/*
* Calculate time required to move between certain prices
* with certain initial direction of price change.
*
* PARAMETERS:
* IN fStartPrice - price at the start of the time interval
* IN fEndPrice - price at the end of the time interval
* IN iStartDirection - direction (up or down) on the price curve at the start of the time interval
*
* RETURNS:
* seconds required to move from the start price to the end price
*/
double CMEESecurity::CalculateTime(
CMoney fStartPrice,
CMoney fEndPrice,
int iStartDirection)
{
int iHalfPeriod = m_iPeriod / 2;
// Distance on the price curve from StartPrice to EndPrice (in dollars)
//
CMoney fDistance;
// Amount of time (in seconds) needed to move $1 on the price curve.
// In half a period the price moves over the entire price range.
//
double fSpeed = iHalfPeriod / m_fRange.DollarAmount();
if (fEndPrice > fStartPrice)
{
if (iStartDirection > 0)
{
fDistance = fEndPrice - fStartPrice;
}
else
{
fDistance = (fStartPrice - m_fRangeLow) + (fEndPrice - m_fRangeLow);
}
}
else
{
if (iStartDirection > 0)
{
fDistance = (m_fRangeHigh - fStartPrice) + (m_fRangeHigh - fEndPrice);
}
else
{
fDistance = fStartPrice - fEndPrice;
}
}
return fDistance.DollarAmount() * fSpeed;
}
// Define / operator to make possible double operand on the left
//
double operator /(double l_f, CMoney r_m)
{
return l_f / r_m.DollarAmount();
}
