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))));
}
private decimal CalculateR3(List <int> barsOfPreviousPeriod, int index)
{
IBar bar = TimeSeries.GetBar(barsOfPreviousPeriod[0]);
decimal low = bar.MinPrice;
decimal high = bar.MaxPrice;
foreach (int i in barsOfPreviousPeriod)
{
low = (TimeSeries.GetBar(i).MinPrice).Min(low);
high = (TimeSeries.GetBar(i).MaxPrice).Max(high);
}
return(high.Plus(Decimals.TWO.MultipliedBy((_pivotPointIndicator.GetValue(index).Minus(low)))));
}
