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MarketDataLib/Generator/Indicators/NarrowRangeIndicator.cs

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+using MarketData.MarketDataModel;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MarketData.Generator.Indicators
+{
+  public class NarrowRangeIndicator
+  {
+    private NarrowRangeIndicator()
+    {
+    }
+// It is assumed that prices are in descending date order.  (i.e.) The most recent price is in the lowest index position
+    public static bool IsNarrowRangeEntry(DateTime date,Prices prices,int dayCount)
+    {
+      if(!IsInsideDay(date,prices))return false;
+      if(!IsNarrowestRange(date,prices,dayCount))return false;
+      return true;
+    }
+    private static bool IsInsideDay(DateTime date,Prices prices)
+    {
+      int index=prices.FindIndex(x=>x.Date.Date.Equals(date));
+      if(-1==index||index+1>=prices.Count)return false;
+      if(!(prices[index].High<=prices[index+1].High&&prices[index].Low>=prices[index+1].Low))return false;
+      return true;
+    }
+    private static bool IsNarrowestRange(DateTime date,Prices prices,int dayCount)
+    {
+      int index=prices.FindIndex(x => x.Date.Date.Equals(date));
+      double range=GetRange(prices,index);
+      if(index+dayCount>=prices.Count-1)return false;
+      for(int dayIndex=index+1;dayIndex<index+dayCount;dayIndex++)
+      {
+        double nextRange=GetRange(prices,dayIndex);
+        if(nextRange<range)return false;
+      }
+      return true;
+    }
+    private static double GetRange(Prices prices,int index)
+    {
+      double range=prices[index].High-prices[index].Low;
+      return Math.Abs(range);
+    }
+  }
+}