public TurningPoint(double delta)
{
PatternState = EPatternState.init;
PatternPt0 = 0;
PatternPt1 = 0;
cntNewUp = 0;
cntNewDown = 0;
cntTurns = 0;
dblPatternDelta = delta;
}
public void Calculate(Double val)
{
double dif;
//
// Pattern calculation
//
switch (PatternState)
{
case EPatternState.init:
PatternPt1 = val;
PatternPt0 = val;
PatternState = EPatternState.start;
//dsPattern.Add( quote.DateTime, val );
//Console.WriteLine( "{0} Pattern init {1}", SmartQuant.Clock.Now, PatternState );
break;
case EPatternState.start:
if (Math.Abs(val - PatternPt1) >= dblPatternDelta)
{
dtPatternPt1 = Clock.Now;
PatternPt0 = val;
if (val > PatternPt1)
{
PatternState = EPatternState.up;
//gpstrategy.BuySignal = true;
//Console.WriteLine( "{0} Pattern start {1}", SmartQuant.Clock.Now, PatternState );
}
else
{
PatternState = EPatternState.down;
//gpstrategy.SellSignal = true;
//Console.WriteLine( "{0} Pattern start {1}", SmartQuant.Clock.Now, PatternState );
}
PatternPt1 = val;
}
break;
case EPatternState.up:
PatternPt0 = val;
if (val > PatternPt1)
{
PatternPt1 = val;
dtPatternPt1 = Clock.Now;
cntNewUp++;
if (null != OnUpDecisionPointFound)
{
OnUpDecisionPointFound(this);
}
}
dif = PatternPt1 - PatternPt0;
//dsPt0Ratio.Add( quote.DateTime, dif / dblPatternDelta );
if (dif >= dblPatternDelta)
{
//dsPattern.Add( dtPatternPt1, PatternPt1 );
cntTurns++;
if (null != OnPeakFound)
{
OnPeakFound(this, dtPatternPt1, PatternPt1, PatternState);
}
//mp.ClassifyDoubleSeriesEnd( dsPattern );
if (PatternPt1 > PatternPt0)
{
//Console.WriteLine( "{0} Pattern from {1}", SmartQuant.Clock.Now, PatternState );
PatternState = EPatternState.down;
}
else
{
//Console.WriteLine( "{0} Pattern already {1}", SmartQuant.Clock.Now, PatternState );
}
}
else
{
// rPatternDeltaDistance[ (int) Math.Round( dif * 100 ) ]++;
}
break;
case EPatternState.down:
PatternPt0 = val;
if (val < PatternPt1)
{
PatternPt1 = val;
dtPatternPt1 = Clock.Now;
cntNewDown++;
if (null != OnDownDecisionPointFound)
{
OnDownDecisionPointFound(this);
}
}
dif = PatternPt0 - PatternPt1;
//dsPt0Ratio.Add( quote.DateTime, dif / dblPatternDelta );
if (dif >= dblPatternDelta)
{
//dsPattern.Add( dtPatternPt1, PatternPt1 );
cntTurns++;
if (null != OnPeakFound)
{
OnPeakFound(this, dtPatternPt1, PatternPt1, PatternState);
}
//mp.ClassifyDoubleSeriesEnd( dsPattern );
if (PatternPt1 < PatternPt0)
{
//Console.WriteLine( "{0} Pattern from {1}", SmartQuant.Clock.Now, PatternState );
PatternState = EPatternState.up;
}
else
{
//Console.WriteLine( "{0} Pattern already {1}", SmartQuant.Clock.Now, PatternState );
}
}
else
{
//rPatternDeltaDistance[ (int) Math.Round( dif * 100 ) ]++;
}
break;
}
}
