public static List <CSARRow> addFirstRow(SARRow sarRow)
{
List <CSARRow> rows = new List <CSARRow>();
CSARRow row = new CSARRow();
row.direction = sarRow.direction;
row.endSarValue = sarRow.sarValue;
row.endTime = sarRow.time;
row.startSarValue = sarRow.sarValue;
row.startTime = sarRow.time;
rows.Add(row);
return(rows);
}
public static List <SARRow> addFirstRow(Series <DateTime, MarketDataElement> series, int period, DateTime startTime, double af, double max_af)
{
List <SARRow> resultRow = new List <SARRow>();
MarketDataElement lastData = series.GetAt(series.KeyCount - 1);
Series <DateTime, MarketDataElement> lastNData = MarketDateElementHelper.getLastNMarketData(series, period);
List <MarketDataElement> lstData = lastNData.Values.ToList();
SARRow row = new SARRow();
foreach (MarketDataElement data in lstData)
{
if (row.sarValue == 0)
{
row.sarValue = Math.Min(data.open, data.close);
}
else
{
row.sarValue = Math.Min(row.sarValue, Math.Min(data.open, data.close));
}
if (row.extremePoint == 0)
{
row.extremePoint = Math.Max(data.open, data.close);
}
else
{
row.extremePoint = Math.Max(row.extremePoint, Math.Max(data.open, data.close));
}
}
if (Math.Min(lastData.open, lastData.close) > row.sarValue)
{
row.direction = 1;
}
else
{
row.direction = -1;
}
row.delta_EP_SAR = row.extremePoint - row.sarValue;
row.accFactor = af;
row.product_af_delta = row.accFactor * row.delta_EP_SAR;
row.time = lastData.time;
resultRow.Add(row);
return(resultRow);
}
public static List <CSARRow> addNewRow(SARRow sarRow, List <CSARRow> rows)
{
CSARRow lastRow = rows[rows.Count - 1];
if (lastRow.direction == sarRow.direction)
{
lastRow.endSarValue = sarRow.sarValue;
lastRow.endTime = sarRow.time;
return(rows);
}
else
{
CSARRow row = new CSARRow();
row.direction = sarRow.direction;
row.endSarValue = sarRow.sarValue;
row.endTime = sarRow.time;
row.startSarValue = sarRow.sarValue;
row.startTime = sarRow.time;
rows.Add(row);
return(rows);
}
}
public static List <SARRow> addNewRow(List <SARRow> rows, Series <DateTime, MarketDataElement> series, DateTime startTime, double af, double max_af)
{
MarketDataElement currentData = series.GetAt(series.KeyCount - 1);
MarketDataElement lastData = series.Get(currentData.time, Lookup.Smaller);
MarketDataElement last2ndData = series.Get(lastData.time, Lookup.Smaller);
SARRow lastRow = rows[rows.Count - 1];
//SARRow last2ndRow = rows[rows.Count - 2];
int last2ndDirection = 0;
if (rows.Count > 1)
{
last2ndDirection = rows[rows.Count - 2].direction;
}
else
{
last2ndDirection = 1;
}
SARRow currentRow = new SARRow();
double currentLow = Math.Min(currentData.open, currentData.close);
double lastTLow = Math.Min(lastData.open, lastData.close);
double last2ndTLow = Math.Min(last2ndData.open, last2ndData.close);
double currentHigh = Math.Max(currentData.open, currentData.close);
double lastTHigh = Math.Max(lastData.open, lastData.close);
double last2ndTHigh = Math.Max(last2ndData.open, last2ndData.close);
// sarValue
if (lastRow.direction == 1 && last2ndDirection == 1)
{
double newSAR = lastRow.sarValue + lastRow.product_af_delta;
currentRow.sarValue = Math.Min(newSAR, Math.Min(lastTLow, last2ndTLow));
}
if (lastRow.direction == -1 && last2ndDirection == -1)
{
double newSAR = lastRow.sarValue + lastRow.product_af_delta;
currentRow.sarValue = Math.Max(newSAR, Math.Max(lastTHigh, last2ndTHigh));
}
if (lastRow.direction * last2ndDirection == -1)
{
currentRow.sarValue = lastRow.extremePoint;
/*
* if (lastRow.direction == 1)
* {
* currentRow.sarValue = lastRow.extremePoint + Math.Abs(currentData.low - lastRow.extremePoint) / 75;
* }
* else
* {
* currentRow.sarValue = lastRow.extremePoint - Math.Abs(lastRow.extremePoint - currentData.high) / 75;
* }*/
}
//ep, delta_EP_SAR
if (lastRow.direction == 1)
{
currentRow.extremePoint = Math.Max(currentHigh, lastRow.extremePoint);
}
else if (lastRow.direction == -1)
{
currentRow.extremePoint = Math.Min(currentLow, lastRow.extremePoint);
}
currentRow.delta_EP_SAR = currentRow.extremePoint - currentRow.sarValue;
//direction
if (lastRow.direction == 1)
{
if (currentLow > currentRow.sarValue)
{
currentRow.direction = 1;
}
else
{
currentRow.direction = -1;
}
}
if (lastRow.direction == -1)
{
if (currentHigh < currentRow.sarValue)
{
currentRow.direction = -1;
}
else
{
currentRow.direction = 1;
}
}
//af
if (currentRow.direction == 1 && lastRow.direction == 1)
{
if (currentRow.extremePoint > lastRow.extremePoint)
{
if (lastRow.accFactor >= max_af)
{
currentRow.accFactor = max_af;
}
else
{
currentRow.accFactor = lastRow.accFactor + af;
}
}
else
{
currentRow.accFactor = lastRow.accFactor;
}
}
if (currentRow.direction == -1 && lastRow.direction == -1)
{
if (currentRow.extremePoint < lastRow.extremePoint)
{
if (lastRow.accFactor >= max_af)
{
currentRow.accFactor = max_af;
}
else
{
currentRow.accFactor = lastRow.accFactor + af;
}
}
else
{
currentRow.accFactor = lastRow.accFactor;
}
}
if (currentRow.direction * lastRow.direction == -1)
{
currentRow.accFactor = af;
}
currentRow.accFactor = Math.Round(currentRow.accFactor, 3);
//product_af_delta
currentRow.product_af_delta = currentRow.accFactor * currentRow.delta_EP_SAR;
currentRow.time = currentData.time;
rows.Add(currentRow);
return(rows);
}
