I have a OHLC data frame, and trying to calculate the Bollinger Bands without charting witin R.
The below works but i'm looking to create a new data frame containing BB levels.
head(stock)
minutes.Open minutes.High minutes.Low minutes.Close
2014-08-04 01:00:00 102.561 102.581 102.486 102.537
2014-08-04 05:00:00 102.536 102.677 102.530 102.673
2014-08-04 09:00:00 102.668 102.713 102.537 102.597
2014-08-04 13:00:00 102.591 102.656 102.578 102.578
2014-08-04 17:00:00 102.570 102.572 102.438 102.487
2014-08-04 21:00:00 102.481 102.584 102.460 102.584
chartSeries(stock)
addBBands()
Please help to point me in the right direction.
If you look at the source code for addBBands(), you'll see that it calls BBands. Try this:
BBands(HLC(stock))
The addBBands function returns a silent chobTA object which can be accessed using attr:
x=addBBands()
bands=attr(x,"TA.values")
I'd assume the dn and up columns correspond to the bands.
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