Bollinger band chart
bolling
is not recommended. Use bollinger
instead.
bolling(Asset,Samples,Alpha,Width) [Movavgv,UpperBand,LowerBand] = bolling(Asset,Samples,Alpha,Width)
| Vector of asset data. |
| Number of samples to use in computing the moving average. |
| (Optional) Exponent used to compute the element weights
of the moving average. Default = |
| (Optional) Number of standard deviations to include in
the envelope. A multiplicative factor specifying how tight the bands
should be around the simple moving average. Default = |
bolling(Asset,Samples,Alpha,Width)
plots
Bollinger bands for given Asset
data. This form
of the function does not return any data.
[Movavgv,UpperBand,LowerBand] = bolling(Asset,Samples,Alpha,Width)
returns Movavgv
with
the moving average of the Asset
data, UpperBand
with
the upper band data, and LowerBand
with the lower
band data. This form of the function does not plot any data.
Note
The standard deviations are normalized by N
-1
,
where N
= the sequence length.
If Asset
is a column vector of closing stock
prices
bolling(Asset, 20, 1)
plots linear 20-day moving average Bollinger bands based on the stock prices.
[Movavgv, UpperBand, LowerBand] = bolling(Asset, 20, 1)
returns Movavgv
, UpperBand
,
and LowerBand
as vectors containing the moving
average, upper band, and lower band data, without plotting the data.