public static List <decimal?> PivotHigh(this IEnumerable <ICandle> candles, int?barsLeft, int?barsRight, bool?fillNullValues)
{
barsLeft = barsLeft ?? 4;
barsRight = barsRight ?? 2;
fillNullValues = fillNullValues ?? false;
IIndicatorOptions options = new PivotHighOptions(barsLeft.Value, barsRight.Value, fillNullValues.Value);
PivotHigh pivotHigh = new PivotHigh();
return(pivotHigh.Get(candles, options));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
PivotHighOptions config = options != null ? (PivotHighOptions)options.Options : new PivotHighOptions(4, 2, false);
List <decimal?> result = new List <decimal?>();
for (int i = 0; i < source.Count(); i++)
{
if (i < config.BarsLeft + config.BarsRight)
{
result.Add(null);
continue;
}
bool isPivot = true;
List <ICandle> subSet = source.Skip(i - config.BarsLeft - config.BarsRight).Take(config.BarsLeft + config.BarsRight + 1).ToList();
var valueToCheck = subSet[config.BarsLeft];
// Check if the [barsLeft] bars left of what we're checking all have lower highs or equal
for (int leftPivot = 0; leftPivot < config.BarsLeft; leftPivot++)
{
if (subSet[leftPivot].High > valueToCheck.High)
{
isPivot = false;
break;
}
}
// If it's still a pivot by this point, carry on checking the right side...
if (isPivot)
{
// If the [barsRight] right side all have lower highs, it's a pivot!
for (int rightPivot = config.BarsLeft + 1; rightPivot < subSet.Count; rightPivot++)
{
if (subSet[rightPivot].High >= valueToCheck.High)
{
isPivot = false;
break;
}
}
// If it's a pivot
if (isPivot)
{
result.Add(valueToCheck.High);
}
else
{
result.Add(null);
}
}
else
{
result.Add(null);
}
}
if (config.FillNullValues)
{
return(FillPivotNulls(result));
}
return(result);
}
