public NarrowChannel CheckNewSlope(int bar)
{
NarrowChannel channel = new NarrowChannel(this);
channel.addBar(bar);
channel.Calculate();
return(channel);
}
public virtual void ContinueOrEnd()
{
NarrowChannel channel = Tapes[0];
int top = channel.High;
int bottom = channel.Low;
double close = Bars.Close[0];
bool isSuccess = false;
if (Tapes[0].IsDown)
{
if (close > top)
{
isSuccess = TryNewTape(Tapes[0].LastLowBar, Trend.Up);
}
else if (close < bottom)
{
isSuccess = TryNewTape(Tapes[0].LastHighBar, Trend.Down);
}
}
else if (Tapes[0].IsUp)
{
if (close < bottom)
{
isSuccess = TryNewTape(Tapes[0].LastHighBar, Trend.Down);
}
else if (close > top)
{
isSuccess = TryNewTape(Tapes[0].LastLowBar, Trend.Up);
}
}
else
{
if (close < bottom)
{
isSuccess = TryNewTape(Tapes[0].LastHighBar, Trend.Down);
}
else if (close > top)
{
isSuccess = TryNewTape(Tapes[0].LastLowBar, Trend.Up);
}
}
if (!isSuccess)
{
channel.TryExtend();
return;
}
}
public override bool OnIntervalClose()
{
if (tapes.Count == 0)
{
TryNewTape(Bars.CurrentBar, Trend.Flat);
return(true);
}
ContinueOrEnd();
if (tapes.Count > 1)
{
NarrowChannel line = tapes[1];
int lastBO = line.BreakoutBar;
if (line.IsUp && line.Direction != tapes[0].Direction)
{
int lastHighBar = line.LastHighBar;
double lastHigh = Bars.High[Bars.CurrentBar - lastHighBar];
if (lows.Count == 0 || lastHighBar - lows[0].X > 1)
{
if (highs.Count == 0 || lastHighBar != highs[0].X)
{
NewHigh(lastHighBar, lastHigh);
}
}
}
else if (line.IsDown && line.Direction != tapes[0].Direction)
{
int lastLowBar = line.LastLowBar;
double lastLow = Bars.Low[Bars.CurrentBar - lastLowBar];
if (highs.Count == 0 || lastLowBar - highs[0].X > 1)
{
if (lows.Count == 0 || lastLowBar != lows[0].X)
{
NewLow(lastLowBar, lastLow);
}
}
}
}
return(true);
}
protected bool TryNewTape(int lastLineBar, Trend trend)
{
NarrowChannel channel = new NarrowChannel(Bars);
channel.BreakoutBar = Bars.CurrentBar;
channel.LongColor = LongColor;
channel.ShortColor = ShortColor;
channel.Chart = Chart;
channel.DrawLines = drawLines;
channel.ReDrawLines = RedrawLines;
channel.DrawSolidLines = drawSolidLines;
channel.DrawDashedLines = drawDashedLines;
channel.Extend = extend;
if (channel.TryInitialize(lastLineBar, trend))
{
tapes.Add(channel);
// hasNewChannel = true;
// if( tapes.Count < 2 || channel.Direction != tapes[1].Direction) {
// strategy.FireEvent(new NewChannel().SetDirection(channel.Direction).ExpirySeconds(30));
// }
return(true);
}
return(false);
}
public NarrowChannel(NarrowChannel other)
{
this.bars = other.bars;
lrHigh = new LinearRegression(other.lrHigh.Coord);
lrLow = new LinearRegression(other.lrLow.Coord);
}
public void TryExtend()
{
bool recalculate = true;
if (CountPoints > 100)
{
return;
}
NarrowChannel channel = CheckNewSlope(bars.CurrentBar);
switch (Direction)
{
default:
case Trend.Flat:
if (channel.Direction != Trend.Flat)
{
recalculate = false;
}
break;
case Trend.Up:
if (channel.Direction != Trend.Up)
{
recalculate = false;
}
break;
case Trend.Down:
if (channel.Direction != Trend.Down)
{
recalculate = false;
}
break;
}
if (CountPoints > 3)
{
recalculate = false;
}
addBar(bars.CurrentBar);
try {
if (recalculate)
{
Calculate();
}
UpdateEnds(); // Was before calcMaxDev
calcHighest();
if (recalculate)
{
calcMaxDev();
}
if (drawLines)
{
if (reDrawLines)
{
RedrawChannel();
}
else
{
DrawChannel();
}
}
} catch (ApplicationException ex) {
log.Notice(ex.ToString());
return;
}
return;
}
