Bollinger Bands

Bollinger Bands (20, 2) on a random walk: upper and lower band in blue, the basis in orange. The lines start once the 20-bar warmup is complete.

Bollinger Bands

examples/site_showcase.rs

fn bollinger_bands() -> Chart {
    let bars = walk(7, 120);
    let mut bb = build_checked("bollinger", &params(&[("len", 20.0), ("mult", 2.0)]))?;

    let (mut upper, mut basis, mut lower) = (Vec::new(), Vec::new(), Vec::new());
    for bar in &bars {
        if let Some(out) = bb.on_bar(bar) {
            upper.push((bar.timestamp, out.extra["upper"]));
            basis.push((bar.timestamp, out.extra["basis"]));
            lower.push((bar.timestamp, out.extra["lower"]));
        }
    }

    let data = ChartRenderData {
        title: "Bollinger Bands (20, 2)".to_string(),
        bars: candles(&bars),
        series: vec![
            line("Upper band", "#90caf9", upper),
            line("Basis", "#ffb74d", basis),
            line("Lower band", "#90caf9", lower),
        ],
        zones: Vec::new(),
        markers: Vec::new(),
    };
    Ok(render_chart_svg(&data, 800, 400))
}

bollinger
render_chart_svg