private static void DrawRetraceLine(
List <ZigZagResult> results,
string lastDirection,
ZigZagPoint lastLowPoint,
ZigZagPoint lastHighPoint,
ZigZagPoint nextPoint)
{
ZigZagPoint priorPoint = new();
// handle type and reset last point
if (lastDirection == "L")
{
priorPoint.Index = lastHighPoint.Index;
priorPoint.Value = lastHighPoint.Value;
lastHighPoint.Index = nextPoint.Index;
lastHighPoint.Value = nextPoint.Value;
}
// low line
else if (lastDirection == "H")
{
priorPoint.Index = lastLowPoint.Index;
priorPoint.Value = lastLowPoint.Value;
lastLowPoint.Index = nextPoint.Index;
lastLowPoint.Value = nextPoint.Value;
}
// nothing to draw cases
if (
lastDirection == "U" || // first line skipped, single line
priorPoint.Index == 1 || // first line skipped, normal case
nextPoint.Index == priorPoint.Index) // no span
{
return;
}
// narrow to period
decimal increment = (nextPoint.Value - priorPoint.Value) / (nextPoint.Index - priorPoint.Index);
// add new line segment
for (int i = priorPoint.Index - 1; i < nextPoint.Index; i++)
{
ZigZagResult r = results[i];
int index = i + 1;
// high line
if (lastDirection == "L")
{
r.RetraceHigh = priorPoint.Value + (increment * (index - priorPoint.Index));
}
// low line
else if (lastDirection == "H")
{
r.RetraceLow = priorPoint.Value + (increment * (index - priorPoint.Index));
}
}
}
public void GetZigZagClose()
{
decimal percentChange = 3;
List <ZigZagResult> results =
Indicator.GetZigZag(history, ZigZagType.Close, percentChange)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(234, results.Where(x => x.ZigZag != null).Count());
Assert.AreEqual(234, results.Where(x => x.RetraceHigh != null).Count());
Assert.AreEqual(221, results.Where(x => x.RetraceLow != null).Count());
Assert.AreEqual(14, results.Where(x => x.PointType != null).Count());
// sample values
ZigZagResult r0 = results[249];
Assert.AreEqual(null, r0.ZigZag);
Assert.AreEqual(null, r0.RetraceHigh);
Assert.AreEqual(null, r0.RetraceLow);
Assert.AreEqual(null, r0.PointType);
ZigZagResult r1 = results[277];
Assert.AreEqual(248.13m, r1.ZigZag);
Assert.AreEqual(272.248m, r1.RetraceHigh);
Assert.AreEqual(248.13m, r1.RetraceLow);
Assert.AreEqual("L", r1.PointType);
ZigZagResult r2 = results[483];
Assert.AreEqual(272.52m, r2.ZigZag);
Assert.AreEqual(272.52m, r2.RetraceHigh);
Assert.AreEqual(248.799m, r2.RetraceLow);
Assert.AreEqual("H", r2.PointType);
ZigZagResult r3 = results[439];
Assert.AreEqual(276.0133m, Math.Round((decimal)r3.ZigZag, 4));
Assert.AreEqual(280.9158m, Math.Round((decimal)r3.RetraceHigh, 4));
Assert.AreEqual(264.5769m, Math.Round((decimal)r3.RetraceLow, 4));
Assert.AreEqual(null, r3.PointType);
ZigZagResult r4 = results[500];
Assert.AreEqual(241.4575m, Math.Round((decimal)r4.ZigZag, 4));
Assert.AreEqual(246.7933m, Math.Round((decimal)r4.RetraceHigh, 4));
Assert.AreEqual(null, r4.RetraceLow);
Assert.AreEqual(null, r4.PointType);
ZigZagResult r5 = results[501];
Assert.AreEqual(245.28m, r5.ZigZag);
Assert.AreEqual(245.28m, r5.RetraceHigh);
Assert.AreEqual(null, r5.RetraceLow);
Assert.AreEqual(null, r5.PointType);
}
public void GetZigZagHighLow()
{
decimal percentChange = 3;
List <ZigZagResult> results =
Indicator.GetZigZag(history, ZigZagType.HighLow, percentChange)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is history
Assert.AreEqual(502, results.Count);
Assert.AreEqual(463, results.Where(x => x.ZigZag != null).Count());
Assert.AreEqual(462, results.Where(x => x.RetraceHigh != null).Count());
Assert.AreEqual(445, results.Where(x => x.RetraceLow != null).Count());
Assert.AreEqual(31, results.Where(x => x.PointType != null).Count());
// sample values
ZigZagResult r0 = results[38];
Assert.AreEqual(null, r0.ZigZag);
Assert.AreEqual(null, r0.RetraceHigh);
Assert.AreEqual(null, r0.RetraceLow);
Assert.AreEqual(null, r0.PointType);
ZigZagResult r1 = results[277];
Assert.AreEqual(252.9550m, r1.ZigZag);
Assert.AreEqual(262.8054m, Math.Round((decimal)r1.RetraceHigh, 4));
Assert.AreEqual(245.4467m, Math.Round((decimal)r1.RetraceLow, 4));
Assert.AreEqual(null, r1.PointType);
ZigZagResult r2 = results[316];
Assert.AreEqual(249.48m, r2.ZigZag);
Assert.AreEqual(258.34m, r2.RetraceHigh);
Assert.AreEqual(249.48m, r2.RetraceLow);
Assert.AreEqual("L", r2.PointType);
ZigZagResult r3 = results[456];
Assert.AreEqual(261.3325m, Math.Round((decimal)r3.ZigZag, 4));
Assert.AreEqual(274.3419m, Math.Round((decimal)r3.RetraceHigh, 4));
Assert.AreEqual(256.1050m, Math.Round((decimal)r3.RetraceLow, 4));
Assert.AreEqual(null, r3.PointType);
ZigZagResult r4 = results[500];
Assert.AreEqual(246.73m, Math.Round((decimal)r4.ZigZag, 4));
Assert.AreEqual(246.73m, r4.RetraceHigh);
Assert.AreEqual(238.3867m, Math.Round((decimal)r4.RetraceLow, 4));
Assert.AreEqual("H", r4.PointType);
ZigZagResult r5 = results[501];
Assert.AreEqual(242.87m, r5.ZigZag);
Assert.AreEqual(null, r5.RetraceHigh);
Assert.AreEqual(242.87m, r5.RetraceLow);
Assert.AreEqual(null, r5.PointType);
}
public void StandardHighLow()
{
List <ZigZagResult> results =
quotes.GetZigZag(EndType.HighLow, 3)
.ToList();
// assertions
// proper quantities
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(463, results.Where(x => x.ZigZag != null).Count());
Assert.AreEqual(463, results.Where(x => x.RetraceHigh != null).Count());
Assert.AreEqual(442, results.Where(x => x.RetraceLow != null).Count());
Assert.AreEqual(30, results.Where(x => x.PointType != null).Count());
// sample values
ZigZagResult r38 = results[38];
Assert.AreEqual(null, r38.ZigZag);
Assert.AreEqual(null, r38.RetraceHigh);
Assert.AreEqual(null, r38.RetraceLow);
Assert.AreEqual(null, r38.PointType);
ZigZagResult r277 = results[277];
Assert.AreEqual(252.9550m, r277.ZigZag);
Assert.AreEqual(262.8054m, Math.Round((decimal)r277.RetraceHigh, 4));
Assert.AreEqual(245.4467m, Math.Round((decimal)r277.RetraceLow, 4));
Assert.AreEqual(null, r277.PointType);
ZigZagResult r316 = results[316];
Assert.AreEqual(249.48m, r316.ZigZag);
Assert.AreEqual(258.34m, r316.RetraceHigh);
Assert.AreEqual(249.48m, r316.RetraceLow);
Assert.AreEqual("L", r316.PointType);
ZigZagResult r456 = results[456];
Assert.AreEqual(261.3325m, Math.Round((decimal)r456.ZigZag, 4));
Assert.AreEqual(274.3419m, Math.Round((decimal)r456.RetraceHigh, 4));
Assert.AreEqual(256.1050m, Math.Round((decimal)r456.RetraceLow, 4));
Assert.AreEqual(null, r456.PointType);
ZigZagResult r500 = results[500];
Assert.AreEqual(240.1667m, Math.Round((decimal)r500.ZigZag, 4));
Assert.AreEqual(246.95083m, Math.Round((decimal)r500.RetraceHigh, 5));
Assert.AreEqual(null, r500.RetraceLow);
Assert.AreEqual(null, r500.PointType);
ZigZagResult r501 = results[501];
Assert.AreEqual(245.54m, r501.ZigZag);
Assert.AreEqual(245.54m, r501.RetraceHigh);
Assert.AreEqual(null, r501.RetraceLow);
Assert.AreEqual(null, r501.PointType);
}
