Exemplo n.º 1
0
        public void UpdateMinMax()
        {
            // Update Min Max
            DerivativeSymbolQuote maxDi = MaxTick.Di;
            DerivativeSymbolQuote minDi = MinTick.Di;

            PercChangeFromMax = 100 * ((StockUtils.GetPriceForAnalysis(CurrTick.Di) - StockUtils.GetPriceForAnalysis(maxDi)) / StockUtils.GetPriceForAnalysis(maxDi));
            PercChangeFromMin = 100 * ((StockUtils.GetPriceForAnalysis(CurrTick.Di) - StockUtils.GetPriceForAnalysis(minDi)) / StockUtils.GetPriceForAnalysis(minDi));

            if (PercChangeFromMax >= 0)
            {
                // New Max
                MaxTick = CurrTick;
            }
            else if (PercChangeFromMin <= 0)
            {
                // New Min
                MinTick = CurrTick;
            }

            // Get trend
            if (Math.Abs(CurrTick.Di.PercChangeFromPrevious) > 1.5)
            {
                DominantDirection = CurrTick.Di.PercChangeFromPrevious > 0 ? MarketDirection.UP : MarketDirection.DOWN;
            }
        }