// calculate XFactor across many moving windows (25, 50, 100, 125, 150, etc).
// maybe even have a spread? what do the trends look like for diff intervals and ranges?
private void GenXFactor()
{
XFactorAlgoData data = new XFactorAlgoData();
foreach (int period in Periods)
{
List <double> velocity = new List <double>();
List <double> gravity = new List <double>();
data.ResetValues();
for (int i = 1; i < Quotes.Count(); i++)
{
int range = 1;
int start = i;
/*
* if(i < period)
* {
* start = 1;
* range = i;
* }
* else
* {
* start = i - period;
* range = period;
* }
*/
if (period >= Quotes.Count() - i) // tail end of segments
{
range = period;
start = i - period;
}
else if (i > period) // middle of segment
{
range = period;
start = i - period;
}
else // beginning of segment quotes
{
range = i;
start = 1;
}
// TODO
// TODO --- two ways to calculate the window . start full or end full
// TODO --- current way is to end full
// want the most recent data to be accurate so the end must be full & good
// TODO
List <HistoryPrice> segment = Quotes.GetRange(start, range);
// the hi/lo can expire! must account for that by reset if the previous
// pHighHi is outside of the segment range
// find the highest high for period
if (data.pHighHi < (i - period))
{
data.HighestHi = 0;
}
SearchData fpmax = FindPeriodMax(segment);
if (fpmax.Price > data.HighestHi)
{
data.HighestHi = fpmax.Price;
data.pHighHi = fpmax.Index + (i - period);
}
// find lowest low for period
if (data.pLowLo < (i - period))
{
data.LowestLo = double.MaxValue;
}
SearchData fpmin = FindPeriodMin(segment);
if (fpmin.Price < data.LowestLo)
{
data.LowestLo = fpmin.Price;
data.pLowLo = fpmin.Index + (i - period);
}
// calc num of periods since high/low
data.pSinceHighHi = i - data.pHighHi;
data.pSinceLowLo = i - data.pLowLo;
// calc velocity
double v = (((double)period - (double)data.pSinceHighHi) / (double)period) * 100;
velocity.Add(v);
// calc gravity
double g = (((double)period - (double)data.pSinceLowLo) / (double)period) * 100;
gravity.Add(g);
}
PeriodVelocityData.Add(period, velocity);
PeriodGravityData.Add(period, gravity);
}
}