/// <summary>
/// Bollinger Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Bollinger Bollinger(Data.IDataSeries input, double numStdDev, int period)
{
if (cacheBollinger != null)
{
for (int idx = 0; idx < cacheBollinger.Length; idx++)
{
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
{
return(cacheBollinger[idx]);
}
}
}
lock (checkBollinger)
{
checkBollinger.NumStdDev = numStdDev;
numStdDev = checkBollinger.NumStdDev;
checkBollinger.Period = period;
period = checkBollinger.Period;
if (cacheBollinger != null)
{
for (int idx = 0; idx < cacheBollinger.Length; idx++)
{
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
{
return(cacheBollinger[idx]);
}
}
}
Bollinger indicator = new Bollinger();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.NumStdDev = numStdDev;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
Bollinger[] tmp = new Bollinger[cacheBollinger == null ? 1 : cacheBollinger.Length + 1];
if (cacheBollinger != null)
{
cacheBollinger.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheBollinger = tmp;
return(indicator);
}
}
protected override void MyInitialize()
{
_boll = Bollinger(BollingerStdDev, BollingerPeriod);
Add(_boll);
_smaFast = SMA(SMAFastPeriod);
_smaFast.Plots[0].Pen.Color = Color.Blue;
Add(_smaFast);
_smaSlow = SMA(SMASlowPeriod);
_smaSlow.Plots[0].Pen.Color = Color.Purple;
Add(_smaSlow);
InitialStoploss = 100;
ProfitTicks = 300;
SetProfitTarget(CalculationMode.Ticks, 300);
// SetStopLoss(CalculationMode.Ticks, 200);
}
protected override void OnStartUp()
{
extdat = Bars.BarsType as rwt.IExtendedData;
if (extdat == null)
{
throw new Exception("Only use this indicator on an Extended Data BarType, fool!");
}
lastUpCount = 0;
lastDnCount = 0;
buytotals = new DataSeries(this);
selltotals = new DataSeries(this);
pones = new DataSeries(this);
b1 = Bollinger(pones, 1.0, avgLen);
b2 = Bollinger(pones, 2.0, avgLen);
uplight = Color.FromArgb(50, uplight2);
dnlight = Color.FromArgb(50, dnlight2);
updark = Color.FromArgb(50, updark2);
dndark = Color.FromArgb(50, dndark2);
}
/// <summary>
/// Bollinger Bands are plotted at standard deviation levels above and below a moving average. Since standard deviation is a measure of volatility, the bands are self-adjusting: widening during volatile markets and contracting during calmer periods.
/// </summary>
/// <returns></returns>
public Bollinger Bollinger(Data.IDataSeries input, double numStdDev, int period)
{
if (cacheBollinger != null)
for (int idx = 0; idx < cacheBollinger.Length; idx++)
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
return cacheBollinger[idx];
lock (checkBollinger)
{
checkBollinger.NumStdDev = numStdDev;
numStdDev = checkBollinger.NumStdDev;
checkBollinger.Period = period;
period = checkBollinger.Period;
if (cacheBollinger != null)
for (int idx = 0; idx < cacheBollinger.Length; idx++)
if (Math.Abs(cacheBollinger[idx].NumStdDev - numStdDev) <= double.Epsilon && cacheBollinger[idx].Period == period && cacheBollinger[idx].EqualsInput(input))
return cacheBollinger[idx];
Bollinger indicator = new Bollinger();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.NumStdDev = numStdDev;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
Bollinger[] tmp = new Bollinger[cacheBollinger == null ? 1 : cacheBollinger.Length + 1];
if (cacheBollinger != null)
cacheBollinger.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheBollinger = tmp;
return indicator;
}
}
