sclass BollingerBands extends CandleBasedIndicator {
  replace Candle with TradingCandle.
  
  // length parameter is in base class
  
  // The magic average + standard deviation generator
  new Welford welford;
  
  // Probably wrong word. Defines how many times the standard deviation
  // we use as the tunnel size (well, twice that, actually)
  settable double deviation = 2;
  
  // result
  settable DoubleRange range;
  
  gettable AverageAndStandardDeviation as;
  
  {
    onCandleAdded(candle -> {
      if (l(candles()) >= length) {
        var bCandles = candles().asList();
        var prices = mapToDoubleArray(bCandles, ->.endPrice());
        as = averageAndStandardDeviation(prices);
        range = bollingerRange(as, deviation);
      }
    });
  }
  
  L<TickerSequence> bandsAsTickers(L<TradingCandle> candles) {
    var bbSeq1 = new TickerSequence("Upper Bollinger Band");
    var bbSeq2 = new TickerSequence("Lower Bollinger Band");
    fOr (candle : candles) {
      feed(candle);
      var r = range();
      if (notNull(r)) {
        bbSeq1.addIfPriceChanged(r.end(), candle.endTime().toLong());
        bbSeq2.addIfPriceChanged(r.start(), candle.endTime().toLong());
      }
    }
    
    ret ll(bbSeq1, bbSeq2);
  }
}