/// <summary>
/// Calculate Bollinger Bands, as described here:
/// <see href="https://traderhq.com/ultimate-guide-to-bollinger-bands/"/>.
/// </summary>
/// <param name="series">input time series</param>
/// <param name="n">length of calculation</param>
/// <param name="stdev">width of bands</param>
/// <param name="parentId">caller cache id, optional</param>
/// <param name="memberName">caller's member name, optional</param>
/// <param name="lineNumber">caller line number, optional</param>
/// <returns>Bollinger Band time series</returns>
public static _BollingerBands BollingerBands(this ITimeSeries <double> series, int n = 20, double stdev = 2.0,
CacheId parentId = null, [CallerMemberName] string memberName = "", [CallerLineNumber] int lineNumber = 0)
{
var cacheId = new CacheId(parentId, memberName, lineNumber,
series.GetHashCode(), n, stdev.GetHashCode());
var container = Cache <_BollingerBands> .GetData(
cacheId,
() => new _BollingerBands());
var stdevSeries = series.StandardDeviation(n, cacheId).Multiply(stdev, cacheId);
container.Middle = series.SMA(n, cacheId);
container.Upper = container.Middle.Add(stdevSeries, cacheId);
container.Lower = container.Middle.Subtract(stdevSeries, cacheId);
container.PercentB = IndicatorsBasic.BufferedLambda(
prev => (series[0] - container.Lower[0]) / Math.Max(1e-10, container.Upper[0] - container.Lower[0]),
0.0,
cacheId);
return(container);
}