quantmod - R - formula to calculate Bollinger Bands without charting? -
i have ohlc data frame, , trying calculate bollinger bands without charting witin r.
the below works i'm looking create 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 point me in right direction.
if @ source code addbbands(), you'll see calls bbands. try this:
bbands(hlc(stock))
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