public void bollingerBandsMiddleUsingSMA()
{
SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
for (int i = 0; i < data.GetBarCount(); i++)
{
Assert.AreEqual(sma.GetValue(i), bbmSMA.GetValue(i));
}
}
public void BollingerBandsMiddleUsingSma()
{
var sma = new SmaIndicator(new ClosePriceIndicator(_data), 3);
var bbmSma = new BollingerBandsMiddleIndicator(sma);
for (var i = 0; i < _data.TickCount; i++)
{
Assert.AreEqual(sma.GetValue(i), bbmSma.GetValue(i));
}
}
protected override Decimal Calculate(int index)
{
return(_bbu.GetValue(index).Minus(_bbl.GetValue(index)).DividedBy(_bbm.GetValue(index)).MultipliedBy(Decimal.Hundred));
}
protected override Decimal Calculate(int index)
{
return(_bbm.GetValue(index).Plus(_indicator.GetValue(index).MultipliedBy(_k)));
}