public static TR2DSeries Series(Bars bars)
{
string description = string.Concat(new object[] { "True Range Two Days()" });
if (bars.Cache.ContainsKey(description))
{
return((TR2DSeries)bars.Cache[description]);
}
TR2DSeries _TR2DSeries = new TR2DSeries(bars, description);
bars.Cache[description] = _TR2DSeries;
return(_TR2DSeries);
}
public DevStops(Bars bars, int period, double trFactor, double sdFactor, string description)
: base(bars, description)
{
TR2DSeries tr2d = TR2DSeries.Series(bars);
this.FirstValidValue = period;
DataSeries avg = Community.Indicators.FastSMA.Series(tr2d, period * 2);
StdDev sd = StdDev.Series(tr2d, period * 2, StdDevCalculation.Sample);
for (int bar = FirstValidValue; bar < bars.Count; bar++)
{
base[bar] = trFactor * avg[bar] + sdFactor * sd[bar];
}
}
