Class BollingerBandsRTIndicator

java.lang.Object

com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator

com.wualabs.qtsurfer.engine.indicators.bollinger.BollingerBandsRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class BollingerBandsRTIndicator
extends AbstractRTIndicator

Bollinger bands RTIndicator

See Also:

• https://school.stockcharts.com/doku.php?id=technical_indicators:bollinger_bands

Field Summary

Fields

Modifier and Type	Field	Description
static final String	ID	Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.

Constructor Summary

Constructors

Constructor	Description
BollingerBandsRTIndicator()
BollingerBandsRTIndicator(int periods, Number k)
BollingerBandsRTIndicator(RTIndicator indicator, int periods, Number k)

Method Summary

Modifier and Type	Method	Description
BollingerBandWidthRTIndicator	getBandWidth()
RTIndicator	getLower()
VariancePrecision	getPrecision()
RTIndicator	getStdDev()
RTIndicator	getUpper()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
void	reset()
double	update(double newValue)	Computes the Bollinger Bands for a new value.
BollingerBandsRTIndicator	withAverageSample(boolean averageSample)
BollingerBandsRTIndicator	withPrecision(VariancePrecision precision)	Chooses how the variance behind the bands is worked out: VariancePrecision.EXACT (the default; the bands keep their width in quiet markets, O(periods) per tick) or the O(1) VariancePrecision.FAST, which keeps the rounding of the variance below about one part in a thousand million.

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, getValue, hashCode, hide, isPoison, setValue, toString, toString, withDisplayHint, withMeta

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface RTIndicator

getId, isHidden, ro, update, update

Field Details

ID

public static final String ID

Canonical catalog id, set as an explicit IndicatorMeta.ID override where getId() class-name derivation would be wrong.

See Also:

• Constant Field Values

Constructor Details

BollingerBandsRTIndicator

public BollingerBandsRTIndicator()

BollingerBandsRTIndicator

public BollingerBandsRTIndicator(int periods,
 Number k)

BollingerBandsRTIndicator

public BollingerBandsRTIndicator(RTIndicator indicator,
 int periods,
 Number k)

Method Details

isReady

public boolean isReady()

Description copied from interface: RTIndicator

Returns whether this indicator has received enough data to produce meaningful values.

During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

An indicator derived from other indicators (a distance between two of them, a function of one, a view of a parent's band) is ready when all the indicators it reads are ready, plus its own warm-up if it has one. It must not report ready from the first point while its sources are still warming up, and resetting it returns the indicators it updates to their start.

Returns:

true if the indicator has completed its warmup period

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractRTIndicator

withAverageSample

public BollingerBandsRTIndicator withAverageSample(boolean averageSample)

withPrecision

public BollingerBandsRTIndicator withPrecision(VariancePrecision precision)

Chooses how the variance behind the bands is worked out: VariancePrecision.EXACT (the default; the bands keep their width in quiet markets, O(periods) per tick) or the O(1) VariancePrecision.FAST, which keeps the rounding of the variance below about one part in a thousand million. Reconfigure before feeding the indicator.

getPrecision

public VariancePrecision getPrecision()

getStdDev

public RTIndicator getStdDev()

getUpper

public RTIndicator getUpper()

getLower

public RTIndicator getLower()

getBandWidth

public BollingerBandWidthRTIndicator getBandWidth()

update

public double update(double newValue)

Computes the Bollinger Bands for a new value. The middle band is the SMA (retrieved from the variance's internal SMA). Upper and lower bands are computed as middle +/- (k * standard deviation). All three bands are updated atomically on each call.

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator

Parameters:

newValue - the new input price

Returns:

the middle band value (SMA)