Add Bollinger Bands to Portfolio Equity Curve - R-SIG-Finance

Thu, Jun 16, 2011 2:19 PM #

Hi all.

I am trying to add Bollinger Bands to an equity curve of one of my own
portfolios.

Is there a function in an R library to do this?

Cheers

Daniel Cegiełka

Thu, Jun 16, 2011 2:23 PM #

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Jeff Ryan

Thu, Jun 16, 2011 3:10 PM #

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BBands

Fri, Jun 17, 2011 9:25 AM #

On Thu, Jun 16, 2011 at 2:19 PM, Idris Raja <idris.raja at gmail.com> wrote:

Wherever did you get that idea? ;-) The first two areas beyond price
which I explored using Bollinger Bands in were indicators -- replacing
fixed levels of significance like 70 and 30 or 80 and 20 with BBs --
and equity curves.

Enjoy,

    John

John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.