/// <summary>
/// Initializes a new instance of the <see cref="T:QuantModel.Indicators.Boll"/> class.
/// </summary>
/// <param name="source">Source.</param>
/// <param name="cycle">Cycle.</param>
/// <param name="deviation">Deviation.</param>
public Boll(IIndicator <double> source, int cycle, double deviation)
{
Source = source;
Cycle = cycle;
Deviation = deviation;
Middle = Source.SMA(Cycle);
Std = source.StdDev(cycle, Middle);
Upper = BinaryOperation.Create(Middle, Std, (i, j) => i + j * Deviation);
Lower = BinaryOperation.Create(Middle, Std, (i, j) => i - j * Deviation);
}
/// <summary>
/// Recommanded Constructor
/// </summary>
/// <param name="source">Source</param>
/// <param name="period">Period</param>
/// <param name="deviation">Deviation</param>
public BOLL(IIndicator <double> source, int period, double deviation)
{
Source = source;
Period = period;
Deviation = deviation;
Middle = Source.SMA(Period);
Std = Source.StdDev(Period, Middle);
Upper = new BinaryOperation <double, double, double>(Middle, Std, (m, s) => m + Deviation * s);
Lower = new BinaryOperation <double, double, double>(Middle, Std, (m, s) => m - Deviation * s);
Upper.Update += Main;
Middle.Update += Main;
Lower.Update += Main;
}