Description Usage Arguments Value Author(s) References See Also Examples
Calculates a stock Bollinger Bands based on its volatility.
1 | Bollinger(price, period = 20, n = 2)
|
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 |
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.
Giovanni Kraushaar <giovanni.kraushaar@usi.ch>
Murphy John J. (1999), Technical Analysis of the Financial Markets, New York Institute of Finance.
Moving Average function: MA
.
1 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.