bollinger-bands

MAINTENANCE WARNING

This module is lack of maintenance.

If you are familiar with python programming maybe you could check stock-pandas which provides powerful statistic indicators support, and is backed by numpy and pandas.

The performance of stock-pandas is many times higher than JavaScript libraries, and can be directly used by machine learning programs.

---

bollinger-bands

Fintach math utility to calculate bollinger bands.

Install

$ npm install bollinger-bands

Usage

import boll from 'bollinger-bands'

boll([1, 2, 4, 8], 2, 2)
// {
//   upper: [, 2.5, 5, 10],
//   mid  : [, 1.5, 3, 6],
//   lower: [, 0.5, 1, 2]
// }

boll(datum, size, times, options)

• datum Array.<Number> the collection of data
• size Number=20 the period size, defaults to 20
• times Number=2 the times of standard deviation between the upper band and the moving average.
• options Object= optional options
  • ma Array.<Number>= the moving averages of the provided datum and period size. This option is used to prevent duplicate calculation of moving average.
  • sd Array.<Number>= the standard average of the provided datum and period size

Returns Array.<Band> the array of the Band object.

struct Band

• upper Number the value of the upper band
• mid Number the value middle band (moving average)
• lower Number the value of the lower band

Related Fintech Modules

• moving-averages: The complete collection of utility methods for Moving average.
• s-deviation: Math utility to calculate standard deviations.

License

MIT