[Feature] Create Bollinger Bands Indicator about lean HOT 7 CLOSED

I'm working on this now. I will also create a StandardDeviation indicator to be used by the BollingerBand indicator.

from lean.

Wonderful! You'll be the first indicator contributor.

I couldn't agree more that making a StandardDeviation indicator is the way to go, and then using that in the BollingerBand indicator. Let me know if you have any questions about the design of the indicator system or anything else in Lean! Thanks!!

from lean.

Thanks. So far, everything looks very sensible. I'll let you know if there's anything questionable.

from lean.

@jaredbroad @mchandschuh
There is a problem with the test data.

spy_bollinger_bands.txt is missing the initial 50 rows, assuming that the moving average is a 50 period SMA. We need those 50 rows to initialize the SMA so that it matches the CSV. Are you able to easily generate a new CSV from somewhere?

Also, I added the en-US date format so that it can parse the CSV dates. That fixed two other failing tests.

from lean.

b78398c updates the bollinger band data to be correct. The Bollinger Band (20, 2) uses a 20 period moving average and +- 2 standard deviations (also computed from 20 periods) from the mean for the upper and lower bands respectively. This data is generated using the FreeStockCharts.com desktop silverlight application's 'Export Chart' feature.

Thanks for fixing those tests! They were passing in Travis but, I suppose we need to be more aware of globalization concerns.

from lean.

Thanks. Pull request submitted.

from lean.

Closed by commit #1d912765, +5 kudos to @mourednik

from lean.