// calculate Bollinger Bands
public static void CalculateBollinger(out string key, out string key2, out string key3, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period, int multiplier, out int offset)
{
key = string.Format("BB-Upper-({0}:{1})", period.ToString("00"), multiplier.ToString("00"));
key2 = string.Format("BB-Mid-({0}:{1})", period.ToString("00"), multiplier.ToString("00"));
key3 = string.Format("BB-Lower-({0}:{1})", period.ToString("00"), multiplier.ToString("00"));
offset = period - 1;
double upperBand;
double midBand;
double lowerBand;
SimpleMovingAverage sma = new SimpleMovingAverage(period);
SimpleMovingAverage smaPrice = new SimpleMovingAverage(period);
int i = 0;
foreach (StockPoint point in data)
{
sma.AddValue(point.Close);
if (i < period - 1)
{
i++;
}
else
{
double smaValue = sma.MovingAverage();
double stdMultiplied = sma.StandardDeviation() * multiplier;
upperBand = smaValue + stdMultiplied;
midBand = smaValue;
lowerBand = smaValue - stdMultiplied;
AddValue(point.PointDateTime, key, upperBand, indicators);
AddValue(point.PointDateTime, key2, midBand, indicators);
AddValue(point.PointDateTime, key3, lowerBand, indicators);
}
}
}
