fractals

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class FractalBreakIndicator : Indicator
    {
        [Output("BullFractals", LineColor = "Turquoise", PlotType = PlotType.DiscontinuousLine, Thickness = 1)]
        public IndicatorDataSeries BullFractalBreak { get; set; }

        [Output("BearFractals", LineColor = "Orange", PlotType = PlotType.DiscontinuousLine, Thickness = 1)]
        public IndicatorDataSeries BearFractalBreak { get; set; }

        protected override void Initialize()
        {
            // Initialize and create nested indicators
        }

        public override void Calculate(int index)
        {
            ProcessBearFractalBreak();
            ProcessBullFractalBreak();
        }

        private void ProcessBearFractalBreak()
        {
            bool shortPosition = false;
            int confirmationIndex = -1;

            // Find last bear and bull fractal
            int index = this.Bars.Count - 2;
            int? bearFractalIndex = FindLastBearFractal(index);
            int? bullFractalIndex = FindLastBullFractal(index);
            if (bearFractalIndex != null)
            {
                // DRAW BEAR FRACTAL LINE
                for (int i = 0; i < Bars.Count; i++)
                {
                    if (i < bearFractalIndex.Value)
                        BearFractalBreak[i] = double.NaN;
                    else
                        BearFractalBreak[i] = Bars[bearFractalIndex.Value].Low;
                }
                var txt1 = Chart.DrawText("BearFase1", "FRACTAL (WAITING FOR BREAK)", bearFractalIndex.Value, Bars[bearFractalIndex.Value].Low, Color.Orange);
                var txt2 = Chart.DrawText("BearFase2", "", bearFractalIndex.Value, Bars[bearFractalIndex.Value].Low, Color.Orange);
                var txt3 = Chart.DrawText("BearFase3", "", bearFractalIndex.Value, Bars[bearFractalIndex.Value].Low, Color.Orange);
                var txt4 = Chart.DrawText("BearFase3_desc", "", bearFractalIndex.Value, Bars[bearFractalIndex.Value].Low, Color.Orange);

                // Find fractal break (bear)
                int? fractalBreak = FindBearFractalBreak(bearFractalIndex.Value);
                if (fractalBreak != null)
                {
                    BearFractalBreak[fractalBreak.Value] = Bars[fractalBreak.Value].Close;
                    txt2 = Chart.DrawText("BearFase2", "BREAK", fractalBreak.Value, Bars[fractalBreak.Value].Low, Color.Orange);
                    txt1 = Chart.DrawText("BearFase1", "FRACTAL", bearFractalIndex.Value, Bars[bearFractalIndex.Value].Low, Color.Orange);

                    if (bullFractalIndex != null)
                    {
                        int i = fractalBreak.Value + 1;
                        for (; i < this.Bars.Count; i++)
                        {
                            if (this.Bars[i].High >= this.Bars[bearFractalIndex.Value].Low && this.Bars[i].Close < this.Bars[bearFractalIndex.Value].Low && this.Bars[i].Close < this.Bars[bullFractalIndex.Value].Close && fractalBreak.Value < i && i < Bars.Count - 1)
                            {
                                // CONFIRMED -> SHORT
                                BearFractalBreak[i] = Bars[bearFractalIndex.Value].Low;
                                txt3 = Chart.DrawText("BearFase3", "SHORT", i, Bars[i].Low, Color.Orange);
                                txt4 = Chart.DrawText("BearFase3_desc", "CONFIRMED", fractalBreak.Value + 1, Bars[bearFractalIndex.Value].Low, Color.Orange);
                                shortPosition = true;
                                confirmationIndex = i;
                                break;
                            }
                            else
                            {
                                // DRAW BEAR FRACTAL RETEST LINE
                                if (!shortPosition)
                                    BearFractalBreak[i] = Bars[bearFractalIndex.Value].Low;
                                else
                                    BearFractalBreak[i] = double.NaN;
                            }
                        }

                        if (!shortPosition)
                            txt4 = Chart.DrawText("BearFase3_desc", "WAITING FOR CONFIRMATION", fractalBreak.Value + 1, Bars[bearFractalIndex.Value].Low, Color.Orange);

                        for (i += 1; i < this.Bars.Count; i++)
                            BearFractalBreak[i] = double.NaN;
                    }
                }
            }
        }

        private void ProcessBullFractalBreak()
        {
            bool longPosition = false;
            int confirmationIndex = -1;

            // Find last bear and bull fractal
            int index = this.Bars.Count - 2;
            int? bearFractalIndex = FindLastBearFractal(index);
            int? bullFractalIndex = FindLastBullFractal(index);
            if (bullFractalIndex != null)
            {
                // DRAW BULL FRACTAL LINE
                for (int i = 0; i < Bars.Count; i++)
                {
                    if (i < bullFractalIndex.Value)
                        BullFractalBreak[i] = double.NaN;
                    else
                        BullFractalBreak[i] = Bars[bullFractalIndex.Value].High;
                }
                var txt1 = Chart.DrawText("BullFase1", "FRACTAL (WAITING FOR BREAK)", bullFractalIndex.Value, Bars[bullFractalIndex.Value].High, Color.Turquoise);
                var txt2 = Chart.DrawText("BullFase2", "", bullFractalIndex.Value, Bars[bullFractalIndex.Value].High, Color.Turquoise);
                var txt3 = Chart.DrawText("BullFase3", "", bullFractalIndex.Value, Bars[bullFractalIndex.Value].High, Color.Turquoise);
                var txt4 = Chart.DrawText("BullFase3_desc", "", bullFractalIndex.Value, Bars[bullFractalIndex.Value].High, Color.Turquoise);

                // Find fractal break (bull)
                int? fractalBreak = FindBullFractalBreak(bullFractalIndex.Value);
                if (fractalBreak != null)
                {
                    BullFractalBreak[fractalBreak.Value] = Bars[fractalBreak.Value].Close;
                    txt2 = Chart.DrawText("BullFase2", "BREAK", fractalBreak.Value, Bars[fractalBreak.Value].High, Color.Turquoise);
                    txt1 = Chart.DrawText("BullFase1", "FRACTAL", bullFractalIndex.Value, Bars[bullFractalIndex.Value].High, Color.Turquoise);

                    if (bearFractalIndex != null)
                    {
                        int i = fractalBreak.Value + 1;
                        for (; i < this.Bars.Count; i++)
                        {
                            if (this.Bars[i].Low <= this.Bars[bullFractalIndex.Value].High && this.Bars[i].Close > this.Bars[bullFractalIndex.Value].High && this.Bars[i].Close > this.Bars[bearFractalIndex.Value].Close && fractalBreak.Value < i)
                            {
                                // CONFIRMED -> LONG
                                BullFractalBreak[i] = Bars[bullFractalIndex.Value].High;
                                txt3 = Chart.DrawText("BullFase3", "LONG", i, Bars[i].High, Color.Turquoise);
                                txt4 = Chart.DrawText("BullFase3_desc", "CONFIRMED", fractalBreak.Value + 1, Bars[bullFractalIndex.Value].High, Color.Turquoise);
                                longPosition = true;
                                confirmationIndex = i;
                                break;
                            }
                            else
                            {
                                // DRAW BULL FRACTAL RETEST LINE
                                if (!longPosition)
                                    BullFractalBreak[i] = Bars[bullFractalIndex.Value].High;
                                else
                                    BullFractalBreak[i] = double.NaN;
                            }
                        }

                        if (!longPosition)
                            txt4 = Chart.DrawText("BullFase3_desc", "WAITING FOR CONFIRMATION", fractalBreak.Value + 1, Bars[bullFractalIndex.Value].High, Color.Turquoise);

                        for (i += 1; i < this.Bars.Count; i++)
                            BullFractalBreak[i] = double.NaN;
                    }
                }
            }
        }

        private int? FindBearFractalBreak(int bearFractalIndex)
        {
            for (int i = bearFractalIndex + 1; i < this.Bars.Count; i++)
            {
                if (this.Bars[i].Close < this.Bars[bearFractalIndex].Low)
                    return i;
            }

            return null;
        }

        private int? FindBullFractalBreak(int bullFractalIndex)
        {
            for (int i = bullFractalIndex + 1; i < this.Bars.Count; i++)
            {
                if (this.Bars[i].Close > this.Bars[bullFractalIndex].High)
                    return i;
            }

            return null;
        }

        private int? FindLastBearFractal(int startIndex)
        {
            for (int i = startIndex; i >= 4; i--)
            {
                if (this.Bars[i].Low > this.Bars[i - 2].Low && this.Bars[i - 1].Low > this.Bars[i - 2].Low && this.Bars[i - 3].Low > this.Bars[i - 2].Low && this.Bars[i - 4].Low > this.Bars[i - 2].Low)

                    return i - 2;
            }

            return null;
        }

        private int? FindLastBullFractal(int startIndex)
        {
            for (int i = startIndex; i >= 4; i--)
            {
                if (this.Bars[i].High < this.Bars[i - 2].High && this.Bars[i - 1].High < this.Bars[i - 2].High && this.Bars[i - 3].High < this.Bars[i - 2].High && this.Bars[i - 4].High < this.Bars[i - 2].High)

                    return i - 2;
            }

            return null;
        }
    }
}