Equity Curve Versus R-Curve: Two Views of the Same Account

[PTScalper]

Here it is Ctrader version:

Code: Select all

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class LiquiditySweep : Indicator
    {
        [Parameter("Pivot Left Bars", DefaultValue = 5)]
        public int LeftBars { get; set; }

        [Parameter("Pivot Right Bars", DefaultValue = 5)]
        public int RightBars { get; set; }

        private double _lastHigh = double.NaN;
        private double _lastLow = double.NaN;
        private int _lastHighIndex;
        private int _lastLowIndex;

        public override void Calculate(int index)
        {
            // Wait until we have enough bars to form a pivot
            if (index < LeftBars + RightBars)
                return;

            int pivotIndex = index - RightBars;

            // 1. Identify Pivot High
            bool isPivotHigh = true;
            for (int i = pivotIndex - LeftBars; i <= index; i++)
            {
                if (i == pivotIndex) continue;
                if (Bars.High[i] >= Bars.High[pivotIndex])
                {
                    isPivotHigh = false;
                    break;
                }
            }

            if (isPivotHigh)
            {
                _lastHigh = Bars.High[pivotIndex];
                _lastHighIndex = pivotIndex;
            }

            // 2. Identify Pivot Low
            bool isPivotLow = true;
            for (int i = pivotIndex - LeftBars; i <= index; i++)
            {
                if (i == pivotIndex) continue;
                if (Bars.Low[i] <= Bars.Low[pivotIndex])
                {
                    isPivotLow = false;
                    break;
                }
            }

            if (isPivotLow)
            {
                _lastLow = Bars.Low[pivotIndex];
                _lastLowIndex = pivotIndex;
            }

            // 3. Draw and dynamically extend structural lines
            if (!double.IsNaN(_lastHigh))
            {
                // Using a static name "ResLine" automatically updates/extends the existing line on each tick
                var resLine = Chart.DrawTrendLine("ResLine", _lastHighIndex, _lastHigh, index, _lastHigh, Color.FromArgb(120, Color.Red));
                resLine.LineStyle = LineStyle.Lines;
            }

            if (!double.IsNaN(_lastLow))
            {
                var supLine = Chart.DrawTrendLine("SupLine", _lastLowIndex, _lastLow, index, _lastLow, Color.FromArgb(120, Color.Green));
                supLine.LineStyle = LineStyle.Lines;
            }

            // 4. Sweep Detection Logic
            // Checks if the current bar swept the previous structure but rejected and closed inside.
            if (!double.IsNaN(_lastHigh) && Bars.High[index] > _lastHigh && Bars.Close[index] < _lastHigh)
            {
                Chart.DrawIcon("SweepHigh_" + index, ChartIconType.DownArrow, index, Bars.High[index] + (Symbol.PipSize * 3), Color.Red);
            }

            if (!double.IsNaN(_lastLow) && Bars.Low[index] < _lastLow && Bars.Close[index] > _lastLow)
            {
                Chart.DrawIcon("SweepLow_" + index, ChartIconType.UpArrow, index, Bars.Low[index] - (Symbol.PipSize * 3), Color.Green);
            }
        }
    }
}

[PTScalper]

Key Differences from Pine Script

Line Extension: By passing static string names ("ResLine" and "SupLine") into Chart.DrawTrendLine, the cTrader API automatically handles the garbage collection of the old line segments and dynamically stretches the line to the current index on every tick, keeping your DOM perfectly clean.

Icon Anchoring: Icons are uniquely named ("SweepHigh_" + index) so they remain permanently stamped on the chart where historical sweeps occurred, offset by 3 pips to keep the wicks visible.