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R - formula to calculate Bollinger Bands without charting?

Tags:

r

quantmod

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.

like image 496
user3773444 Avatar asked Jan 11 '23 00:01

user3773444


2 Answers

If you look at the source code for addBBands(), you'll see that it calls BBands. Try this:

BBands(HLC(stock))
like image 92
GSee Avatar answered Jan 18 '23 01:01

GSee


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.

like image 34
Joe Bender Avatar answered Jan 18 '23 01:01

Joe Bender