public static BBandLower2 Series(DataSeries ds, int period, double stdDevs, StdDevCalculation sd)
{
string description = string.Concat(new object[] { "Lower Bollinger Band(", ds.Description, ",", period, ",", stdDevs, ",", sd, ")" });
if (ds.Cache.ContainsKey(description))
{
return((BBandLower2)ds.Cache[description]);
}
BBandLower2 _BBandLower2 = new BBandLower2(ds, period, stdDevs, sd, description);
ds.Cache[description] = _BBandLower2;
return(_BBandLower2);
}
public BBPctB(DataSeries ds, int period, double SD, string description)
: base(ds, description)
{
DataSeries BBUp = BBandUpper2.Series(ds, period, SD, StdDevCalculation.Sample);
DataSeries BBDown = BBandLower2.Series(ds, period, SD, StdDevCalculation.Sample);
DataSeries PctBBW = ((ds - BBDown) / (BBUp - BBDown)); //%B = (Price - Lower Band)/(Upper Band - Lower Band)
base.FirstValidValue = ds.FirstValidValue;
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
double v = PctBBW[bar];
base[bar] = (double.IsInfinity(v) || double.IsNaN(v)) ? 0 : v;
//base[bar] = ((ds[bar] - BBDown[bar]) / (BBUp[bar] - BBDown[bar]));
}
}
public BBWidth(DataSeries ds, int period, double SD, bool percent, string description)
: base(ds, description)
{
DataSeries BBUp = BBandUpper2.Series(ds, period, SD, StdDevCalculation.Sample);
DataSeries BBDown = BBandLower2.Series(ds, period, SD, StdDevCalculation.Sample);
Community.Indicators.FastSMA sma = Community.Indicators.FastSMA.Series(ds, period);
DataSeries bbWidth = (BBUp - BBDown) / sma; //BandWidth = (upperBB − lowerBB) / middleBB
base.FirstValidValue = ds.FirstValidValue;
for (int bar = FirstValidValue; bar < ds.Count; bar++)
{
if (!percent)
{
base[bar] = bbWidth[bar];
}
else
{
base[bar] = bbWidth[bar] * 100;
}
}
}