public HiLoLimit(Bars bars, int period, double level, double minrange, string description)
: base(bars, description)
{
for (int bar = period; bar < bars.Count; bar++)
{
double result = 0.0;
double ls = Lowest.Series(bars.Low, period)[bar];
double ds = HiLoRange.Series(bars, period)[bar];
if (minrange == 0.0)
{
result = ls + (ds * (level / 100));
}
else
{
double l = ls;
double range = ds;
double mid = l + range / 2;
double mrange = l * minrange / 100.0;
if (range < mrange)
{
range = mrange;
}
result = mid + (level / 100.0 - 0.5) * range;
}
base[bar] = result;
}
}
public static HiLoRange Series(Bars bars, int period)
{
string description = string.Concat(new object[] { "HiLoRange(", period.ToString(), ")" });
if (bars.Cache.ContainsKey(description))
{
return((HiLoRange)bars.Cache[description]);
}
HiLoRange _HiLoRange = new HiLoRange(bars, period, description);
bars.Cache[description] = _HiLoRange;
return(_HiLoRange);
}