/// <summary>
/// Sets the extrema price of the thrust Fibonacci retracement
/// </summary>
/// <param name="chart">The chart object that contains the retracement.</param>
/// <param name="side">The direction of the entry signal associated with the retracement.</param>
/// <param name="focusIndex">The chart index of the retracement focus bar.</param>
/// <returns></returns>
protected virtual Thrust SetThrustRetracementExtrema(Chart chart, Thrust thrust)
{
int focusIndex = GetFocusIndex(chart, thrust);
FibonacciRetracement retracement = thrust.Study as FibonacciRetracement;
double?extremaPrice = null;
// only if the chart has post-focus frames
int i = focusIndex + 1;
if (i < chart.Frames.Count)
{
// initialize
if (thrust.Side == MACC.Constants.SignalSide.Buy)
{
extremaPrice = chart.Frames[focusIndex].Bar.highMid;
}
else
{
extremaPrice = chart.Frames[focusIndex].Bar.lowMid;
}
// discover
for (; i < chart.Frames.Count; i++)
{
if (thrust.Side == MACC.Constants.SignalSide.Buy)
{
extremaPrice = Math.Min(extremaPrice.Value, chart.Frames[i].Bar.lowMid);
}
else
{
extremaPrice = Math.Max(extremaPrice.Value, chart.Frames[i].Bar.highMid);
}
}
}
retracement.ExtremaPrice = extremaPrice;
if (retracement.ExtremaChanged())
{
retracement.ExtremaIndex = i;
}
return(thrust);
}
protected virtual Thrust SetThrustTakeProfitZoneReached(Chart chart, Thrust thrust)
{
FibonacciRetracement retracement = thrust.Study as FibonacciRetracement;
#region did price reach the takeProfit zone?
if (thrust.FillZoneReached())
{
double? searchTakeProfitPrice = null;
List <Frame> searchFrames = null;
if (!thrust.TakeProfitZoneReached())
{
searchTakeProfitPrice = thrust.TakeProfitPrice.Value;
searchFrames = chart.Frames.Skip(thrust.FillZoneReachedIndex.Value + 1).ToList();
}
else
{
if (retracement.ExtremaChanged())
{
int multiplier = thrust.Side == MACC.Constants.SignalSide.Buy ? 1 : -1;
double r382Price = retracement.LevelPrice(FibonacciLevel.R382);
searchTakeProfitPrice = r382Price + (0.618 * Math.Abs(retracement.FocusPrice - r382Price) * multiplier);
searchFrames = chart.Frames.Skip(retracement.ExtremaIndex.Value + 1).ToList();
}
}
Frame takeProfitZoneReachedFrame = searchFrames.FirstOrDefault(frame =>
{
double extremaToTakeProfitZoneDelta = _takeProfitZoneReachedCoefficient * Math.Abs(searchTakeProfitPrice.Value - retracement.ExtremaPrice.Value);
bool takeProfitZoneReached = false;
if (thrust.Direction == EPatternDirection.Up)
{
takeProfitZoneReached = (frame.Bar.highMid >= retracement.ExtremaPrice.Value + extremaToTakeProfitZoneDelta);
}
else
{
takeProfitZoneReached = (frame.Bar.lowMid <= retracement.ExtremaPrice.Value - extremaToTakeProfitZoneDelta);
}
if (takeProfitZoneReached)
{
thrust.TakeProfitZoneReachedIndex = chart.Frames.IndexOf(frame);
thrust.TakeProfitZoneReachedFocusPrice = thrust.FocusPrice;
return(true);
}
return(false);
});
}
#endregion
// is it a breakout?
if (thrust.TakeProfitZoneReached())
{
double breakoutDelta = thrust.SignalPrice * _focusBreakoutCoefficient * _minThrustPercentRange;
if (thrust.Direction == EPatternDirection.Up)
{
thrust.Breakout = thrust.FocusPrice >= thrust.TakeProfitZoneReachedFocusPrice.Value + breakoutDelta;
}
else
{
thrust.Breakout = thrust.FocusPrice <= thrust.TakeProfitZoneReachedFocusPrice.Value - breakoutDelta;
}
if (thrust.Breakout)
{
thrust.FillZoneReachedIndex = null;
thrust.TakeProfitZoneReachedIndex = null;
thrust.TakeProfitZoneReachedFocusPrice = null;
}
}
return(thrust);
}
