PeakTrough (Wealth-Lab Framework)

The PeakTrough class represents a peak or trough that was detected in time series data by the PeakTroughCalculator utility class.

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;

namespace WealthScript
{
	public class DetectedAtIndexExample : UserStrategyBase
	{
		//create indicators and other objects here, this is executed prior to the main trading loop
		public override void Initialize(BarHistory bars)
		{
			//control variables
			double swingPct = 5.0;

			//plot ZigZagHL indicator, it's based on the peak/troughs we're using
			ZigZagHL zz = new ZigZagHL(bars, swingPct, PeakTroughReversalType.Percent, false);
			PlotIndicator(zz);

			//calculate peaks and troughs based on high/lows
			PeakTroughCalculator ptc = new PeakTroughCalculator(bars, swingPct, PeakTroughReversalType.Percent);

			//1. color the detection bar
			//2. draw a line back to the pt bar
			//3. calculate the % change from the pt to the current close
			foreach (PeakTrough pt in ptc.PeakTroughs)
			{
				int daiBar = pt.DetectedAtIndex;
				SetBarColor(bars, daiBar, WLColor.Blue);
				DrawLine(daiBar, bars.Close[daiBar], pt.XIndex, bars.Close[daiBar], WLColor.Blue, 2);

				double change = bars.Close[daiBar] / pt.YValue - 1;
				double bump = pt.Type == PeakTroughType.Peak ? 0.995 : 1.005;
				DrawText(change.ToString("0.00%"), pt.XIndex, bars.Close[daiBar] * bump, WLColor.Black, 10);
			}

		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
		}
	}
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;

namespace WealthScript3
{
	public class PeakTroughIndexExample : UserStrategyBase
	{
		PeakTroughCalculator _ptc;

		public override void Initialize(BarHistory bars)
		{
			//control variables
			double swingPct = 5.0;

			//calculate peaks and troughs based on high/lows
			_ptc = new PeakTroughCalculator(bars, swingPct, PeakTroughReversalType.Percent);

			foreach (PeakTrough pt in _ptc.PeakTroughs)
			{
				//highlight where the peaks and troughs occurred
				SetBackgroundColor(bars, pt.PeakTroughIndex, WLColor.FromArgb(40, WLColor.Blue));

				//add a line to detection bar
				DrawLine(pt.PeakTroughIndex, pt.Value, pt.DetectedAtIndex, pt.Value, WLColor.Purple, 2);
			}
		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
		}
	}
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;

namespace WealthScript
{
	public class PeakTroughTypeExample : UserStrategyBase
	{
		//create indicators and other objects here, this is executed prior to the main trading loop
		public override void Initialize(BarHistory bars)
		{
			//control variables
			double swingPct = 5.0;

			//plot ZigZagHL indicator, it's based on the peak/troughs we're using
			ZigZagHL zz = new ZigZagHL(bars, swingPct, PeakTroughReversalType.Percent, false);
			PlotIndicator(zz);

			//calculate peaks and troughs based on high/lows
			PeakTroughCalculator ptc = new PeakTroughCalculator(bars, swingPct, PeakTroughReversalType.Percent);

			//color detection bar based on type
			foreach (PeakTrough pt in ptc.PeakTroughs)
			{
				WLColor clr = pt.Type == PeakTroughType.Peak ? WLColor.Blue : WLColor.Fuchsia;
				SetBarColor(bars, pt.XIndex, clr);
			}			
		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
		}
	}
}

using WealthLab.Backtest;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;

namespace WealthScript
{
	public class PeakTroughValueExample : UserStrategyBase
	{
		//create indicators and other objects here, this is executed prior to the main trading loop
		public override void Initialize(BarHistory bars)
		{
			//control variables
			double swingPct = 3.0;

			//calculate peaks and troughs based on high/lows
			PeakTroughCalculator ptc = new PeakTroughCalculator(bars, swingPct, PeakTroughReversalType.Percent);

			//draw the zigzag lines ourselves
			PeakTrough lastPT = ptc.PeakTroughs[ptc.PeakTroughs.Count - 1];

			for (int i = ptc.PeakTroughs.Count - 2; i > 1; i--)
			{
				PeakTrough nextPT = ptc.PeakTroughs[i];
				DrawLine(lastPT.XIndex, lastPT.Value, nextPT.XIndex, nextPT.Value, WLColor.Blue, 2);
				lastPT = nextPT;
			}

		}

		//execute the strategy rules here, this is executed once for each bar in the backtest history
		public override void Execute(BarHistory bars, int idx)
		{
		}
	}
}