public ParabolicStop(
Position position, BarSpud bars, double initialStopPrice, double afStep,
double afMax, int lookbackBars, string name
) : base(position, name, PROTECTIVE_STOP, bars.manager)
{
this.initialStopPrice = initialStopPrice;
this.afStep = afStep;
this.afMax = afMax;
this.bars = bars;
af = dependsOn(new RootSpud <double>(manager));
af.set(afStep);
extreme = dependsOn(position.longShort(bars.high, bars.low));
var extremeSide = position.longShort(MinMax <double> .MAX, MinMax <double> .MIN);
maxExtreme = dependsOn(extreme.minMax(extremeSide));
opposite = position.direction().isLong() ? bars.low : bars.high;
recentOppositeExtreme = dependsOn(position.direction().isLong() ? opposite.lowest(lookbackBars) : opposite.highest(lookbackBars));
numBars = dependsOn(new BarCounter(bars));
}
void setStopLevel(Position position, ComparableSpud <double> close, double dollarStop)
{
currentStopLevel = close - position.direction() * (dollarStop / (position.size * bigPointValue()));
}