/// <summary>
/// Calculates Moving Average Envelopes indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="movingAverageType">Type of moving average to use</param>
/// <param name="periods">Number of periods</param>
/// <param name="percentage">Percentage for the envelopes (%)</param>
/// <returns>Object containing operation results</returns>
public static MovingAverageEnvelopesResult MovingAverageEnvelopes(IEnumerable<double> input, MovingAverageType movingAverageType, int periods, double percentage)
{
List<double> movingAverage = null;
List<double> upperEnvelope = new List<double>();
List<double> lowerEnvelope = new List<double>();
int offset = 0;
if (movingAverageType == MovingAverageType.Simple)
{
var sma = SMA(input, periods);
movingAverage = sma.Values;
offset = sma.StartIndexOffset;
}
else if (movingAverageType == MovingAverageType.Exponential)
{
var ema = EMA(input, periods);
movingAverage = ema.Values;
offset = ema.StartIndexOffset;
}
foreach (var point in movingAverage)
{
double upperEnvelopePoint = point + point * percentage / 100;
double lowerEnvelopePoint = point - point * percentage / 100;
upperEnvelope.Add(upperEnvelopePoint);
lowerEnvelope.Add(lowerEnvelopePoint);
}
var result = new MovingAverageEnvelopesResult()
{
UpperEnvelope = upperEnvelope,
MovingAverage = movingAverage,
LowerEnvelope = lowerEnvelope,
StartIndexOffset = offset
};
return result;
}
/// <summary>
/// Calculates Moving Average Envelopes indicator
/// </summary>
/// <param name="input">Input signal</param>
/// <param name="movingAverageType">Type of moving average to use</param>
/// <param name="periods">Number of periods</param>
/// <param name="percentage">Percentage for the envelopes (%)</param>
/// <returns>Object containing operation results</returns>
public static MovingAverageEnvelopesResult MovingAverageEnvelopes(IEnumerable <double> input, MovingAverageType movingAverageType, int periods, double percentage)
{
List <double> movingAverage = null;
List <double> upperEnvelope = new List <double>();
List <double> lowerEnvelope = new List <double>();
int offset = 0;
if (movingAverageType == MovingAverageType.Simple)
{
var sma = SMA(input, periods);
movingAverage = sma.Values;
offset = sma.StartIndexOffset;
}
else if (movingAverageType == MovingAverageType.Exponential)
{
var ema = EMA(input, periods);
movingAverage = ema.Values;
offset = ema.StartIndexOffset;
}
foreach (var point in movingAverage)
{
double upperEnvelopePoint = point + point * percentage / 100;
double lowerEnvelopePoint = point - point * percentage / 100;
upperEnvelope.Add(upperEnvelopePoint);
lowerEnvelope.Add(lowerEnvelopePoint);
}
var result = new MovingAverageEnvelopesResult()
{
UpperEnvelope = upperEnvelope,
MovingAverage = movingAverage,
LowerEnvelope = lowerEnvelope,
StartIndexOffset = offset
};
return(result);
}