There's an interesting behavior in BBands when dn, mavg, and up are the same
value.  Here's an example:    


library(quantmod);

getSymbols("SPY", from="1993-01-31", to="1996-01-01" ) ;
bb <- BBands(Cl(SPY), n=3, sd=0.3, maType=EMA) ;


bb[bb$pctB==Inf,]
                dn     mavg       up pctB
1993-04-16 44.92297 44.92297 44.92297  Inf
1995-02-09 48.25296 48.25296 48.25296  Inf


And here's the graphic display for the fist Inf occurrence:


chartSeries(SPY["1993-04-10::1993-04-20",])
addTA(bb,on=1)


Notice pctB is Inf when the dn & up are coincident with mavg.  I don't think
Inf is the right interpretation here, as the mavg line is not Inf % between
the up and down.  Would zero be a better interpretation here?


Thanks for your thoughts.

--
Stergios Marinopoulos
	[[alternative HTML version deleted]]

