This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average. More...

Inheritance diagram for QuantConnect.Indicators.BollingerBands:

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Public Member Functions
	BollingerBands (int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the BollingerBands class More...

	BollingerBands (string name, int period, decimal k, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the BollingerBands class More...

override void	Reset ()
	Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand, BandWidth, B) More...

Public Attributes
override bool	IsReady => MiddleBand.IsReady && UpperBand.IsReady && LowerBand.IsReady && BandWidth.IsReady && PercentB.IsReady
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (IndicatorDataPoint input)
	Computes the next value of the following sub-indicators from the given state: StandardDeviation, MiddleBand, UpperBand, LowerBand, BandWidth, B More...

override IndicatorResult	ValidateAndComputeNextValue (IndicatorDataPoint input)
	Validate and Compute the next value for this indicator More...

Protected Member Functions inherited from QuantConnect.Indicators.Indicator
	Indicator (string name)
	Initializes a new instance of the Indicator class using the specified name. More...

Properties
MovingAverageType	MovingAverageType `[get]`
	Gets the type of moving average More...

IndicatorBase< IndicatorDataPoint >	StandardDeviation `[get]`
	Gets the standard deviation More...

IndicatorBase< IndicatorDataPoint >	MiddleBand `[get]`
	Gets the middle Bollinger band (moving average) More...

IndicatorBase< IndicatorDataPoint >	UpperBand `[get]`
	Gets the upper Bollinger band (middleBand + k * stdDev) More...

IndicatorBase< IndicatorDataPoint >	LowerBand `[get]`
	Gets the lower Bollinger band (middleBand - k * stdDev) More...

IndicatorBase< IndicatorDataPoint >	BandWidth `[get]`
	Gets the Bollinger BandWidth indicator BandWidth = ((Upper Band - Lower Band) / Middle Band) * 100 More...

IndicatorBase< IndicatorDataPoint >	PercentB `[get]`
	Gets the Bollinger B B = (Price - Lower Band)/(Upper Band - Lower Band) More...

IndicatorBase< IndicatorDataPoint >	Price `[get]`
	Gets the Price level More...

int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Properties inherited from QuantConnect.Indicators.Indicator
static int	DefaultWindowSize = 2 `[get]`
	The default size of the history window for the indicator More...

Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Detailed Description

This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average.

Definition at line 22 of file BollingerBands.cs.

Constructor & Destructor Documentation

◆ BollingerBands() [1/2]

QuantConnect.Indicators.BollingerBands.BollingerBands	(	int	period,
		decimal	k,
		MovingAverageType	movingAverageType = `MovingAverageType.Simple`
	)

Initializes a new instance of the BollingerBands class

Parameters

period	The period of the standard deviation and moving average (middle band)
k	The number of standard deviations specifying the distance between the middle band and upper or lower bands
movingAverageType	The type of moving average to be used

Definition at line 72 of file BollingerBands.cs.

◆ BollingerBands() [2/2]

QuantConnect.Indicators.BollingerBands.BollingerBands	(	string	name,
		int	period,
		decimal	k,
		MovingAverageType	movingAverageType = `MovingAverageType.Simple`
	)

Initializes a new instance of the BollingerBands class

Parameters

name	The name of this indicator
period	The period of the standard deviation and moving average (middle band)
k	The number of standard deviations specifying the distance between the middle band and upper or lower bands
movingAverageType	The type of moving average to be used

Definition at line 84 of file BollingerBands.cs.

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Member Function Documentation

◆ ComputeNextValue()

override decimal QuantConnect.Indicators.BollingerBands.ComputeNextValue ( IndicatorDataPoint input )

protected

Computes the next value of the following sub-indicators from the given state: StandardDeviation, MiddleBand, UpperBand, LowerBand, BandWidth, B

Parameters

input The input given to the indicator

Returns: The input is returned unmodified.

Definition at line 122 of file BollingerBands.cs.

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◆ ValidateAndComputeNextValue()

override IndicatorResult QuantConnect.Indicators.BollingerBands.ValidateAndComputeNextValue ( IndicatorDataPoint input )

protected

Validate and Compute the next value for this indicator

Parameters

input Input for this indicator

Returns: IndicatorResult of this update

Override implemented to handle GH issue #4927

Definition at line 137 of file BollingerBands.cs.

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◆ Reset()

override void QuantConnect.Indicators.BollingerBands.Reset ( )

Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand, BandWidth, B)

Definition at line 153 of file BollingerBands.cs.

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Member Data Documentation

◆ IsReady

override bool QuantConnect.Indicators.BollingerBands.IsReady => MiddleBand.IsReady && UpperBand.IsReady && LowerBand.IsReady && BandWidth.IsReady && PercentB.IsReady

Gets a flag indicating when this indicator is ready and fully initialized

Definition at line 109 of file BollingerBands.cs.

Property Documentation

◆ MovingAverageType

MovingAverageType QuantConnect.Indicators.BollingerBands.MovingAverageType

get

Gets the type of moving average

Definition at line 27 of file BollingerBands.cs.

◆ StandardDeviation

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.StandardDeviation

get

Gets the standard deviation

Definition at line 32 of file BollingerBands.cs.

◆ MiddleBand

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.MiddleBand

get

Gets the middle Bollinger band (moving average)

Definition at line 37 of file BollingerBands.cs.

◆ UpperBand

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.UpperBand

get

Gets the upper Bollinger band (middleBand + k * stdDev)

Definition at line 42 of file BollingerBands.cs.

◆ LowerBand

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.LowerBand

get

Gets the lower Bollinger band (middleBand - k * stdDev)

Definition at line 47 of file BollingerBands.cs.

◆ BandWidth

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.BandWidth

get

Gets the Bollinger BandWidth indicator BandWidth = ((Upper Band - Lower Band) / Middle Band) * 100

Definition at line 53 of file BollingerBands.cs.

◆ PercentB

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.PercentB

get

Gets the Bollinger B B = (Price - Lower Band)/(Upper Band - Lower Band)

Definition at line 59 of file BollingerBands.cs.

◆ Price

IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.BollingerBands.Price

get

Gets the Price level

Definition at line 64 of file BollingerBands.cs.

◆ WarmUpPeriod

int QuantConnect.Indicators.BollingerBands.WarmUpPeriod

get

Required period, in data points, for the indicator to be ready and fully initialized.

Definition at line 114 of file BollingerBands.cs.

The documentation for this class was generated from the following file:

Indicators/BollingerBands.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ BollingerBands() [1/2]

◆ BollingerBands() [2/2]

Member Function Documentation

◆ ComputeNextValue()

◆ ValidateAndComputeNextValue()

◆ Reset()

Member Data Documentation

◆ IsReady

Property Documentation

◆ MovingAverageType

◆ StandardDeviation

◆ MiddleBand

◆ UpperBand

◆ LowerBand

◆ BandWidth

◆ PercentB

◆ Price

◆ WarmUpPeriod