PeakTrough (Wealth-Lab Framework)

The PeakTrough class represents a peak or trough detected in time series data by the PeakTroughCalculator utility class. It implements the IChartPoint interface, so its XIndex and YValue properties can be used wherever chart points are accepted.

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
namespace WealthScript
{
    public class DetectedAtIndexExample : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
            double swingPct = 5.0;
            ZigZagHL zz = new ZigZagHL(
                bars,
                swingPct,
                PeakTroughReversalType.Percent,
                false);
            PlotIndicator(zz);
            PeakTroughCalculator ptc = new PeakTroughCalculator(
                bars,
                swingPct,
                PeakTroughReversalType.Percent);
            foreach (PeakTrough pt in ptc.PeakTroughs)
            {
                int detectionBar = pt.DetectedAtIndex;
                SetBarColor(bars, detectionBar, WLColor.Blue);
                DrawLine(
                    detectionBar,
                    bars.Close[detectionBar],
                    pt.XIndex,
                    bars.Close[detectionBar],
                    WLColor.Blue,
                    2);
                double change = bars.Close[detectionBar] / pt.YValue - 1.0;
                double bump = pt.Type == PeakTroughType.Peak ? 0.995 : 1.005;
                DrawText(
                    change.ToString("0.00%"),
                    pt.XIndex,
                    bars.Close[detectionBar] * bump,
                    WLColor.Black,
                    10);
            }
        }
        public override void Execute(BarHistory bars, int idx)
        {
        }
    }
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
namespace WealthScript
{
    public class PeakTroughIndexExample : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
            double swingPct = 5.0;
            PeakTroughCalculator ptc = new PeakTroughCalculator(
                bars,
                swingPct,
                PeakTroughReversalType.Percent);
            foreach (PeakTrough pt in ptc.PeakTroughs)
            {
                SetBackgroundColor(
                    bars,
                    pt.PeakTroughIndex,
                    WLColor.FromArgb(40, WLColor.Blue));
                DrawLine(
                    pt.PeakTroughIndex,
                    pt.Value,
                    pt.DetectedAtIndex,
                    pt.Value,
                    WLColor.Purple,
                    2);
            }
        }
        public override void Execute(BarHistory bars, int idx)
        {
        }
    }
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
namespace WealthScript
{
    public class PeakTroughTypeExample : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
            double swingPct = 5.0;
            ZigZagHL zz = new ZigZagHL(
                bars,
                swingPct,
                PeakTroughReversalType.Percent,
                false);
            PlotIndicator(zz);
            PeakTroughCalculator ptc = new PeakTroughCalculator(
                bars,
                swingPct,
                PeakTroughReversalType.Percent);
            foreach (PeakTrough pt in ptc.PeakTroughs)
            {
                WLColor color = pt.Type == PeakTroughType.Peak
                    ? WLColor.Blue
                    : WLColor.Fuchsia;
                SetBarColor(bars, pt.XIndex, color);
            }
        }
        public override void Execute(BarHistory bars, int idx)
        {
        }
    }
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
namespace WealthScript
{
    public class PeakTroughValueExample : UserStrategyBase
    {
        public override void Initialize(BarHistory bars)
        {
            double swingPct = 3.0;
            PeakTroughCalculator ptc = new PeakTroughCalculator(
                bars,
                swingPct,
                PeakTroughReversalType.Percent);
            if (ptc.PeakTroughs.Count < 2)
                return;
            PeakTrough lastPT =
                ptc.PeakTroughs[ptc.PeakTroughs.Count - 1];
            for (int i = ptc.PeakTroughs.Count - 2; i >= 0; i--)
            {
                PeakTrough nextPT = ptc.PeakTroughs[i];
                DrawLine(
                    lastPT.XIndex,
                    lastPT.Value,
                    nextPT.XIndex,
                    nextPT.Value,
                    WLColor.Blue,
                    2);
                lastPT = nextPT;
            }
        }
        public override void Execute(BarHistory bars, int idx)
        {
        }
    }
}