UpperBollingerBands(Series,Double,Int32) Method
Evaluates the position of the Upper Bollinger Band for a given standard deviation level.
Syntax
'Declaration Public Overloads Shared Function UpperBollingerBands( _ ByVal s As Series, _ ByVal standardDeviationLevel As Double, _ ByVal lengthOfMA As Integer _ ) As Series
'Usage Dim s As Series Dim standardDeviationLevel As Double Dim lengthOfMA As Integer Dim value As Series value = StatisticalEngine.UpperBollingerBands(s, standardDeviationLevel, lengthOfMA)
public static Series UpperBollingerBands( Series s, double standardDeviationLevel, int lengthOfMA )
Parameters
- s
- An series where the first term correspond the latest periods value and the previous element is the value of the element before that and so on... The length of this series is equal to the number of periods used in the evaluation of the standard deviation.
- standardDeviationLevel
- The (positive) number of standard deviations which the lower band in shifted from the moving average.
- lengthOfMA
- The length of the moving average used within the evaluation of the Bollinger Bands. Note that this also corresponds to the length of the period over which the standard deviation is evaluated.
Return Value
A series where the first term corresponds to the value of the Upper Bollinger Band for the latest periods, the second terms to the previous period and so on.
Exceptions
| Exception | Description |
|---|---|
| System.ArgumentException | Throw if the series historicalPrices is empty or if the number of standard deviations given (i.e. the parameter standardDeviationsLevel)is a negative number. |
Remarks
Please note that by standard deviation level we not only refer to the number of standard deviations shifts away from the moving average at which the Higher Bollinger Band is drawn but also the number of time series points which are used in the evaluation of the standard deviation and the moving average.
Requirements
Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2
See Also