public PBandLower(Bars bars, int period, string description)
: base(bars, description)
{
this.FirstValidValue = period;
if (FirstValidValue > bars.Count || FirstValidValue < 0)
{
FirstValidValue = bars.Count;
}
if (bars.Count < period)
{
return;
}
DataSeries PBbot_slope = LinearRegSlope.Series(bars.Low, period);
DataSeries Result = new DataSeries(bars, "temporary_lower");
for (int bar = period - 1; bar < bars.Count; bar++)
{
Result[bar] = bars.Low[bar];
for (int L_back = 0; L_back <= period - 1; L_back++)
{
Result[bar] = Math.Min(Result[bar], bars.Low[bar - L_back] + (PBbot_slope[bar] * (L_back)));
}
base[bar] = Result[bar];
}
}
/// <summary>
/// Initializes a new instance of the <see cref="LinearRegression"/>.
/// </summary>
/// <param name="linearReg">Linear regression.</param>
/// <param name="rSquared">Regression R-squared.</param>
/// <param name="regSlope">Coefficient with independent variable, slope of a straight line.</param>
/// <param name="standardError">Standard error.</param>
public LinearRegression(LinearReg linearReg, RSquared rSquared, LinearRegSlope regSlope, StandardError standardError)
: base(linearReg, rSquared, regSlope, standardError)
{
LinearReg = linearReg;
RSquared = rSquared;
LinearRegSlope = regSlope;
StandardError = standardError;
Mode = ComplexIndicatorModes.Parallel;
}
public TSF(DataSeries ds, int period, int ProjectionBar, string description)
: base(ds, description)
{
base.FirstValidValue = period;
if (ds.Count < period)
{
return;
}
//DataSeries sumY = Sum.Series(ds, period);
//double sumBars = period * (period - 1) * 0.5;
//int sumSqrBars = period * (period - 1) * (2 * period - 1) / 6;
//double sum1 = 0; double sum2 = 0; double num1 = 0; double num2 = 0;
//double m = 0; double b = 0;
//for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
//{
// sum1 = 0.0;
// for (int counter = (period - 1); counter > -1; counter--)
// sum1 += counter * ds[bar - counter];
// sum2 = sumBars * sumY[bar];
// num1 = period * sum1 - sum2;
// num2 = sumBars * sumBars - period * sumSqrBars;
// if (num2 != 0)
// m = num1 / num2;
// else
// m = 0;
// b = (sumY[bar] - m * sumBars) / period;
// base[bar] = m * (period - 1 - ProjectionBar) + b;
//}
// Or simply use this one-liner by Giorgio Beltrame :-)
for (int bar = base.FirstValidValue; bar < ds.Count; bar++)
{
base[bar] = LinearReg.Series(ds, period)[bar] + (LinearRegSlope.Series(ds, period)[bar] * ProjectionBar);
}
}
