/// <summary>
/// Initializes a new instance of the BollingerBands class
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the standard deviation and moving average (middle band)</param>
/// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
/// <param name="movingAverageType">The type of moving average to be used</param>
public BollingerBands(string name, int period, double k, MovingAverageType movingAverageType = MovingAverageType.Simple)
: base(name)
{
WarmUpPeriod = period;
MovingAverageType = movingAverageType;
StandardDeviation = new StandardDeviation(name + "_StandardDeviation", period);
MiddleBand = movingAverageType.AsIndicator(name + "_MiddleBand", period);
LowerBand = MiddleBand.Minus(StandardDeviation.Times(k), name + "_LowerBand");
UpperBand = MiddleBand.Plus(StandardDeviation.Times(k), name + "_UpperBand");
}
/// <summary>
/// Initializes a new instance of the BollingerBands class
/// </summary>
/// <param name="name">The name of this indicator</param>
/// <param name="period">The period of the standard deviation and moving average (middle band)</param>
/// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
/// <param name="movingAverageType">The type of moving average to be used</param>
public BollingerBands(string name, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple)
: base(name)
{
WarmUpPeriod = period;
MovingAverageType = movingAverageType;
StandardDeviation = new StandardDeviation(name + "_StandardDeviation", period);
MiddleBand = movingAverageType.AsIndicator(name + "_MiddleBand", period);
LowerBand = MiddleBand.Minus(StandardDeviation.Times(k), name + "_LowerBand");
UpperBand = MiddleBand.Plus(StandardDeviation.Times(k), name + "_UpperBand");
var UpperMinusLower = UpperBand.Minus(LowerBand);
BandWidth = UpperMinusLower
.Over(MiddleBand)
.Times(new ConstantIndicator <IndicatorDataPoint>("ct", 100m), name + "_BandWidth");
Price = new Identity(name + "_Close");
PercentB = IndicatorExtensions.Over(
Price.Minus(LowerBand),
UpperMinusLower,
name + "_%B");
}
