Forex_Strategy_Builder.Parabolic_SAR.Calculate C# (CSharp) Метод

        public override void Calculate(SlotTypes slotType)
        {
            double dAFMin = IndParam.NumParam[0].Value;
            double dAFInc = IndParam.NumParam[1].Value;
            double dAFMax = IndParam.NumParam[2].Value;

            // Reading the parameters
            int intDirNew;
            double dAF;
            double dPExtr;
            double dPSARNew = 0;
            int[]    aiDir  = new int[Bars];
            double[] adPSAR = new double[Bars];

            //----	Calculating the initial values
            adPSAR[0] = 0;
            dAF       = dAFMin;
            intDirNew = 0;
            if (Close[1] > Open[0])
            {
                aiDir[0]  = 1;
                aiDir[1]  = 1;
                dPExtr    = Math.Max(High[0], High[1]);
                adPSAR[1] = Math.Min(Low[0],  Low[1]);
            }
            else
            {
                aiDir[0]  = -1;
                aiDir[1]  = -1;
                dPExtr    = Math.Min(Low[0],  Low[1]);
                adPSAR[1] = Math.Max(High[0], High[1]);
            }

            for (int iBar = 2; iBar < Bars; iBar++)
            {
                //----	PSAR for the current period
                if (intDirNew != 0)
                {
                    // The direction was changed during the last period
                    aiDir[iBar]  = intDirNew;
                    intDirNew    = 0;
                    adPSAR[iBar] = dPSARNew + dAF * (dPExtr - dPSARNew);
                }
                else
                {
                    aiDir[iBar]  = aiDir[iBar - 1];
                    adPSAR[iBar] = adPSAR[iBar - 1] + dAF * (dPExtr - adPSAR[iBar - 1]);
                }

                // PSAR has to be out of the previous two bars limits
                if (aiDir[iBar] > 0 && adPSAR[iBar] > Math.Min(Low[iBar - 1], Low[iBar - 2]))
                    adPSAR[iBar] = Math.Min(Low[iBar - 1], Low[iBar - 2]);
                else if (aiDir[iBar] < 0 && adPSAR[iBar] < Math.Max(High[iBar - 1], High[iBar - 2]))
                    adPSAR[iBar] = Math.Max(High[iBar - 1], High[iBar - 2]);

                //----	PSAR for the next period

                // Calculation of the new values of flPExtr and flAF
                // if there is a new extreme price in the PSAR direction
                if (aiDir[iBar] > 0 && High[iBar] > dPExtr)
                {
                    dPExtr = High[iBar];
                    dAF    = Math.Min(dAF + dAFInc, dAFMax);
                }

                if (aiDir[iBar] < 0 && Low[iBar] < dPExtr)
                {
                    dPExtr = Low[iBar];
                    dAF    = Math.Min(dAF + dAFInc, dAFMax);
                }

                // Whether the price reaches PSAR
                if (Low[iBar] <= adPSAR[iBar] && adPSAR[iBar] <= High[iBar])
                {
                    intDirNew = -aiDir[iBar];
                    dPSARNew  = dPExtr;
                    dAF       = dAFMin;
                    if (intDirNew > 0)
                        dPExtr = High[iBar];
                    else
                        dPExtr = Low[iBar];
                }

            }
            int iFirstBar = 8;

            // Saving the components
            Component = new IndicatorComp[1];

            Component[0] = new IndicatorComp();
            Component[0].CompName = "PSAR value";
            if (slotType == SlotTypes.Close)
                Component[0].DataType = IndComponentType.ClosePrice;
            else
                Component[0].DataType = IndComponentType.IndicatorValue;
            Component[0].ChartType  = IndChartType.Dot;
            Component[0].ChartColor = Color.Violet;
            Component[0].FirstBar   = iFirstBar;
            Component[0].PosPriceDependence = PositionPriceDependence.BuyHigherSellLower;
            Component[0].Value      = adPSAR;

            return;
        }