public Recordset Keltner(Navigator pNav, Recordset pOHLCV, int Periods, double Factor, IndicatorType MAType, string Alias)
{ // Same as STARC
Recordset Results = new Recordset();
int recordCount = pOHLCV.GetField("Close").RecordCount;
Field top = new Field();
top.Initialize(recordCount, Alias + " Top");
Field bottom = new Field();
bottom.Initialize(recordCount, Alias + " Bottom");
Oscillator os = new Oscillator();
Field tr = os.TrueRange(pNav, pOHLCV, "atr").GetField("atr");
MovingAverage ma = new MovingAverage();
Field atr = ma.SimpleMovingAverage(pNav, tr, Periods, "atr").GetField("atr");
Field median = ma.MovingAverageSwitch(pNav, pOHLCV.GetField("Close"), Periods, MAType, Alias + " Median").GetField(Alias + " Median");
for (int record = 1; record < recordCount + 1; record++)
{
double shift = Factor * atr.ValueEx(record);
top.SetValue(record, median.Value(record) + shift);
bottom.SetValue(record, median.Value(record) - shift);
}
Results.AddField(top);
Results.AddField(median);
Results.AddField(bottom);
return(Results);
}
