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sclass BollingerBands extends CandleBasedIndicator<DoubleRange> { 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; // Bands collected as tickers gettable TickerSequence upperBand = new TickerSequence("Upper Bollinger Band"); gettable TickerSequence lowerBand = new TickerSequence("Lower Bollinger Band"); gettable AverageAndStandardDeviation as; { onCandleRemoved(candle -> welford.remove(candle.endPrice())); onCandleAdded(candle -> { welford.add(candle.endPrice()); if (l(candles()) >= length) { var bCandles = candles().asList(); //var prices = mapToDoubleArray(bCandles, ->.endPrice()); //as = averageAndStandardDeviation(prices); as = welford!; range(bollingerRange(as, deviation)); upperBand?.addIfPriceChanged(range.end(), candle.endTime().toLong()); lowerBand?.addIfPriceChanged(range.start(), candle.endTime().toLong()); change(); } }); } L<TickerSequence> bandsAsTickers(L<TradingCandle> candles) { feed(candles); ret ll(upperBand, lowerBand); } DoubleRange value() { ret range(); } void reset :: after { resetFields(this, "welford range upperBand lowerBand as"); } }
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Snippet ID: | #1036442 |
Snippet name: | BollingerBands |
Eternal ID of this version: | #1036442/26 |
Text MD5: | cb6d7bee9dca0e84ad246ad924140696 |
Transpilation MD5: | bbea99efb18702e680699ef730799b9c |
Author: | stefan |
Category: | javax / trading |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2022-12-16 06:23:57 |
Source code size: | 1602 bytes / 51 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 203 / 359 |
Version history: | 25 change(s) |
Referenced in: | [show references] |