/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnCalculate()
{
int temp_signal_value = 0;
double actualhigh = High[0];
double actuallow = Low[0];
if (this.Type == enum_swingray_type.open)
{
actualhigh = Open[0];
actuallow = Open[0];
}
else if (this.Type == enum_swingray_type.close)
{
actualhigh = Close[0];
actuallow = Close[0];
}
// build up cache of recent High and Low values
// code devised from default Swing Indicator by marqui@BMT, 10-NOV-2010
lastHighCache.Add(actualhigh);
if (lastHighCache.Count > (2 * strength) + 1)
{
lastHighCache.RemoveAt(0); // if cache is filled, drop the oldest value
}
lastLowCache.Add(actuallow);
if (lastLowCache.Count > (2 * strength) + 1)
{
lastLowCache.RemoveAt(0);
}
//
if (lastHighCache.Count == (2 * strength) + 1) // wait for cache of Highs to be filled
{
// test for swing high
bool isSwingHigh = true;
double swingHighCandidateValue = (double)lastHighCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastHighCache[i] >= swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false; // bar(s) to right of candidate were higher
}
}
for (int i = strength + 1; i < lastHighCache.Count; i++)
{
if ((double)lastHighCache[i] > swingHighCandidateValue - double.Epsilon)
{
isSwingHigh = false; // bar(s) to left of candidate were higher
}
}
// end of test
if (isSwingHigh)
{
lastSwingHighValue = swingHighCandidateValue;
}
if (isSwingHigh) // if we have a new swing high then we draw a ray line on the chart
{
AddChartRay("highRay" + (ProcessingBarIndex - strength), false, strength, lastSwingHighValue, 0, lastSwingHighValue, swingHighColor, DashStyle.Solid, 1);
RayObject newRayObject = new RayObject("highRay" + (ProcessingBarIndex - strength), strength, lastSwingHighValue, 0, lastSwingHighValue);
swingHighRays.Push(newRayObject); // store a reference so we can remove it from the chart later
}
else if (actualhigh > lastSwingHighValue) // otherwise, we test to see if price has broken through prior swing high
{
if (swingHighRays.Count > 0) // just to be safe
{
//IRay currentRay = (IRay)swingHighRays.Pop(); // pull current ray from stack
RayObject currentRay = (RayObject)swingHighRays.Pop(); // pull current ray from stack
if (currentRay != null)
{
if (enableAlerts)
{
ShowAlert("Swing High at " + currentRay.Y1 + " broken", GlobalUtilities.GetSoundfile(this.Soundfile));
}
temp_signal_value = 1;
if (keepBrokenLines) // draw a line between swing point and break bar
{
int barsAgo = currentRay.BarsAgo1;
ITrendLine newLine = AddChartLine("highLine" + (ProcessingBarIndex - barsAgo), false, barsAgo, currentRay.Y1, 0, currentRay.Y1, swingHighColor, DashStyle.Dot, 2);
}
RemoveChartDrawing(currentRay.Tag);
if (swingHighRays.Count > 0)
{
//IRay priorRay = (IRay)swingHighRays.Peek();
RayObject priorRay = (RayObject)swingHighRays.Peek();
lastSwingHighValue = priorRay.Y1; // needed when testing the break of the next swing high
}
else
{
lastSwingHighValue = double.MaxValue; // there are no higher swings on the chart; reset to default
}
}
}
}
}
if (lastLowCache.Count == (2 * strength) + 1) // repeat the above for the swing lows
{
// test for swing low
bool isSwingLow = true;
double swingLowCandidateValue = (double)lastLowCache[strength];
for (int i = 0; i < strength; i++)
{
if ((double)lastLowCache[i] <= swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false; // bar(s) to right of candidate were lower
}
}
for (int i = strength + 1; i < lastLowCache.Count; i++)
{
if ((double)lastLowCache[i] < swingLowCandidateValue + double.Epsilon)
{
isSwingLow = false; // bar(s) to left of candidate were lower
}
}
// end of test for low
if (isSwingLow)
{
lastSwingLowValue = swingLowCandidateValue;
}
if (isSwingLow) // found a new swing low; draw it on the chart
{
AddChartRay("lowRay" + (ProcessingBarIndex - strength), false, strength, lastSwingLowValue, 0, lastSwingLowValue, swingLowColor, DashStyle.Solid, 1);
RayObject newRayObject = new RayObject("lowRay" + (ProcessingBarIndex - strength), strength, lastSwingLowValue, 0, lastSwingLowValue);
swingLowRays.Push(newRayObject);
}
else if (actuallow < lastSwingLowValue) // otherwise test to see if price has broken through prior swing low
{
if (swingLowRays.Count > 0)
{
//IRay currentRay = (IRay)swingLowRays.Pop();
RayObject currentRay = (RayObject)swingLowRays.Pop();
if (currentRay != null)
{
if (enableAlerts)
{
ShowAlert("Swing Low at " + currentRay.Y1 + " broken", GlobalUtilities.GetSoundfile(this.Soundfile));
}
temp_signal_value = -1;
if (keepBrokenLines) // draw a line between swing point and break bar
{
int barsAgo = currentRay.BarsAgo1;
ITrendLine newLine = AddChartLine("highLine" + (ProcessingBarIndex - barsAgo), false, barsAgo, currentRay.Y1, 0, currentRay.Y1, swingLowColor, DashStyle.Dot, 2);
}
RemoveChartDrawing(currentRay.Tag);
if (swingLowRays.Count > 0)
{
//IRay priorRay = (IRay)swingLowRays.Peek();
RayObject priorRay = (RayObject)swingLowRays.Peek();
lastSwingLowValue = priorRay.Y1; // price level of the prior swing low
}
else
{
lastSwingLowValue = double.MinValue; // no swing lows present; set this to default value
}
}
}
}
}
if (enablesignalline)
{
SignalLine.Set(temp_signal_value);
}
else
{
this.SwingHighs.Set(lastSwingHighValue);
this.SwingLows.Set(lastSwingLowValue);
this.PriceLines.Set(InSeries[0]);
}
//Set the color
PlotColors[0][0] = this.Signal;
OutputDescriptors[0].PenStyle = DashStyle.Solid;
OutputDescriptors[0].Pen.Width = this.Plot0Width;
PlotColors[1][0] = this.swingHighColor;
OutputDescriptors[1].PenStyle = DashStyle.Solid;
OutputDescriptors[1].Pen.Width = this.Plot0Width;
PlotColors[2][0] = this.swingLowColor;
OutputDescriptors[2].PenStyle = DashStyle.Solid;
OutputDescriptors[2].Pen.Width = this.Plot0Width;
PlotColors[3][0] = this.Signal;
OutputDescriptors[3].PenStyle = DashStyle.Solid;
OutputDescriptors[3].Pen.Width = this.Plot0Width;
}
