Swing high code

amusleh
03 Sep 2021, 10:31

Hi,

Try these extension methods (Copy this and paste it at the bottom of your indicator class):

public static class DataSeriesExtensions
    {

        /// <summary>
        /// Returns the maximum value between start and end (inclusive) index in a dataseries
        /// </summary>
        /// <param name="dataSeries"></param>
        /// <param name="startIndex">Start index (Ex: 1)</param>
        /// <param name="endIndex">End index (Ex: 10)</param>
        /// <returns>double</returns>
        public static double Maximum(this DataSeries dataSeries, int startIndex, int endIndex)
        {
            var max = double.NegativeInfinity;

            for (var i = startIndex; i <= endIndex; i++)
            {
                max = Math.Max(dataSeries[i], max);
            }

            return max;
        }
		
		/// <summary>
        /// Checks if the index value is higher than x previous and future values in a data series
        /// </summary>
        /// <param name="dataSeries"></param>
        /// <param name="index">Dataseries value index</param>
        /// <param name="previousValues">The number of index previous values to check</param>
        /// <param name="futureValues">The number of index future values to check</param>
        /// <param name="equal">Check for equality</param>
        /// <returns>bool</returns>
        public static bool IsHigher(
            this DataSeries dataSeries, int index, int previousValues = 0, int futureValues = 0, bool equal = true)
        {
            var previousBarsHighest = previousValues > 0 ? dataSeries.Maximum(index - previousValues, index - 1) : double.NegativeInfinity;
            var futureBarsHighest = futureValues > 0 ? dataSeries.Maximum(index + 1, index + futureValues) : double.NegativeInfinity;

            if (equal)
            {
                return dataSeries[index] >= previousBarsHighest && dataSeries[index] >= futureBarsHighest;
            }
            else
            {
                return dataSeries[index] > previousBarsHighest && dataSeries[index] > futureBarsHighest;
            }
        }
	}

Usage:

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

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator : Indicator
    {

        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            bool isSwingHigh = Bars.ClosePrices.IsHigher(index, 3, 3, false);
        }
    }
}