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MarketDataLib/Generator/Indicators/ChannelBreakoutIndicator.cs

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+using MarketData.MarketDataModel;
+using MarketData.Numerical;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+// Richard Donchian Channel Breakout.  Donchian used 20 days.
+
+namespace MarketData.Generator.Indicators
+{
+  public class ChannelBreakoutIndicator
+  {
+    private ChannelBreakoutIndicator()
+    {
+    }
+    public static bool IsChannelBreakOut(DateTime tradeDate,Prices prices,int dayCount)
+    {
+      if(null==prices||prices.Count<dayCount||0==dayCount||prices[0].Date!=tradeDate) return false;
+      return IsChannelBreakOut(prices[0],prices,dayCount);
+    }
+    public static bool IsChannelBreakOut(Price currentPrice,Prices prices,int dayCount)
+    {
+      if(null==prices||prices.Count<dayCount||null==currentPrice) return false;
+      prices=new Prices(prices.Take(dayCount).ToList());                                            // use the dayCount range provided
+      prices=new Prices(prices.Where(x => !(x.Date.Date.Equals(currentPrice.Date.Date))).ToList()); // make sure  currentPrice is not in the list of prices
+      int count=prices.Count(x => x.Close>=currentPrice.Close);                                     // count how many closing prices are above or equal to our closing price
+      return 0==count?true:false;                                                                   // if no records then currentPrice is the max over the period so return true, otherwise return false;                                                          
+    }
+  }
+}