backtrader.indicators.bollinger module

Bollinger Bands Indicator Module - Volatility bands.

This module provides the Bollinger Bands indicator developed by John Bollinger in the 1980s for measuring market volatility.

Classes:

BollingerBands: Bollinger Bands indicator (alias: BBands). BollingerBandsPct: Bollinger Bands with %B line.

示例

class MyStrategy(bt.Strategy):

def __init__(self):

self.bbands = bt.indicators.BBands(self.data, period=20, devfactor=2.0)

def next(self):

if self.data.close[0] < self.bbands.bot[0]:

self.buy()

elif self.data.close[0] > self.bbands.top[0]:

self.sell()

class backtrader.indicators.bollinger.BollingerBands

基类：Indicator

Defined by John Bollinger in the 80s. It measures volatility by defining upper and lower bands at distance x standard deviations

Formula:

• midband = SimpleMovingAverage(close, period)

• topband = midband + devfactor * StandardDeviation(data, period)

• botband = midband - devfactor * StandardDeviation(data, period)

See:

• http://en.wikipedia.org/wiki/Bollinger_Bands

alias = ('BBands',)

plotinfo = <backtrader.metabase.plotinfo_obj object>

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

next()

Calculate Bollinger Bands for the current bar.

Calculates mid (SMA), top (mid + devfactor*stddev), and bot (mid - devfactor*stddev) bands.

once(start, end)

Calculate Bollinger Bands in runonce mode.

frompackages = ()

packages = ()

class backtrader.indicators.bollinger.BollingerBandsPct

基类：BollingerBands

Extends the Bollinger Bands with a Percentage line

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

next()

Calculate %B line for the current bar.

Formula: %B = (price - bot) / (top - bot)

once(start, end)

Calculate %B line in runonce mode.

frompackages = ()

packages = ()