sclass BollingerBands {
  new Welford welford;
  settable int length = 20; // Bollinger length (how many candles to look at)
  settable double deviation = 2;
  
  new CircularFifoBuffer<Candle> lastCandles;
  settable DoubleRange range;
  
  Candle lastCandle() { ret lastCandles.last(); }
  
  void add(TradingCandle candle) {
    if (lastCandle() != null && candle.startTime <= lastCandle().startTime)
      ret;
    candles.removeToSize(length-1);
    candles.add(candle);
    
  }
  
  bCandles <- dropLast < syncTakeLast (bollingerLength plus 1) < candles liveCandles
  prices <- toDoubleArray for candle in bCandles { candle endPrice }
  as <- averageAndStandardDeviation prices
  print +as
  boll <- bollingerRange(as, deviation);
  print +boll
}