Struct BollingerBands

pub struct BollingerBands { /* private fields */ }

A Bollinger Bands (BB). (BB). It is a type of infinite impulse response filter that calculates Bollinger Bands using Exponential Moving Average. The Bollinger Bands are represented by Average EMA and standard deviaton that is moved ‘k’ times away in both directions from calculated average value.

Formula

See SMA, SD documentation.

BB is composed as:

• BB_{Middle Band} - Simple Moving Average (SMA).
• BB_{Upper Band} = SMA + SD of observation * multipler (usually 2.0)
• BB_{Lower Band} = SMA - SD of observation * multipler (usually 2.0)

Example

 use quantaxis_rs::indicators::{BollingerBands, BollingerBandsOutput};
 use quantaxis_rs::Next;

 let mut bb = BollingerBands::new(3, 2.0_f64).unwrap();

 let out_0 = bb.next(2.0);

 let out_1 = bb.next(5.0);

 assert_eq!(out_0.average, 2.0);
 assert_eq!(out_0.upper, 2.0);
 assert_eq!(out_0.lower, 2.0);

 assert_eq!(out_1.average, 3.5);
 assert_eq!(out_1.upper, 6.5);
 assert_eq!(out_1.lower, 0.5);

Links

Implementations

impl BollingerBands

pub fn new(length: u32, multiplier: f64) -> Result<Self>

pub fn length(&self) -> u32

pub fn multiplier(&self) -> f64

Trait Implementations

impl Clone for BollingerBands

fn clone(&self) -> BollingerBands

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BollingerBands

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for BollingerBands

fn default() -> Self

Returns the “default value” for a type.

impl Display for BollingerBands

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'a, T: Close> Next<&'a T> for BollingerBands

type Output = BollingerBandsOutput

fn next(&mut self, input: &'a T) -> Self::Output

impl Next<f64> for BollingerBands

type Output = BollingerBandsOutput

fn next(&mut self, input: f64) -> Self::Output

impl Reset for BollingerBands

fn reset(&mut self)