset(i);
                    }
                    currentSwingHigh = 0.0;
                }
                else if (High[0] > High[strength] && currentSwingHigh != 0.0)
                {
                    SwingHighPlot.Reset();
                    currentSwingHigh = 0.0;
                }
                else if (High[0] <= currentSwingHigh)
                {
                    SwingHighPlot.Set(currentSwingHigh);
                }

                if (Low[0] < Low[strength] && swingLowSwings[strength] > 0.0)
                {
                    swingLowSwings.Set(strength, 0.0);
                    for (int i = 0; i <= strength; i++)
                    {
                        SwingLowPlot.Reset(i);
                    }
                    currentSwingLow = double.MaxValue;
                }
                else if (Low[0] < Low[strength] && currentSwingLow != double.MaxValue)
                {
                    SwingLowPlot.Reset();
                    currentSwingLow = double.MaxValue;
                }
                else if (Low[0] >= currentSwingLow)
                {
                    SwingLowPlot.Set(currentSwingLow);
                }
            }
        }