% Bollinger Bands (B).

For a list of all members of this type, see B Members.

System.Object
   RQuant.Indicator.TTimeArray
      RQuant.Indicator.TDoubleArray
         RQuant.Indicator.TIndicator
            RQuant.Indicator.B

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

The Bollinger %b should be interpreted as follows:
A value of 1.0 would mean that price is currently at the upper band.
A value above 1 would mean that price is currently above the upper band.
A value of 0 would mean price is currently at the lower band.
A negative value would mean that price is currently below the lower band.

Formula:

Example

TDataManager.cd("Demo");

TDailyArray Daily1 = TDataManager.GetStock("YHOO").DailyArray;

DateTime Date1 = DateTime.Parse("1999/02/08"); 
DateTime Date2 = DateTime.Parse("2000/12/29"); 

TDailyArray Daily = Daily1.Clone(Date1, Date2);

TCanvas Canvas = new TCanvas("Canvas","B DEMO",600,400);
    
B B = new B(Daily, 50, 2);

Canvas.cd(1);
Daily.Draw("c");

B.Draw(Color.Red);

Requirements

Namespace: RQuant.Indicator

Assembly: RQuant.Indicator (in RQuant.Indicator.dll)

See Also

B Members | RQuant.Indicator Namespace

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