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bbands

Bollinger Bands


Description

Bollinger bands is a mix of Rolling Range and SMA indicators. It shows the average price and its range over n past values based on price volatility.

Usage

bbands(x, n, k)

Arguments

x

numeric vectors

n

window size

k

number of standard deviations

Value

Returns data.table with columns upper, lower, sma.

See Also


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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