static public List <SAPaFRow> addNewRow(List <SAPaFRow> rows, double tickPrice, double pullBackThreshold)
{
SAPaFRow lastRow = rows[rows.Count - 1];
String lastDir = lastRow.direction;
double lastStart = lastRow.startPt;
double lastMax = lastRow.maxPt;
//double lastMaxLevel = lastRow.maxLevel;
Boolean lbOverLastMaxLevel = isOverLastMax(lastDir, tickPrice, lastMax);
Boolean lbReverseThreshold = isReverseThreshold(lastDir, lastMax, tickPrice, pullBackThreshold);
String newDir = "";
double newStart = 0.0;
double newMax = 0.0;
//double newMaxLevel = 0.0;
if (!lbOverLastMaxLevel && lbReverseThreshold)
{
newDir = getOppDirection(lastDir);
newStart = lastMax;
newMax = getNewReverseMaxValue(lastDir, tickPrice);
SAPaFRow row = new SAPaFRow();
//newMaxLevel = getMaxLevel(newMax, newDir);
row.direction = newDir;
row.startPt = newStart;
row.maxPt = newMax;
//row.maxLevel = newMaxLevel;
row.startTime = DateTime.Now;
rows.Add(row);
}
else
{
newDir = lastDir;
newStart = lastStart;
if (lbOverLastMaxLevel)
{
newMax = getUpdateMaxValue(lastDir, tickPrice);
}
else
{
newMax = lastMax;
}
SAPaFRow row = rows[rows.Count - 1];
//newMaxLevel = getMaxLevel(newMax, newDir);
row.direction = newDir;
row.startPt = newStart;
row.maxPt = newMax;
//row.maxLevel = newMaxLevel;
//row.startTime = item.time;
}
return(rows);
}
static public List <SAPaFRow> cloneRows(List <SAPaFRow> rows)
{
List <SAPaFRow> cRows = new List <SAPaFRow>();
foreach (SAPaFRow row in rows)
{
SAPaFRow cRow = row.Clone() as SAPaFRow;
cRows.Add(cRow);
}
return(cRows);
}
static public List <SAPaFRow> addFirstNode(MarketDataElement item)
{
double open = item.open;
double close = item.close;
String direction = "";
if (open > close)
{
direction = DROP;
}
else
{
direction = RISE;
}
List <SAPaFRow> rows = new List <SAPaFRow>();
SAPaFRow row = new SAPaFRow();
row.direction = direction;
if (DROP.Equals(direction))
{
row.startPt = item.high;
row.maxPt = item.low;
}
else
{
row.startPt = item.low;
row.maxPt = item.high;
}
//row.maxLevel = getMaxLevel(row.maxPt, direction);
row.startTime = item.time;
rows.Add(row);
return(rows);
}