public IMoveAnalyzerResult Execute(IMoveManager moveMgr, IMove newMove)
{
IBarDatum barData = newMove.Start;
List <ProspectiveIR> gamma = GammaAnalyzer.GetValues(false, barData); //gamma
var irList = moveMgr.Highs
.Where(b => b.High < barData.Low)
.Select(h => h.High)
.Distinct()
.OrderBy(v => v)
.ToList();
var irLowPoints = moveMgr.Lows
.Where(b => b.Low < barData.Low)
.Select(l => l.Low)
.Distinct()
.OrderBy(v => v)
.ToList();
irList.AddRange(irLowPoints.Where(v => !irList.Contains(v)).ToList());
var tempList = new List <double>();
if (barData.Low > moveMgr.PreviousMove.Start.High)
{
List <double> APrevious = AFromBar(moveMgr.PreviousMove.Start);
foreach (var a in APrevious)
{
var possibles = irList.Where(v => Math.Abs(a - v) < 5).ToList();
tempList.AddRange(possibles);
}
}
else
{
tempList = irList;
}
List <ProspectiveIR> resultList = new List <ProspectiveIR>();
foreach (var g in gamma)
{
var possible = tempList.Where(t => Math.Abs(g.Price - t) < 5).ToList().Min();
resultList.Add(new ProspectiveIR(g.Degrees, possible));
}
MoveAnalyzerResult result = new MoveAnalyzerResult(barData, resultList);
return(result);
}
public IMoveAnalyzerResult Execute(IMoveManager moveMgr, IMove newMove)
{
// this is for a long break:
// if start is below A, then group A that matches a previous IR
// otherwise group A from previous start. Previous start will the the high of preceding downtrend
// lets see what this looks like without that wrinkle
// List<double> AFromStart = AFromBar(newMove.Start);
IBarDatum barData = newMove.Start;
List <ProspectiveIR> gamma = GammaAnalyzer.GetValues(true, barData); //gamma
// now get union of Highs and lows from MoveMgr
var irList = moveMgr.Highs
.Where(b => b.High > barData.High)
.Select(h => h.High)
.Distinct()
.OrderBy(v => v)
.ToList();
var irLowPoints = moveMgr.Lows
.Where(b => b.Low > barData.High)
.Select(l => l.Low)
.Distinct()
.OrderBy(v => v)
.ToList();
irList.AddRange(irLowPoints.Where(v => !irList.Contains(v)).ToList());
var tempList = new List <double>();
if (barData.High < moveMgr.PreviousMove.Start.Low)
{
List <double> APrevious = AFromBar(moveMgr.PreviousMove.Start);
foreach (var a in APrevious)
{
var possibles = irList.Where(v => Math.Abs(a - v) < 5).ToList();
tempList.AddRange(possibles);
}
}
else
{
tempList = irList;
}
List <ProspectiveIR> resultList = new List <ProspectiveIR>();
foreach (var g in gamma)
{
var possible = tempList.Where(t => Math.Abs(g.Price - t) < 5).ToList().Min();
resultList.Add(new ProspectiveIR(g.Degrees, possible));
}
MoveAnalyzerResult result = new MoveAnalyzerResult(barData, resultList);
return(result);
}
