/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// used to set values for bars less than the period
int tmpPeriod = Math.Min(CurrentBar, Period);
double average = Close[0];
switch (averageType)
{
case BollingerBandwidth_MATypes.EMA:
average = EMA(tmpPeriod)[0];
break;
case BollingerBandwidth_MATypes.SMA:
average = SMA(tmpPeriod)[0];
break;
}
double stdDevValue = StdDev(tmpPeriod)[0];
double upperValue = average + numStdDev * stdDevValue;
double lowerValue = average - numStdDev * stdDevValue;
Bandwidth.Set((upperValue - lowerValue) / average * 100);
Bulge.Set(MAX(Bandwidth, bulgeLength)[0]);
Squeeze.Set(MIN(Bandwidth, squeezeLength)[0]);
}
