Question

I am writing an algorithm to count the number of bars have passed since the n-th peak.
Assuming that I have a list of integer which keeps track of all the occurrences of peak as below.

3, 7, 10, 13

The above tells me that the peak occurs at the index 3, 7, 10 and 13.
The length of the source data is 15.

Let n = 1

then I should be seeing a resultant list as below:

• index 0 = null – there is no peak yet

• index 1 = null – there is no peak yet

• index 2 = null – there is no peak yet

• index 3 = 0 – peak was hit here so there bars passed is 0

• index 4 = 1 – peak was hit in previous bar so the bars passed is 1

• index 5 = 2 – peak was already hit and the number of bars passed is 2

• index 6 = 3 – peak was already hit and the number of bars passed is 3

• index 7 = 0 – peak hit here again so the number of bars passed since the last 1 (n) peak is 0 and result follows as below:

  index 8 = 1,
  index 9 = 2,
  index 10 = 0,
  index 11 = 1,
  index 12 = 2,
  index 13 = 0,
  index 14 = 1

Assume n = 2

number of bars passed since 2 most recent peaks. So the result is as below:

• index 0 = null

• index 1 = null

• index 2 = null

• index 3 = null – first peak but n = 2 so there is no 2nd peak so far…

• index 4 = null

• index 5 = null

• index 6 = null

• index 7 = 4 – second peak only hit here, so the number of days passed since the last 2 peak is 4, this is counted from the index where the first peak was hit, in this case is 3

• index 8 = 5

• index 9 = 6

• index 10 = 3 – another peak hit here, the peak before this (n = 2) happened at index = 7, so it is counted from index = 7

• index 11 = 4

• index 12 = 5

• index 13 = 3 – another peak hit here, the peak before this (n = 2) happened at index = 10, so it is counted from index = 10

• index 14 = 4

I wrote an algorithm to accomplish this however, it’s not giving me the right output. I would appreciate if someone could tell me what’s wrong with my algo or propose a better way doing this.

    int nth =  GetNValue();// Get the N Value...
    //SourceData = listData
    int peakCount = 0;
    int value= 0; 
    int barssince = 0;
    List<Data> listValue = new List<Data>();
    List<int> listResult =  new List<int); //to hold the result..
    List<int> listPeaks = GetPeakValue();
    for (int index = 0; index < listData.Count; index++)
    {
     if (peakcount > 0)
     {
           barssince++;
           listValue[listValue.Count - 1].Value = barssince;
     }
     int foundPeak = listPeaks.Find(delegate(int p) { return p == index; });
     if (foundPeak != -1)//Peak FOund
     {
         peakcount++;
         listValue.Add(new Data() { Value = barssince });
         if (peakcount > nth)
         {
               listValue.RemoveAt(0);
         }
         barssince = 0;
     }
     value = listValue.Count >= nth ? listValue.Sum(p => p.Value) : null;
     listResult.Add(value);
    }
    private class Data
    {
       public int Value { get; set; }
    }

Answer 1

Try this:

int n =  GetNValue();// Get the N Value...   
List<int> listPeaks = GetPeakValue(); 
List<int?> result = new List<int?>(listData.Count);
for (int index = 0, peakIndex = -1, nextPeakIndex = peakIndex + n; index < listData.Count; index++)
{
    if (nextPeakIndex < listPeaks.Length && index == listPeaks[nextPeakIndex])
    {
        peakIndex++;
        nextPeakIndex++;
    }

    if (peakIndex < 0)
    {
        result.Add((int?)null);
    }
    else
    {
        result.Add((int?)(index - listPeaks[peakIndex]));
    }
}