[R-SIG-Finance] Bollinger Band

[Frank]

Thanks for the code. I’m not able to do what you want with chartSeries(). I use plot() but not with Bollinger Bands.

 

You can add

 

Pdf(IBEX35) 

 

Before your chartSeries call to change the file name you create from the default.

 

Frank

Chicago

 

From: Pedro páramo 
Sent: Monday, August 03, 2020 4:44 PM
To: Frank <frankm60606 using gmail.com>
Cc: r-sig-finance using r-project.org
Subject: Re: [R-SIG-Finance] Bollinger Band

 

Sorry I fotgot to paste the code, sorry again:

 

library(PerformanceAnalytics)
library(dplyr)
library(tibble)
library(lubridate)
library(PerformanceAnalytics)
library(quantmod)
library(ggplot2)
library(png)
library(TTR)


Ibex35<-na.omit(getSymbols("^IBEX",from="2007-12-31"))

chartSeries(IBEX, TA="addBBands(n=200, sd=1.9)", theme="white")

 

El lun., 3 ago. 2020 a las 22:50, Frank (<frankm60606 using gmail.com <mailto:frankm60606 using gmail.com> >) escribió:

If you could post your data and plot code, I could make more suggestions. 

 

My  main title is created by 

 

main="SPY V(1) Parameters (V, V^2 & V^0.5) Unweighted",

 

in the below code. Yours might be 

 

main=”IBEX” 

 

pdf("V12_w_Scatter_Plot.pdf")

labels <- c(r2lm2l_label,r2lm2b_label)

labels

plot(VV12, Lambda12,  ylim=yrange, tck=1, main="SPY V(1) Parameters (V, V^2 & V^0.5) Unweighted", xlab="VV12", ylab="Lambda12 & Beta12",pch=19,col="red") 

{points(VV12, lm2.lforecast, pch=19, col="brown")

abline(lm2.lforecastline, col="brown", lty="longdash", lwd=2)

points(VV12, Beta12, pch=19, col="blue")

points(VV12, lm2.bforecast, pch=19, col="purple")

abline(lm2.bforecastline, col="purple", lty="longdash", lwd=2)

legend("topright", inset=.05, title="Parameters", labels, col=colors, lwd=2)

}

 

Frank

Chicago

From: R-SIG-Finance On Behalf Of Pedro páramo
Sent: Monday, August 03, 2020 3:15 PM
To: r-sig-finance using r-project.org <mailto:r-sig-finance using r-project.org> 
Subject: [R-SIG-Finance] Bollinger Band

 

Hi all,

 

I have this code that plots BB, I want both this:

Add a main title specified by me up on the default title that adds IBEX and the date.

On the other hand, I would like to omit the legend but extract Upper and Lower bands in two different values to use latter and add like the title a "row" below the plot to add a comment o "sub main title" just below the plot and say "attention to the lower band" XXX (extracted value)

 

Last question, just below the graph there are some small boxes on a more or less row, on grey color, up on the dates but below the graph ¿What are this grey boxes? ¿Can I omit?

 

Many thanks in advance.

I attach and example of what I reffer


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