Struct ta::indicators::BollingerBands

pub struct BollingerBands { /* fields omitted */ }

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

Formula

See EMA documentation.

Where:

• SD_s - is value of standard deviation for N given probes.
• SD_ٍx - is the mean value of observation.
• SD_N - is number of probes in observation.
• SDxi - is i-th observed value from N elements observation.

and then BB is composed as:

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

Example

 use ta::indicators::{BollingerBands, BollingerBandsOutput};
 use ta::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

Methods

impl BollingerBands

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

pub fn length(&self) -> u32

pub fn multiplier(&self) -> f64

Trait Implementations

impl Reset for BollingerBands

fn reset(&mut self)

impl Next<f64> for BollingerBands

type Output = BollingerBandsOutput

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

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

type Output = BollingerBandsOutput

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

impl Clone for BollingerBands

fn clone(&self) -> BollingerBands

Returns a copy of the value.

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

Performs copy-assignment from source.

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 Debug for BollingerBands

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

Formats the value using the given formatter.