private bool UpdateSupport(SRValue value)
{
value.Average = value.Value;
if (Support.Count == 0)
{
return(true);
}
SRValue sr = (SRValue)Support.Last();
value.ChangePc = (value.Value - sr.Value) / sr.Value * 100;
if (!HasSameLevel(sr, value))
{
return(true);
}
sr.Average = (sr.Average * sr.Power + value.Value) / (sr.Power + 1);
sr.Power++;
sr.Value = Math.Min(sr.Value, value.Value);
return(false);
//SRValue sr2 = Support.Count >= 2 ? Support[Support.Count - 2] : null;
//if(sr2 != null && !HasSameLevel(sr, sr2)) {
// sr.Power++;
// value.Power = sr.Power;
// value.Value = Math.Min(sr.Value, value.Value);
// return true;
//}
//sr.Type = SupResType.None;
//Support.RemoveAt(Support.Count - 1);
//value.Power += sr.Power;
//value.Value = Math.Min(sr.Value, value.Value);
}
public override TimeBaseValue Calculate(int forIndex)
{
if (forIndex < Length)
{
return new SRValue()
{
Time = GetTime(forIndex), Value = double.NaN, Source = GetValueBySource(forIndex), Index = Result.Count
}
}
;
double[] close = GetClose(forIndex, Range);
double[] low = close, high = close;
int center = forIndex - 1 - Range;
DateTime tm = GetTime(center);
SRValue value = new SRValue()
{
Time = tm, Index = Result.Count, Power = 1
};
if (IsMin(low[Range], low)) // support
{
value.Type = SupResType.Support;
value.Value = low[Range];
if (UpdateSupport(value))
{
Support.Add(value);
}
}
else if (IsMax(high[Range], high)) // resistance
{
value.Type = SupResType.Resistance;
value.Value = high[Range];
if (UpdateResistance(value))
{
Resistance.Add(value);
}
}
SRValue lastRes = GetLastResistance();
if (lastRes != null && lastRes != value)
{
lastRes.Length++;
}
SRValue lastSup = GetLastSupport();
if (lastSup != null && lastSup != value)
{
lastSup.Length++;
}
return(value);
}
public bool HasSameResistanceLevel(double value)
{
if (Resistance.Count == 0)
{
return(false);
}
SRValue lastItem = Resistance.Last();
return(Math.Abs(value - lastItem.Average) / lastItem.Average < (ThresoldPerc * 0.01));
}
private bool UpdateResistance(SRValue value)
{
value.Average = value.Value;
if (Resistance.Count == 0)
{
return(true);
}
SRValue sr = (SRValue)Resistance.Last();
value.ChangePc = (value.Value - sr.Value) / sr.Value * 100;
if (!HasSameLevel(sr, value))
{
return(true);
}
sr.Average = (sr.Average * sr.Power + value.Value) / (sr.Power + 1);
sr.Power++;
sr.Value = Math.Max(sr.Value, value.Value);
return(false);
//while(true) {
// if(Resistance.Count == 0)
// return true;
// SRValue sr = (SRValue)Resistance.Last();
// if(!HasSameLevel(sr, value))
// return true;
// SRValue sr2 = Resistance.Count >= 2 ? Resistance[Resistance.Count - 2]: null;
// if(sr2 != null && !HasSameLevel(sr, sr2)) {
// sr.Power += 1.0;
// value.Power = sr.Power;
// value.Value = Math.Max(sr.Value, value.Value);
// return true;
// }
// //if(value.Value <= sr.Value) {
// // value.Type = SupResType.None;
// // sr.Power += value.Power;
// // sr.Value = Math.Max(sr.Value, value.Value);
// // return false;
// //}
// sr.Type = SupResType.None;
// Resistance.RemoveAt(Resistance.Count - 1);
// value.Power += sr.Power;
// value.Value = Math.Max(value.Value, sr.Value);
//}
}
public bool BelongsSameSupportLevel(SRValue res)
{
return(Support.Last() == res);
//for(int i = Resistance.Count - 1; i >= 0; i --)
}
public bool HasSameLevel(SRValue lastItem, SRValue newItem)
{
return(Math.Abs(newItem.Value - lastItem.Average) / lastItem.Average < (ThresoldPerc * 0.01));
}