private bool IsReversalSetupPerfect(TdReversalSetup setup)
{
if (setup.Type == TdReversalSetupType.Buy)
{
var lastBarLow = _bars.LowPrices[setup.LastSequentialBarIndex];
var previousBarLow = _bars.LowPrices[setup.LastSequentialBarIndex - 1];
var sixthBarLow = _bars.LowPrices[setup.FirstSequentialBarIndex + 5];
var seventhBarLow = _bars.LowPrices[setup.FirstSequentialBarIndex + 6];
if (lastBarLow <= sixthBarLow && lastBarLow <= seventhBarLow || previousBarLow <= sixthBarLow && previousBarLow <= seventhBarLow)
{
return(true);
}
}
else
{
var lastBarHigh = _bars.HighPrices[setup.LastSequentialBarIndex];
var previousBarHigh = _bars.HighPrices[setup.LastSequentialBarIndex - 1];
var sixthBarHigh = _bars.HighPrices[setup.FirstSequentialBarIndex + 5];
var seventhBarHigh = _bars.HighPrices[setup.FirstSequentialBarIndex + 6];
if (lastBarHigh >= sixthBarHigh && lastBarHigh >= seventhBarHigh || previousBarHigh >= sixthBarHigh && previousBarHigh >= seventhBarHigh)
{
return(true);
}
}
return(false);
}
public void Calculate(int index)
{
// Sets last sequential bar to Null if the setup interrupted
if (LastSequentialBar != null)
{
if (index > LastSequentialBar.Index)
{
SequentialBars.Add(LastSequentialBar);
}
CancelCountIfInvalidated(index);
}
var priceFlipType = GetPriceFlipType(index);
PlotPriceFlipAction?.Invoke(index, priceFlipType);
// Start new counting
if (LastSequentialBar == null)
{
StartNewSequentialCount(index, priceFlipType);
}
// Continue count
else
{
var continueResult = ContinueSequentialCount(index);
if (!continueResult)
{
StartNewSequentialCount(index, priceFlipType);
var reversalSetup = new TdReversalSetup
{
Type = LastSequentialBar.Type == BarType.Bullish ? TdReversalSetupType.Sell : TdReversalSetupType.Buy,
FirstSequentialBarIndex = LastSequentialBar.Index - MaxSequentialBarsNumber,
LastSequentialBarIndex = LastSequentialBar.Index
};
if (IsReversalSetupPerfect(reversalSetup))
{
PlotPerfectReversalSetupAction?.Invoke(reversalSetup);
}
ReversalSetups.Add(reversalSetup);
}
}
if (LastSequentialBar != null)
{
PlotSequentialBarNumberAction?.Invoke(LastSequentialBar);
}
ContinueCountdownCount(index - 1);
}
