/// <summary>
/// Swings
/// </summary>
/// <returns></returns>
public PriceActionSwing PriceActionSwing(Data.IDataSeries input, int dtbStrength, double swingSize, SwingStyle swingType, bool useCloseValues)
{
if (cachePriceActionSwing != null)
{
for (int idx = 0; idx < cachePriceActionSwing.Length; idx++)
{
if (cachePriceActionSwing[idx].DtbStrength == dtbStrength && Math.Abs(cachePriceActionSwing[idx].SwingSize - swingSize) <= double.Epsilon && cachePriceActionSwing[idx].SwingType == swingType && cachePriceActionSwing[idx].UseCloseValues == useCloseValues && cachePriceActionSwing[idx].EqualsInput(input))
{
return(cachePriceActionSwing[idx]);
}
}
}
lock (checkPriceActionSwing)
{
checkPriceActionSwing.DtbStrength = dtbStrength;
dtbStrength = checkPriceActionSwing.DtbStrength;
checkPriceActionSwing.SwingSize = swingSize;
swingSize = checkPriceActionSwing.SwingSize;
checkPriceActionSwing.SwingType = swingType;
swingType = checkPriceActionSwing.SwingType;
checkPriceActionSwing.UseCloseValues = useCloseValues;
useCloseValues = checkPriceActionSwing.UseCloseValues;
if (cachePriceActionSwing != null)
{
for (int idx = 0; idx < cachePriceActionSwing.Length; idx++)
{
if (cachePriceActionSwing[idx].DtbStrength == dtbStrength && Math.Abs(cachePriceActionSwing[idx].SwingSize - swingSize) <= double.Epsilon && cachePriceActionSwing[idx].SwingType == swingType && cachePriceActionSwing[idx].UseCloseValues == useCloseValues && cachePriceActionSwing[idx].EqualsInput(input))
{
return(cachePriceActionSwing[idx]);
}
}
}
PriceActionSwing indicator = new PriceActionSwing();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.DtbStrength = dtbStrength;
indicator.SwingSize = swingSize;
indicator.SwingType = swingType;
indicator.UseCloseValues = useCloseValues;
Indicators.Add(indicator);
indicator.SetUp();
PriceActionSwing[] tmp = new PriceActionSwing[cachePriceActionSwing == null ? 1 : cachePriceActionSwing.Length + 1];
if (cachePriceActionSwing != null)
{
cachePriceActionSwing.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cachePriceActionSwing = tmp;
return(indicator);
}
}
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
pas = PriceActionSwing(dtbStrength, swingSize, swingType, useCloseValues);
Add(pas);
SetProfitTarget("", CalculationMode.Percent, dparm1);
SetStopLoss("", CalculationMode.Percent, dparm1, false);
//SetTrailStop("", CalculationMode.Percent, dparm2, false);
CalculateOnBarClose = true;
ExitOnClose = false;
IncludeCommission = false;
}
/// <summary>
/// PriceActionSwing calculates swings and visualize them in different ways and display several information about them.
/// </summary>
/// <returns></returns>
public PriceActionSwing PriceActionSwing(Data.IDataSeries input, int dtbStrength, int swingSize, SwingTypes swingType)
{
if (cachePriceActionSwing != null)
for (int idx = 0; idx < cachePriceActionSwing.Length; idx++)
if (cachePriceActionSwing[idx].DtbStrength == dtbStrength && cachePriceActionSwing[idx].SwingSize == swingSize && cachePriceActionSwing[idx].SwingType == swingType && cachePriceActionSwing[idx].EqualsInput(input))
return cachePriceActionSwing[idx];
lock (checkPriceActionSwing)
{
checkPriceActionSwing.DtbStrength = dtbStrength;
dtbStrength = checkPriceActionSwing.DtbStrength;
checkPriceActionSwing.SwingSize = swingSize;
swingSize = checkPriceActionSwing.SwingSize;
checkPriceActionSwing.SwingType = swingType;
swingType = checkPriceActionSwing.SwingType;
if (cachePriceActionSwing != null)
for (int idx = 0; idx < cachePriceActionSwing.Length; idx++)
if (cachePriceActionSwing[idx].DtbStrength == dtbStrength && cachePriceActionSwing[idx].SwingSize == swingSize && cachePriceActionSwing[idx].SwingType == swingType && cachePriceActionSwing[idx].EqualsInput(input))
return cachePriceActionSwing[idx];
PriceActionSwing indicator = new PriceActionSwing();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.DtbStrength = dtbStrength;
indicator.SwingSize = swingSize;
indicator.SwingType = swingType;
Indicators.Add(indicator);
indicator.SetUp();
PriceActionSwing[] tmp = new PriceActionSwing[cachePriceActionSwing == null ? 1 : cachePriceActionSwing.Length + 1];
if (cachePriceActionSwing != null)
cachePriceActionSwing.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachePriceActionSwing = tmp;
return indicator;
}
}
