public static DataArray <double> BollingerBandTop(StockSeriesData data, int periods, MovingAverageMethod method, double stddev)
{
if (data == null)
{
throw new ArgumentNullException("data", "Data must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
if (stddev <= 0.0)
{
throw new ArgumentOutOfRangeException("stddev", "Standard deviation must not be negative or zero.");
}
DataArray <double> array = null;
switch (method)
{
case MovingAverageMethod.Simple:
array = SimpleMovingAverage(data, periods);
break;
case MovingAverageMethod.Weighted:
array = WeightedMovingAverage(data, periods);
break;
case MovingAverageMethod.Exponential:
array = ExponentialMovingAverage(data, periods);
break;
}
DataArray <double> array2 = ChartMath.StdDev(data, periods);
return(ChartMath.Add(array, ChartMath.Multiply(array2, stddev)));
}
public static DataArray <double> Momentum(DataArray <double> data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
return(ChartMath.Multiply(ChartMath.Divide(data, Reference(data, -periods)), 100.0));
}
public static DataArray <double> RateOfChange(DataArray <double> data, int periods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (periods <= 0)
{
throw new ArgumentOutOfRangeException("periods", "Periods must not be negative or zero.");
}
DataArray <double> array = Reference(data, -periods);
return(ChartMath.Multiply(ChartMath.Divide(ChartMath.Subtract(data, array), array), 100.0));
}
public static DataArray <double> MACD(StockSeriesData data, int shortPeriods, int longPeriods)
{
if (data == null)
{
throw new ArgumentNullException("data", "DataArray<double> must not be null.");
}
if (shortPeriods <= 0)
{
throw new ArgumentOutOfRangeException("shortPeriods", "Periods must not be negative or zero.");
}
if (longPeriods <= 0)
{
throw new ArgumentOutOfRangeException("longPeriods", "Periods must not be negative or zero.");
}
return(ChartMath.Subtract(ExponentialMovingAverage(data, shortPeriods), ExponentialMovingAverage(data, longPeriods)));
}
public static DataArray <double> SimpleMovingAverage(StockSeriesData data, int periods)
{
return(ChartMath.Divide(ChartMath.Sum(data, periods), periods));
}
