// Code Copyright (2007) Ray Burkholder & One Unified
// May not be used without attribution
// ray@oneunified.net

	double dblPatternDelta = 0.30; // pt1 becomes new anchor when abs(pt0-pt1)>delta
	double PatternPt0; // pattern end point, drags pt1 away from anchor, but can retrace at will
	double PatternPt1; // pattern mid point, can only move away from anchor point
	DateTime dtPatternPt1;  // when it was last encountered
	DoubleSeries dsPattern;
	enum EPatternState { init, start, down, up };
	EPatternState PatternState;

	//
	// Pattern calculation 
	//
	switch ( PatternState ) {
		case EPatternState.init:
			PatternPt1 = val;
			PatternPt0 = val;
			PatternState = EPatternState.start;
			dsPattern.Add( quote.DateTime, val );
			//Console.WriteLine( "{0} Pattern init {1}", SmartQuant.Clock.Now, PatternState );  
			break;
		case EPatternState.start:
			if ( Math.Abs( val - PatternPt1 ) >= dblPatternDelta ) {
				dtPatternPt1 = Clock.Now;
				PatternPt0 = val;
				if ( val > PatternPt1 ) {
					PatternState = EPatternState.up;
					//Console.WriteLine( "{0} Pattern start {1}", SmartQuant.Clock.Now, PatternState );  
				}
				else {
					PatternState = EPatternState.down;
					//Console.WriteLine( "{0} Pattern start {1}", SmartQuant.Clock.Now, PatternState );  
					}
				PatternPt1 = val;
				}
			break;
		case EPatternState.up:
			val = quote.Bid;  // will need to sell on the bid
			PatternPt0 = val;
			if ( val > PatternPt1 ) {
				PatternPt1 = val;
				dtPatternPt1 = Clock.Now;
				cntNewUp++;
			}
			dif = PatternPt1 - PatternPt0;
			if ( dif >= dblPatternDelta ) {
				dsPattern.Add( dtPatternPt1, PatternPt1 );
				mp.ClassifyDoubleSeriesEnd( dsPattern );
				if ( PatternPt1 > PatternPt0 ) {
					//Console.WriteLine( "{0} Pattern from {1}", SmartQuant.Clock.Now, PatternState );  
					PatternState = EPatternState.down;
				}
				else {
					//Console.WriteLine( "{0} Pattern already {1}", SmartQuant.Clock.Now, PatternState );  
				}
			}
			else {
			}
			break;
		case EPatternState.down:
			val = quote.Ask;  // will need to buy on the ask
			PatternPt0 = val;
			if ( val < PatternPt1 ) {
				PatternPt1 = val;
				dtPatternPt1 = Clock.Now;
				cntNewDown++;
			}
			dif = PatternPt0 - PatternPt1;
			dsPt0Ratio.Add( quote.DateTime, dif / dblPatternDelta );
			if ( dif >= dblPatternDelta ) {
				dsPattern.Add( dtPatternPt1, PatternPt1 );
				mp.ClassifyDoubleSeriesEnd( dsPattern );
				if ( PatternPt1 < PatternPt0 ) {
					//Console.WriteLine( "{0} Pattern from {1}", SmartQuant.Clock.Now, PatternState );  
					PatternState = EPatternState.up;
				}
				else {
					//Console.WriteLine( "{0} Pattern already {1}", SmartQuant.Clock.Now, PatternState );  
				}
			}
			else {
			}
			break;
	}