BollingerBands: Calculate Bollinger Bands
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Examples
View source: R/BollingerBands.R
Description
Bollinger bands are calculated based on moving averages and moving standard deviations of time-series.
Usage
1
BollingerBands(y, lookback = 20, std = 2)
Arguments
y
Vector to be tested for a unit root.
lookback
number of perioed to look back for testing
std
number of standard deviations to calculate BB bands
Value
A data.frame with raw time-series and BB bands
Examples
1
2
3
getFX("AUD/USD")
getFX("CAD/USD")
BollingerBands(AUDUSD/CADUSD, lookback = 20, std = 2)
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value Examples
View source: R/BollingerBands.R
Description
Bollinger bands are calculated based on moving averages and moving standard deviations of time-series.
Usage
1 | BollingerBands(y, lookback = 20, std = 2)
|
Arguments
y |
Vector to be tested for a unit root. |
lookback |
number of perioed to look back for testing |
std |
number of standard deviations to calculate BB bands |
Value
A data.frame with raw time-series and BB bands
Examples
1 2 3 | getFX("AUD/USD")
getFX("CAD/USD")
BollingerBands(AUDUSD/CADUSD, lookback = 20, std = 2)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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