/// <summary>
/// Initializes a new instance of the <see cref="T:QuantModel.Indicators.Boll"/> class.
/// </summary>
/// <param name="source">Source.</param>
/// <param name="cycle">Cycle.</param>
/// <param name="deviation">Deviation.</param>
public Boll(IIndicator <double> source, int cycle, double deviation)
{
Source = source;
Cycle = cycle;
Deviation = deviation;
Middle = Source.SMA(Cycle);
Std = source.StdDev(cycle, Middle);
Upper = BinaryOperation.Create(Middle, Std, (i, j) => i + j * Deviation);
Lower = BinaryOperation.Create(Middle, Std, (i, j) => i - j * Deviation);
}
public MACD(IIndicator <double> source, int shortCycle, int longCycle, int difCycle)
{
Source = source;
ShortCycle = shortCycle;
LongCycle = longCycle;
DifCycle = difCycle;
var fast = Source.EMA(ShortCycle);
var slow = Source.EMA(LongCycle);
Dif = BinaryOperation.Create(fast, slow, (a, b) => a - b);
Dea = Dif.EMA(difCycle);
Macd = BinaryOperation.Create(Dif, Dea, (a, b) => 2 * (a - b));
Dif.Update += Merge;
Dea.Update += Merge;
Macd.Update += Merge;
}