/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// calculate Linear Regression
double sumX = (double)Period * (Period - 1) * 0.5;
double divisor = sumX * sumX - (double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
double sumXY = 0;
for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
{
sumXY += count * Input[count];
}
y.Set(Input[0]);
double slope = ((double)Period * sumXY - sumX * SUM(y, Period)[0]) / divisor;
double intercept = (SUM(y, Period)[0] - slope * sumX) / Period;
double linReg = intercept + slope * (Period - 1);
// Calculate Standard Error
double sumSquares = 0;
for (int count = 0; count < Period && CurrentBar - count >= 0; count++)
{
double linRegX = intercept + slope * (Period - 1 - count);
double valueX = Input[count];
double diff = Math.Abs(valueX - linRegX);
sumSquares += diff * diff;
}
double stdErr = Math.Sqrt(sumSquares / Period);
Middle.Set(linReg);
Upper.Set(linReg + stdErr);
Lower.Set(linReg - stdErr);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double smaValue = AhrensMA(period).AhrensHL[0];
double stdDevValue = StdDev(Period)[0];
Upper.Set(smaValue + NumStdDev * stdDevValue);
Middle.Set(smaValue);
Lower.Set(smaValue - NumStdDev * stdDevValue);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double smaValue = SMA(Period)[0];
double stdDevValue = StdDev(SMA(Range(), 20), period)[0];
Print("stdDevValue = " + stdDevValue);
Upper.Set(smaValue + NumStdDev * stdDevValue);
Middle.Set(smaValue);
Lower.Set(smaValue - NumStdDev * stdDevValue);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double maValue = 0;
switch (matype)
{
case 1:
{
Middle.Set(maValue = EMA(Inputs[0], Period)[0]);
break;
}
case 2:
{
Middle.Set(maValue = HMA(Inputs[0], Period)[0]);
break;
}
case 3:
{
Middle.Set(maValue = SMA(Inputs[0], Period)[0]);
break;
}
case 4:
{
Middle.Set(maValue = TMA(Inputs[0], Period)[0]);
break;
}
case 5:
{
Middle.Set(maValue = TEMA(Inputs[0], Period)[0]);
break;
}
case 6:
{
Middle.Set(maValue = WMA(Inputs[0], Period)[0]);
break;
}
}
Upper.Set(maValue + (maValue * EnvelopePercentage / 100));
Lower.Set(maValue - (maValue * EnvelopePercentage / 100));
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
double averageValue = 0;
if (Smoothed)
{
averageValue = smoothedAverage[0];
}
else
{
averageValue = average[0];
}
double offset = 0;
if (Smoothed)
{
offset = NumStdDev * smoothedVolatility[0];
}
else
{
offset = NumStdDev * volatility[0];
}
if (showMidband)
{
Middle.Set(averageValue);
}
else
{
Middle.Reset();
}
if (showChannels)
{
Upper.Set(averageValue + offset);
Lower.Set(averageValue - offset);
}
else
{
Upper.Reset();
Lower.Reset();
}
if (CurrentBar < Math.Max(Period, StdDevPeriod))
{
return;
}
if (FirstTickOfBar)
{
neutralSlope = threshold * averageTrueRange[1] / 1000;
priorBull = bullish;
middle = Middle[1] + Middle[2];
upper = Upper[1] + Upper[2];
lower = Lower[1] + Lower[2];
}
if (2 * averageValue > middle + 3 * neutralSlope)
{
PlotColors[1][0] = upColor;
if (useCentralSlope)
{
PlotColors[0][0] = UpColor;
PlotColors[2][0] = UpColor;
}
if (priorBull <= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, UpColor, Opacity);
}
bullish = 1;
}
else if (2 * averageValue < middle - 3 * neutralSlope)
{
PlotColors[1][0] = DownColor;
if (useCentralSlope)
{
PlotColors[0][0] = DownColor;
PlotColors[2][0] = DownColor;
}
if (priorBull >= 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, DownColor, Opacity);
}
bullish = -1;
}
else
{
PlotColors[1][0] = NeutralColor;
if (useCentralSlope)
{
PlotColors[0][0] = NeutralColor;
PlotColors[2][0] = NeutralColor;
}
if (priorBull != 0)
{
index = CurrentBar;
}
if (Opacity != 0)
{
DrawRegion("bollinger" + index, CurrentBar - index + 1, 0, Upper, Lower, Color.Transparent, NeutralColor, Opacity);
}
bullish = 0;
}
if (!useCentralSlope)
{
if (2 * averageValue + 2 * offset >= upper + 3 * neutralSlope)
{
PlotColors[0][0] = UpColor;
}
else if (2 * averageValue + 2 * offset <= upper - 3 * neutralSlope)
{
PlotColors[0][0] = DownColor;
}
else
{
PlotColors[0][0] = NeutralColor;
}
if (2 * averageValue - 2 * offset >= lower + 3 * neutralSlope)
{
PlotColors[2][0] = UpColor;
}
else if (2 * averageValue - 2 * offset <= lower - 3 * neutralSlope)
{
PlotColors[2][0] = DownColor;
}
else
{
PlotColors[2][0] = NeutralColor;
}
}
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
return;
}
// First we calculate the linear regression parameters
double sumX = (double)Period * (Period - 1) * 0.5;
double divisor = sumX * sumX -
(double)Period * Period * (Period - 1) * (2 * Period - 1) / 6;
double sumXY = 0;
double sumY = 0;
int barCount = Math.Min(Period, CurrentBar);
for (int count = 0; count < barCount; count++)
{
sumXY += count * Input[count];
sumY += Input[count];
}
if (divisor == 0 || Period == 0)
{
return;
}
double slope = ((double)Period * sumXY - sumX * sumY) / divisor;
double intercept = (sumY - slope * sumX) / Period;
slopeSeries.Set(slope);
interceptSeries.Set(intercept);
// Next we calculate the standard deviation of the
// residuals (vertical distances to the regression line).
double sumResiduals = 0;
for (int count = 0; count < barCount; count++)
{
double regressionValue = intercept + slope * (Period - 1 - count);
double residual = Math.Abs(Input[count] - regressionValue);
sumResiduals += residual;
}
double avgResiduals = sumResiduals / Math.Min(CurrentBar - 1, Period);
sumResiduals = 0;
for (int count = 0; count < barCount; count++)
{
double regressionValue = intercept + slope * (Period - 1 - count);
double residual = Math.Abs(Input[count] - regressionValue);
sumResiduals += (residual - avgResiduals) * (residual - avgResiduals);
}
double stdDeviation = Math.Sqrt(sumResiduals / Math.Min(CurrentBar + 1, Period));
stdDeviationSeries.Set(stdDeviation);
double middle = intercept + slope * (Period - 1);
Middle.Set(middle);
Upper.Set(middle + stdDeviation * Width);
Lower.Set(middle - stdDeviation * Width);
}
