(*Description...
<b>Peaks&Troughs</b> Indicator (PTBar) and <b>Swing</b> Indicator (SI) - as described in November 2006 Stocks&Commodities (Siligardos' article on "Active Trend Lines")

function <b>PTBarSeries</b> builds a series containing bar numbers of most recent peaks/troughs, by measuring percent changes from lowest values, that is: using (100*Threshold)/(100+Threshold) when looking for peaks
[this is to ensure that any two consecutive peaks (resp. troughs) will have exactly one trough (resp. peak) between them]

function <b>SISeries</b> builds a series that interpolates through those peaks and troughs
<b>N.B.: USES FUTURE INFORMATION!!!</b>



*)
function PTBarSeries(Series: integer; Threshold: float): integer;
begin
  var Name: string = 'PTBar(' + GetDescription(Series) +
                     ',' + FloatToStr(Threshold) + ')';
  Result := FindNamedSeries(Name);
  if Result >= 0 then exit;
  Result := CreateNamedSeries(Name);
  var Bar1, Bar2, Bar: integer;
  var PeakReversalFactor: float = 100 / (100 + Threshold);
  var TroughReversalFactor: float = (100 + Threshold) / 100;
  // locate Bar2 as the earliest bar that goes "far enough" from first bar
  for Bar2 := 1 to BarCount - 1 do
    if (@Series[Bar2] >= @Series[Bar1] * TroughReversalFactor)
    or (@Series[Bar2] <= @Series[Bar1] * PeakReversalFactor) then
      break;
  // go on, alternating peaks and troughs
  for Bar := Bar2 to BarCount - 1 do
  begin
    if (@Series[Bar2] > @Series[Bar1]) then // looking for a new peak
    begin
      if (@Series[Bar] >= @Series[Bar2]) then Bar2 := Bar // found higher high
      else if (@Series[Bar] <= @Series[Bar2] * PeakReversalFactor) then
      begin // reversal triggered at Bar, peak at Bar2 is confirmed
        Bar1 := Bar2;
        Bar2 := Bar;
      end;
    end
    else // @Series[Bar2] < @Series[Bar1], looking for a new trough
    begin
      if (@Series[Bar] <= @Series[Bar2]) then Bar2 := Bar // found lower low
      else if (@Series[Bar] >= @Series[Bar2] * TroughReversalFactor) then
      begin // reversal triggered at Bar, trough at Bar2 is confirmed
        Bar1 := Bar2;
        Bar2 := Bar;
      end;
    end;
    // Bar1 is last confirmed peak/trough bar (as seen at Bar)
    SetSeriesValue(Bar, Result, Bar1);
  end;
end;

function PTBar(Bar, Series: integer; Threshold: float): integer;
begin
  Result := trunc(GetSeriesValue(Bar, PTBarSeries(Series, Threshold)));
end;

function SISeries(Series: integer; Threshold: float): integer;
begin
  var Name: string = 'SwingIndicator(' + GetDescription(Series) +
                     ',' + FloatToStr(Threshold) + ')';
  Result := FindNamedSeries(Name);
  if Result >= 0 then exit;
  Result := CreateNamedSeries(Name);
  var Bar, Bar1, Bar2: integer;
  var PTBs: integer = PTBarSeries(Series, Threshold);
  Bar1 := BarCount - 1;
  for Bar := Bar1 downto 0 do
  begin
    if Bar = Bar1 then
    begin
      Bar2 := Bar1;
      Bar1 := trunc(@PTBs[Bar2]);
    end;
    SetSeriesValue(Bar, Result, LineExtendY(Bar1, @Series[Bar1], Bar2, @Series[Bar2], Bar));
  end;
end;

function SI(Bar, Series: integer; Threshold: float): float;
begin
  Result := GetSeriesValue(Bar, SISeries(Series, Threshold));
end;