Evaluates the position of the Upper Bollinger Band for a given standard deviation level.
|Visual Basic (Usage)||Copy Code|
Dim s As Series
Dim standardDeviationLevel As Double
Dim lengthOfMA As Integer
Dim value As Series
value = StatisticalEngine.UpperBollingerBands(s, standardDeviationLevel, lengthOfMA)
- 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
- The (positive) number of standard deviations which the lower
band in shifted from the moving average.
- 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
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.
|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.