public void Test_Bollinger_Bands()
{
Random rand = new Random(0);
double[] xs = DataGen.Consecutive(150);
OHLC[] ohlcs = DataGen.RandomStockPrices(rand, xs.Length);
(var sma, var bolL, var bolU) = ScottPlot.Statistics.Finance.Bollinger(ohlcs);
// replace timestamps with a series of numbers starting at 0
for (int i = 0; i < ohlcs.Length; i++)
{
ohlcs[i].time = i;
}
var plt = new ScottPlot.Plot(600, 400);
plt.PlotCandlestick(ohlcs);
plt.PlotFill(xs, bolL, xs, bolU, fillColor: Color.Blue, fillAlpha: .1);
plt.PlotScatter(xs, bolL, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, bolU, color: Color.Navy, markerSize: 0);
plt.PlotScatter(xs, sma, color: Color.Navy, markerSize: 0, lineStyle: LineStyle.Dash);
plt.Title("Bollinger Bands");
plt.YLabel("Price");
plt.XLabel("Days");
plt.Legend();
plt.AxisAutoX(.03);
TestTools.SaveFig(plt);
}
