Bollinger: Bollinger Bands

Description Usage Arguments Value Author(s) References See Also Examples

Description

Calculates a stock Bollinger Bands based on its volatility.

Usage

1
Bollinger(price, period = 20, n = 2)

Arguments

price

stock price time serie, either a vector or an xts object

period

smoothing period of the moving average, an integer or a vector of integers

n

number of standard deviations, an integer or a vector of integers

Value

a dataframe or an xts object depending on the input, composed of 3 columns: the simple moving average (SMA), the Upper Bollinger Band value (UpperBB) and the Lower Bollinger Band value (LowerBB). If period or n are multivalued then a list contained the output described above for each value.

Author(s)

Giovanni Kraushaar <giovanni.kraushaar@usi.ch>

References

Murphy John J. (1999), Technical Analysis of the Financial Markets, New York Institute of Finance.

See Also

Moving Average function: MA.

Examples

1

giovannikraushaar/TradingIndicatoR documentation built on May 20, 2019, 12:14 p.m.