I have a OHLC data frame, and trying to calculate the Bollinger Bands without charting witin R.
The below works but i'm looking to create a new data frame containing BB levels.
head(stock)
minutes.Open minutes.High minutes.Low minutes.Close
2014-08-04 01:00:00 102.561 102.581 102.486 102.537
2014-08-04 05:00:00 102.536 102.677 102.530 102.673
2014-08-04 09:00:00 102.668 102.713 102.537 102.597
2014-08-04 13:00:00 102.591 102.656 102.578 102.578
2014-08-04 17:00:00 102.570 102.572 102.438 102.487
2014-08-04 21:00:00 102.481 102.584 102.460 102.584
chartSeries(stock)
addBBands()
Please help to point me in the right direction.
If you look at the source code for addBBands()
, you'll see that it calls BBands
. Try this:
BBands(HLC(stock))
The addBBands
function returns a silent chobTA object which can be accessed using attr
:
x=addBBands()
bands=attr(x,"TA.values")
I'd assume the dn and up columns correspond to the bands.
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