Интересный пример.

public static int getDirectionChangingCount(
IList data,
int barIndex,
int bars
) {
bool grow = false;
if (isIndicatorGrows(data, barIndex, bars, 0))
grow = true;

int counter = 0;

for (int i = 0; i < bars; i++) {
double curr = data[barIndex - i];
double prev = data[barIndex - i - 1];

if (grow) {
if (prev < curr)
continue;
else {
grow = false;
++counter;
}
} else {
if (prev > curr)
continue;
else {
grow = true;
++counter;
}
}
}

return counter;
}



автор идеи.

http://gabaidulin.livejournal.com/219515.html?view=341883#t341883