public static void addAnnotations(UltraChart chart, DateTime date_, DeMarkMarker mark, int i, double cellHeight, double[] arr, int openIndex_, int highIndex_, int lowIndex_, int closeIndex_)
{
if (mark.Disabled.HasValue) return;
if (mark.Date == date_)
{
switch (mark.EventType)
{
case DeMarkEventType.BuySetupStart:
{
//var annotation = createAnnotation("BuySetup", i + 0.5d, arr[lowIndex_] - (2 * cellHeight),
// Color.LightGreen);
//chart.Annotations.Add(annotation);
}
{
var annotation = createHorizontalLineAnnotation(i + 0.5d, i + 50.5d, arr[highIndex_], Color.Red);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.BuySetupIndex:
{
var annotation = createAnnotation(mark.SeriesIndex.ToString(), i + 0.5d, arr[lowIndex_] - (cellHeight / 5d), mark.SeriesIndex == mark.SetupSeriesLength,
Color.LimeGreen);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.ReducingCountDown:
{
var annotation = createAnnotation(mark.SeriesIndex.ToString(), i + 0.5d, arr[lowIndex_] - (cellHeight / 2.5d), mark.SeriesIndex == mark.CountDownLength,
Color.Red);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.SellSetupStart:
{
//var annotatio = createAnnotation("SellSetup", i + 0.5d, arr[highIndex_] + (2 * cellHeight),
// Color.Red);
//chart.Annotations.Add(annotatio);
}
{
var annotation = createHorizontalLineAnnotation(i + 0.5d, i + 50.5d, arr[lowIndex_], Color.LimeGreen);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.SellSetupIndex:
{
var annotation = createAnnotation(mark.SeriesIndex.ToString(), i + 0.5d, arr[highIndex_] + (cellHeight / 5d), mark.SeriesIndex == mark.SetupSeriesLength,
Color.LimeGreen);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.IncreasingCountDown:
{
var annotation = createAnnotation(mark.SeriesIndex.ToString(), i + 0.5d, arr[highIndex_] + (cellHeight / 2.5d), mark.SeriesIndex == mark.CountDownLength,
Color.Red);
chart.Annotations.Add(annotation);
}
break;
//case DeMarkEventType.CountDownStop:
// {
// var annotation = createHorizontalLineAnnotation(i + 0.5d, i + 50.5d, arr[highIndex_], Color.BlanchedAlmond);
// chart.Annotations.Add(annotation);
// }
// break;
case DeMarkEventType.PerfectedSellSetup:
{
var annotation = createArrowAnnotation(i + 0.5d, arr[highIndex_] + (cellHeight / 1.39d), arr[highIndex_] + (cellHeight / 1.9d), Color.Red);
chart.Annotations.Add(annotation);
}
break;
case DeMarkEventType.PerfectedBuySetup:
{
var annotation = createArrowAnnotation(i + 0.5d, arr[lowIndex_] - (cellHeight / 1.39d), arr[lowIndex_] - (cellHeight / 1.9d), Color.LimeGreen);
chart.Annotations.Add(annotation);
}
break;
}
}
if(mark.HasChildren)
foreach (var m in mark.Children)
addAnnotations(chart, date_, m, i, cellHeight, arr, openIndex_, highIndex_, lowIndex_, closeIndex_);
}
public void AddChild(DeMarkMarker mark_)
{
if (mark_ == null) return;
if (m_children == null) m_children = new List<DeMarkMarker>();
m_children.Add(mark_);
}
public static List<DeMarkMarker> GetSetups(ConstructGen<double> prices_, int openIndex_ = 0, int highIndex_ = 1, int lowIndex_ = 2,
int closeIndex_ = 3, int targetSeriesLength = 9)
{
var closes = prices_.GetColumnValuesAsDDC(closeIndex_);
var highs = prices_.GetColumnValuesAsDDC(highIndex_);
var lows = prices_.GetColumnValuesAsDDC(lowIndex_);
var ret = new List<DeMarkMarker>();
int lowerSetupCount = 0;
int higherSetupCount = 0;
for (int i = 4; i < closes.Length; ++i)
{
{
if (closes.Data[i] < closes.Data[i - 4])
{
/////Setup Cancellation////
//if the setups do not reach the target, we cancel the setup
if (higherSetupCount > 0 && higherSetupCount < targetSeriesLength)
{
higherSetupCount = 0;
ret.RemoveAt(ret.Count - 1);
}
++lowerSetupCount;
}
else
{
/////Setup Cancellation////
//if the setups do not reach the target, we cancel the setup
if (lowerSetupCount > 0 && lowerSetupCount < targetSeriesLength)
ret.RemoveAt(ret.Count - 1);
lowerSetupCount = 0;
}
if (lowerSetupCount > 0)
{
if (lowerSetupCount == 1)
{
// setups start.
var mark = new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.BuySetupStart,
PriceIndex = i,
SeriesIndex = 1,
SetupSeriesLength = targetSeriesLength,
};
ret.Add(mark);
}
var recentSetupStart = ret.Last();
recentSetupStart.AddChild(new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.BuySetupIndex,
PriceIndex = i,
SeriesIndex = lowerSetupCount,
SetupSeriesLength = targetSeriesLength,
});
if (lowerSetupCount == targetSeriesLength)
{
lowerSetupCount = 0;
if ((lows.Data[i] <= lows.Data[i-2] && lows.Data[i] <= lows.Data[i-3]) ||
(lows.Data[i-1] <= lows.Data[i-2] && lows.Data[i] <= lows.Data[i-3]))
recentSetupStart.AddChild(new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.PerfectedBuySetup,
PriceIndex = i,
SeriesIndex = lowerSetupCount,
SetupSeriesLength = targetSeriesLength,
});
}
}
}
{
if (closes.Data[i] > closes.Data[i - 4])
{
if (lowerSetupCount > 0 && lowerSetupCount < targetSeriesLength)
{
lowerSetupCount = 0;
ret.RemoveAt(ret.Count - 1);
}
++higherSetupCount;
}
else
{
/////Setup Cancellation////
//if the setups do not reach the target, we cancel the setup
if (higherSetupCount > 0 && higherSetupCount < targetSeriesLength)
ret.RemoveAt(ret.Count - 1);
higherSetupCount = 0;
}
if (higherSetupCount > 0)
{
if (higherSetupCount == 1)
{
var mark = new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.SellSetupStart,
PriceIndex = i,
SeriesIndex = 1,
SetupSeriesLength = targetSeriesLength,
};
ret.Add(mark);
}
var recentSetupStart = ret.Last();
recentSetupStart.AddChild(new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.SellSetupIndex,
PriceIndex = i,
SeriesIndex = higherSetupCount,
SetupSeriesLength = targetSeriesLength,
});
if (higherSetupCount == targetSeriesLength)
{
higherSetupCount = 0;
if ((highs.Data[i] >= highs.Data[i - 2] && highs.Data[i] >= highs.Data[i - 3]) ||
(highs.Data[i - 1] >= highs.Data[i - 2] && highs.Data[i] >= highs.Data[i - 3]))
recentSetupStart.AddChild(new DeMarkMarker
{
Date = closes.Dates[i],
EventType = DeMarkEventType.PerfectedSellSetup,
PriceIndex = i,
SeriesIndex = lowerSetupCount,
SetupSeriesLength = targetSeriesLength,
});
}
}
}
}
// if one setup immediately continues in the another one,
// then disable the latter one
if (ret.Count > 1)
for (int i = 1; i < ret.Count; ++i)
{
if (ret[i].Disabled.HasValue == false && ret[i - 1].Disabled.HasValue == false && ret[i].EventType == ret[i - 1].EventType &&
ret[i].PriceIndex == (ret[i - 1].PriceIndex + targetSeriesLength))
ret[i].Disabled = ret[i - 1].Date;
}
return ret;
}
