Bar Closing Strenght

				
					/// <summary>
/// Calculates the closing strength of a bar.
/// </summary>
/// <param name="bar"> The bar that occured n number of bars ago. </param>
/// <remarks> 0.9 = closing near high of bar, 0.1 = closing near low of bar. </remarks>
/// <returns> The percent closing strength of requested bar. </returns>
private double ClosingStrength(int bar)
{
	return (Close[bar] - Low[bar]) / (High[bar] - Low[bar]);
}

/// <summary>
/// Calculates the closing strength of a bar based on closing direction, relative size, and wick size.
/// </summary>
/// <param name="bar"> The bar that occured n number of bars ago. </param>
/// <remarks> 
/// With constants all set 1, -3 would be a strong bearish bar, and positive 3 would be a strong bullish bar. 
/// Each variable can produce a value between 1 and -1 based on data of the provided bar.
/// </remarks>
/// <returns> The relative closing strength of the provided bar. </returns>
private double ClosingStrength(int bar)
{
    double close = Close[bar];
    double open = Open[bar];
    double low = Low[bar];
    double high = High[bar];

    // constants
    double C1 = 1;
    double C2 = 1;
    double C3 = 1;

    double wickStrength;
    double sizeStrength;
    double closeStrength;

    // lower wick minus upper wick divided by sum
    if (close > open)
    {
        if (open - low > 0 || high - close > 0) // prevents dividing by zero error
            wickStrength = ((open - low) - (high - close)) / ((open - low) + (high - close));
        else
            wickStrength = 0;
    }
    else
    {
        if (close - low > 0 || high - open > 0) // prevents dividing by zero error
            wickStrength = ((close - low) - (high - open)) / ((close - low) + (high - open));
        else
            wickStrength = 0;
    }

    // bar body size divided by the average of the last n bars body size
    int barCount = 5;

    if (CurrentBar < bar + barCount) // prevents out of bounds error
        barCount = CurrentBar - bar - 1;

    double bodySizeSum = 0;
    for (int i = 1; i <= barCount; i++)
        bodySizeSum += Math.Abs(Close[bar + i] - Open[bar + i]);
    double bodySizeAvg = bodySizeSum / barCount;

    sizeStrength = (close - open) / bodySizeAvg;

    if (sizeStrength > 1) // keeps sizeStrength within same relative range as other variables
        sizeStrength = 1;
    else if (sizeStrength < -1)
        sizeStrength = -1;

    // closing percent value of the bar relative to direction of close (bullish or bearish)
    if (close > open)
        closeStrength = (close - open) / (high - open);
    else
        closeStrength = (close - open) / (open - low);

    return wickStrength * C1 + sizeStrength * C2 + closeStrength * C3;
}