/// <summary>
/// Computes Bollinger Bands
/// </summary>
/// <param name="kandles">The input kandles over which bollinger bands will be calculated</param>
/// <param name="bollCrossDistance">The maximum distance till which cross with lower and upper sma is valid</param>
public void Calculate(List<OHLCKandle> kandles, int bollCrossDistance)
{
PineScriptFunction fn = new PineScriptFunction();
var close = kandles.Last().Close;
var openseries = kandles.Select(x => (decimal)x.Open).ToList();
var closeseries = kandles.Select(x => (decimal)x.Close).ToList();
this.BollingerData = fn.bollinger(kandles, 20);
this.BollingerUpper = BollingerData.Last().High;
this.BollingerMiddle = BollingerData.Last().Close;
this.BollingerLower = BollingerData.Last().Low;
this.BollingerUpperPercentage = Math.Round((100 * (this.BollingerUpper - close) / this.BollingerUpper), 3);
this.BollingerMiddlePercentage = Math.Round((100 * (close - this.BollingerMiddle) / this.BollingerMiddle), 3);
this.BollingerLowerPercentage = Math.Round((100 * (close - this.BollingerLower) / close), 3);
var pricecrosstopband = fn.crossunder(openseries, BollingerData.Select(x => x.High).ToList());
var pricecrossbottomband = fn.crossover(closeseries, BollingerData.Select(x => x.Low).ToList());
var pricecrossmiddleband1 = fn.crossunder(openseries, BollingerData.Select(x => x.Close).ToList());
var pricecrossmiddleband2 = fn.crossover(closeseries, BollingerData.Select(x => x.Close).ToList());
this.BollTopCrossed = pricecrosstopband.Skip(pricecrosstopband.Count - bollCrossDistance).Take(bollCrossDistance).Contains(true);
this.BollBottomCrossed = pricecrossbottomband.Skip(pricecrossbottomband.Count - bollCrossDistance).Take(bollCrossDistance).Contains(true);
this.BollMiddleCrossed = pricecrossmiddleband1.Skip(pricecrossmiddleband1.Count - 2).Take(2).Contains(true)||
pricecrossmiddleband2.Skip(pricecrossmiddleband2.Count - 2).Take(2).Contains(true);
}
