/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
PlotConfirmation.Set(0);
_currPrice = (decimal)(Open[0] + High[0] + Low[0] + Close[0]) / 4;
TestForBoundaries();
TestForTriggers();
TestForConfirmations();
}
private void TestForConfirmations()
{
if (_triggerUpPrice == 0 || _triggerDownPrice == 0)
{
return;
}
DateTime lookbackTime = Time[0].Subtract(new TimeSpan(Hours, 0, 0));
// check for highs over upper boundary
// check for up trigger
// check for timespan
if (High[0] >= boundaryUpper && _triggerUpPrice == boundaryUpper - 0.0050 && _triggerUpDateTime >= lookbackTime)
{
_confirmationUpDateTime = Time[0];
_confirmationUpPrice = boundaryUpper;
BackColor = Color.LightGreen;
Print("UP " + _triggerUpPrice + " @ " + _triggerUpDateTime + " -> " + _confirmationUpPrice + " @ " + _confirmationUpDateTime);
PlotConfirmation.Set(1);
}
// check for lows under lower boundary
// check for low trigger
// check for timespan
if (Low[0] <= boundaryLower && _triggerDownPrice == boundaryLower + 0.0050 && _triggerDownDateTime >= lookbackTime)
{
_confirmationDownDateTime = Time[0];
_confirmationDownPrice = boundaryLower;
BackColor = Color.Pink;
Print("DOWN " + _triggerDownPrice + " @ " + _triggerDownDateTime + " -> " + _confirmationDownPrice + " @ " + _confirmationDownDateTime);
PlotConfirmation.Set(-1);
}
}