public static DataSeries <Value> DonchianPct(this DataSeries <Bar> bars, int period, Func <Bar, double> getValue)
{
var dMin = bars.DonchianMin(period);
var dMax = bars.DonchianMax(period);
var newElements = Lists.Create <Value>();
DataSeries.Walk(bars, dMin, dMax, pos => {
newElements.Add(new Value(bars[0].Timestamp, (getValue(bars[0]) - dMin[0]) / (dMax[0] - dMin[0])));
});
return(new DataSeries <Value>(bars.Symbol, newElements));
}
public static DataSeries <Value> DonchianAvg(this DataSeries <Bar> bars, int period)
{
return(bars.DonchianMin(period).ZipElements <Value, Value>(bars.DonchianMax(period), (min, max, v) => (min[0] + max[0]) / 2));
}
