24 February 2022

Bollinger Bands

by Yeung Ka Ming, CFA

Summary

Bollinger Bands

R Libraries

library(quantmod)
library(TTR)

Preparation of data

tickers <- c("^HSI","^GSPC")
getSymbols(Symbols = tickers,
           src = "yahoo",
           index.class = "POSIXct",
           from = "1997-01-01")

## [1] "^HSI"  "^GSPC"

Prepare technical analysis of Bollinger Bands

bbands.HLC <- BBands(na.omit(HSI[,c("HSI.High","HSI.Low","HSI.Close")]))

Plot

plot(bbands.HLC)

plot(bbands.HLC["2020/2022"])

plot(bbands.HLC["2020/2022"][,1:3])

plot(bbands.HLC["2020/2022"][,4])

tags: BollingerBands