WEALTHLAB FRAMEWORK / CLASS REFERENCE

PeakTrough

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NamespaceWealthLab.Indicators

Parent

Object

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.

Members

DetectedAtIndex

public int DetectedAtIndex

The index where the peak or trough was actually detected. Because a peak or trough can only be confirmed after a reversal occurs, DetectedAtIndex will generally be later than the actual peak or trough index represented by PeakTroughIndex.

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)
        {
        }
    }
}

PeakTroughIndex

public int PeakTroughIndex

The index of the actual apex of a peak or nadir of a trough. The XIndex property returns the same value and can be used interchangeably.

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)
        {
        }
    }
}

TrendLineCache

public Dictionary<string, TrendLine> TrendLineCache

Contains a Dictionary of previously calculated TrendLine instances, keyed by string. This cache can be used to associate calculated trendlines with the PeakTrough and avoid recalculating them.

Type

public PeakTroughType Type

Specifies whether this instance represents a PeakTroughType.Peak or a PeakTroughType.Trough.

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)
        {
        }
    }
}

Value

public double Value

The apex value of a peak or the nadir value of a trough. The YValue property returns the same value and can be used interchangeably.

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)
        {
        }
    }
}