private static int CompareExtremums(Extremum left, Extremum right)
{
if (left.DateTime > right.DateTime)
return 1;
if (left.DateTime < right.DateTime)
return -1;
/*if (left.CheckerIndex > right.CheckerIndex)
return 1;
if (left.CheckerIndex < right.CheckerIndex)
return -1;*/
return 0;
}
public Extremum AddExtremum(Extremum extremum)
{
var firstExtremums = extremum.IsMinimum ? firstMinimums : firstMaximums;
if (firstExtremums.Contains(extremum))
return null;
firstExtremums.Add(extremum);
if (CompareExtremums(firstExtremums.GetLast(), extremum) != 0)
return null;
if (firstExtremums.Count < 3)
return null;
if (extremum.IsMinimum)
return TryGetSecondMinimum();
return TryGetSecondMaximum();
}
private bool NeedToTrade(RobotContext context, Extremum secondExtremum)
{
var isTrendLong = IsTrendLong(context.Candles);
context.Logger.Debug("NeedToTrade? extremum:{0}, trend:{1}", secondExtremum.IsMinimum, isTrendLong);
return secondExtremum.IsMinimum == isTrendLong;
}
private Extremum SaveSecondExtremum(Extremum mid, Extremum right)
{
var extremum = new Extremum(mid.Value, right.CheckerIndex, mid.DateTime, mid.IsMinimum);
(mid.IsMinimum ? secondMinimums : secondMaximums).Add(extremum);
return extremum;
}