public KELTNER(DataBars ds, double EmaPeriod, double AtrMult, double AtrPeriod, string name)
: base(ds, name)
{
this.Name = name;
int begin = 0;
DataSeries ema = EMA.Series(ds.Close, EmaPeriod, "ema");
DataSeries atr = ATR.Series(ds, AtrPeriod, "atr");
//DataSeries upperSeries = new DataSeries(ds, name + "-upper");
DataSeries upperSeries = ema + AtrMult * atr;
upperSeries.Name = name + "-upper";
// DataSeries lowerSeries = new DataSeries(ds, name + "-lower");
DataSeries lowerSeries = ema - AtrMult * atr;
lowerSeries.Name = name + "-lower";
FirstValidValue = Math.Max(ema.FirstValidValue, upperSeries.FirstValidValue);
this.Name = name;
upperSeries.FirstValidValue = FirstValidValue;
lowerSeries.FirstValidValue = FirstValidValue;
for (int i = begin, j = 0; j < ema.Count; i++, j++)
{
this[i] = ema[j];
}
//Cache series
this.Cache.Add(upperSeries.Name, upperSeries);
this.Cache.Add(lowerSeries.Name, lowerSeries);
}
/// <summary>
/// Static method to create ATR DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static ATR Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + "," + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null) return (ATR)obj;
//Create indicator, cache it, return it
ATR indicator = new ATR(ds, period, description);
ds.Cache.Add(description, indicator);
return indicator;
}
/// <summary>
/// Static method to create ATR DataSeries
/// </summary>
/// <param name="ds"></param>
/// <param name="period"></param>
/// <param name="name"></param>
/// <returns></returns>
public static ATR Series(DataBars ds, double period, string name)
{
//Build description
string description = "(" + name + "," + period.ToString() + ")";
//See if it exists in the cache
object obj = ds.Cache.Find(description);
if (obj != null)
{
return((ATR)obj);
}
//Create indicator, cache it, return it
ATR indicator = new ATR(ds, period, description);
ds.Cache.Add(description, indicator);
return(indicator);
}