Forex_Strategy_Builder.Backtester.ShortestMethod C# (CSharp) Метод

        static void ShortestMethod(int bar, BacktestEval eval, ref double current,
            bool isTopReachable, bool isBottomReachable,
            bool isHigherPrice, bool isLowerPrice,
            double priceHigher, double priceLower,
            Order orderHigher, Order orderLower,
            bool isClosingAmbiguity)
        {
            double open  = Open[bar];
            double high  = High[bar];
            double low   = Low[bar];
            double close = Close[bar];

            bool isGoUpward;
            if (!session[bar].IsTopReached && !session[bar].IsBottomReached)
                isGoUpward = open > close;
            else if (session[bar].IsTopReached && !session[bar].IsBottomReached)
                isGoUpward = false;
            else if (!session[bar].IsTopReached && session[bar].IsBottomReached)
                isGoUpward = true;
            else
                isGoUpward = open > close;

            if (isLowerPrice && current - priceLower < micron)
                isGoUpward = false;
            if (isHigherPrice && priceHigher - current < micron)
                isGoUpward = true;

            if (eval == BacktestEval.None)
            {   // There is no more orders
                if (!session[bar].IsTopReached && !session[bar].IsBottomReached)
                {   // Neither the top nor the bottom was reached
                    if (isGoUpward)
                    {   // Hit the Top
                        current = high;
                        session[bar].SetWayPoint(high, WayPointType.High);
                        session[bar].IsTopReached = true;
                    }
                    else
                    {   // Hit the Bottom
                        current = low;
                        session[bar].SetWayPoint(low, WayPointType.Low);
                        session[bar].IsBottomReached = true;
                    }
                }
                else if (!session[bar].IsTopReached)
                {   // Hit the Top
                    current = high;
                    session[bar].SetWayPoint(high, WayPointType.High);
                    session[bar].IsTopReached = true;
                }
                else if (!session[bar].IsBottomReached)
                {   // Hit the Bottom
                    current = low;
                    session[bar].SetWayPoint(low, WayPointType.Low);
                    session[bar].IsBottomReached = true;
                }
            }
            if (eval == BacktestEval.Correct)
            {   // Hit the top/bottom or execute
                Order  theOrder = null;
                double thePrice = 0;
                if (isHigherPrice)
                {
                    theOrder = orderHigher;
                    thePrice = priceHigher;
                }
                else if (isLowerPrice)
                {
                    theOrder = orderLower;
                    thePrice = priceLower;
                }

                if (!session[bar].IsBottomReached && isBottomReachable && !isGoUpward)
                {   // Hit the Bottom
                    current = low;
                    session[bar].SetWayPoint(low, WayPointType.Low);
                    session[bar].IsBottomReached = true;
                }
                else if (!session[bar].IsTopReached && isTopReachable && isGoUpward)
                {   // Hit the Top
                    current = high;
                    session[bar].SetWayPoint(high, WayPointType.High);
                    session[bar].IsTopReached = true;
                }
                else
                {   // Execute the order
                    current = thePrice;
                    ExecOrd(bar, theOrder, thePrice, eval);
                }
            }
            else if (eval == BacktestEval.Ambiguous)
            {   // Ambiguous - two orders or order and bar closing
                if (!isClosingAmbiguity)
                {   // Execute the nearest order
                    Order  theOrder;
                    double thePrice;

                    if (isGoUpward)
                    {
                        theOrder = orderHigher;
                        thePrice = priceHigher;
                    }
                    else
                    {
                        theOrder = orderLower;
                        thePrice = priceLower;
                    }
                    current = thePrice;
                    ExecOrd(bar, theOrder, thePrice, eval);
                }
                else
                {   // Exit the bar
                    current = close;
                    session[bar].BacktestEval = BacktestEval.Ambiguous;
                    if (isHigherPrice)
                        orderHigher.OrdStatus = OrderStatus.Cancelled;
                    else if (isLowerPrice)
                        orderLower.OrdStatus = OrderStatus.Cancelled;
                }
            }

            return;
        }