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rquantmod

R - formula to calculate Bollinger Bands without charting?


I have a OHLC data frame, and trying to calculate the Bollinger Bands without charting witin R.

The below works but i'm looking to create a new data frame containing BB levels.

head(stock)
                   minutes.Open minutes.High minutes.Low minutes.Close

2014-08-04 01:00:00      102.561      102.581     102.486       102.537
2014-08-04 05:00:00      102.536      102.677     102.530       102.673
2014-08-04 09:00:00      102.668      102.713     102.537       102.597
2014-08-04 13:00:00      102.591      102.656     102.578       102.578
2014-08-04 17:00:00      102.570      102.572     102.438       102.487
2014-08-04 21:00:00      102.481      102.584     102.460       102.584

chartSeries(stock)
addBBands()

Please help to point me in the right direction.


Solution

  • If you look at the source code for addBBands(), you'll see that it calls BBands. Try this:

    BBands(HLC(stock))