# BOLLINGER BANDS ## BOLLINGER BANDS [Bollinger bands](https://optionalpha.com/analysis/technical-indicators#bollinger-bands) are a chart overlay, volatility indicator that show the upper and lower range of normal price movement based on [standard deviation](https://optionalpha.com/academic/models#standard-deviation). The centerline of Bollinger bands is typically a 20-day simple moving average. The upper and lower bands are twice the 20-day standard deviation of price above and below the centerline. Source code for the Bollinger Bands (BBANDS) function is available[ here](https://app.optionalpha.com/ta/BBANDS.txt) ``` /* TA-LIB Copyright (c) 1999-2007, Mario Fortier * All rights reserved. * * Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * * - Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * - Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * - Neither name of author nor the names of its contributors * may be used to endorse or promote products derived from this * software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* List of contributors: * * Initial Name/description * ------------------------------------------------------------------- * MF Mario Fortier * JV Jesus Viver <324122@cienz.unizar.es> * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF Template creation. * 010503 MF Fix to always use SMA for the STDDEV (Thanks to JV). * 052603 MF Adapt code to compile with .NET Managed C++ * */ /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ /* All code within this section is automatically * generated by gen_code. Any modification will be lost * next time gen_code is run. */ /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ #include "TA-Lib-Core.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError) /* Generated */ namespace TicTacTec { namespace TA { namespace Library { /* Generated */ #elif defined( _JAVA ) /* Generated */ #include "ta_defs.h" /* Generated */ #include "ta_java_defs.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError) /* Generated */ #else /* Generated */ #include /* Generated */ #include /* Generated */ #include "ta_func.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_UTILITY_H /* Generated */ #include "ta_utility.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_MEMORY_H /* Generated */ #include "ta_memory.h" /* Generated */ #endif /* Generated */ /* Generated */ #define TA_PREFIX(x) TA_##x /* Generated */ #define INPUT_TYPE double /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ int Core::BbandsLookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int bbandsLookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType ) /* Generated */ /* Generated */ #else /* Generated */ int TA_BBANDS_Lookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType ) /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) ) /* Generated */ return -1; /* Generated */ /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) ) /* Generated */ return -1; /* Generated */ /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT ) /* Generated */ optInMAType = (TA_MAType)0; /* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) ) /* Generated */ return -1; /* Generated */ /* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ UNUSED_VARIABLE(optInNbDevUp); UNUSED_VARIABLE(optInNbDevDn); /* The lookback is driven by the middle band moving average. */ return LOOKBACK_CALL(MA)( optInTimePeriod, optInMAType ); } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_BBANDS - Bollinger Bands * * Input = double * Output = double, double, double * * Optional Parameters * ------------------- * optInTimePeriod:(From 2 to 100000) * Number of period * * optInNbDevUp:(From TA_REAL_MIN to TA_REAL_MAX) * Deviation multiplier for upper band * * optInNbDevDn:(From TA_REAL_MIN to TA_REAL_MAX) * Deviation multiplier for lower band * * optInMAType: * Type of Moving Average * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_BBANDS( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ ENUM_DECLARATION(RetCode) retCode; int i; double tempReal, tempReal2; ARRAY_REF(tempBuffer1); ARRAY_REF(tempBuffer2); /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* Generated */ /* Validate the requested output range. */ /* Generated */ if( startIdx < 0 ) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex); /* Generated */ if( (endIdx < 0) || (endIdx < startIdx)) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex); /* Generated */ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT ) /* Generated */ optInMAType = (TA_MAType)0; /* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outRealUpperBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outRealMiddleBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outRealLowerBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA) */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /* Generated */ /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Insert TA function code here. */ /* Identify TWO temporary buffer among the outputs. * * These temporary buffers allows to perform the * calculation without any memory allocation. * * Whenever possible, make the tempBuffer1 be the * middle band output. This will save one copy operation. */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealLowerBand; #else if( inReal == outRealUpperBand ) { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealLowerBand; } else if( inReal == outRealLowerBand ) { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealUpperBand; } else if( inReal == outRealMiddleBand ) { tempBuffer1 = outRealLowerBand; tempBuffer2 = outRealUpperBand; } else { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealUpperBand; } /* Check that the caller is not doing tricky things. * (like using the input buffer in two output!) */ if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); #endif /* Calculate the middle band, which is a moving average. * The other two bands will simply add/substract the * standard deviation from this middle band. */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal, optInTimePeriod, optInMAType, outBegIdx, outNBElement, tempBuffer1 ); if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } /* Calculate the standard deviation into tempBuffer2. */ if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) ) { /* A small speed optimization by re-using the * already calculated SMA. */ FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement), optInTimePeriod, tempBuffer2 ); } else { /* Calculate the Standard Deviation */ retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal, optInTimePeriod, 1.0, outBegIdx, outNBElement, tempBuffer2 ); if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } } /* Copy the MA calculation into the middle band ouput, unless * the calculation was done into it already! */ #if !defined(USE_SINGLE_PRECISION_INPUT) if( tempBuffer1 != outRealMiddleBand ) { ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) ); } #endif /* Now do a tight loop to calculate the upper/lower band at * the same time. * * All the following 5 loops are doing the same, except there * is an attempt to speed optimize by eliminating uneeded * multiplication. */ if( optInNbDevUp == optInNbDevDn ) { if( optInNbDevUp == 1.0 ) { /* No standard deviation multiplier needed. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - tempReal; } } else { /* Upper/lower band use the same standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i] * optInNbDevUp; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - tempReal; } } } else if( optInNbDevUp == 1.0 ) { /* Only lower band has a standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); } } else if( optInNbDevDn == 1.0 ) { /* Only upper band has a standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealLowerBand[i] = tempReal2 - tempReal; outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); } } else { /* Upper/lower band have distinctive standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); } } return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #define USE_SINGLE_PRECISION_INPUT /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA ) /* Generated */ #undef TA_PREFIX /* Generated */ #define TA_PREFIX(x) TA_S_##x /* Generated */ #endif /* Generated */ #undef INPUT_TYPE /* Generated */ #define INPUT_TYPE float /* Generated */ #if defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ float inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_BBANDS( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #endif /* Generated */ { /* Generated */ ENUM_DECLARATION(RetCode) retCode; /* Generated */ int i; /* Generated */ double tempReal, tempReal2; /* Generated */ ARRAY_REF(tempBuffer1); /* Generated */ ARRAY_REF(tempBuffer2); /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ if( startIdx < 0 ) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex); /* Generated */ if( (endIdx < 0) || (endIdx < startIdx)) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex); /* Generated */ #if !defined(_JAVA) /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) || (optInNbDevUp > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) || (optInNbDevDn > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT ) /* Generated */ optInMAType = (TA_MAType)0; /* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outRealUpperBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outRealMiddleBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outRealLowerBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealLowerBand; /* Generated */ #else /* Generated */ if( inReal == outRealUpperBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealLowerBand; /* Generated */ } /* Generated */ else if( inReal == outRealLowerBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ else if( inReal == outRealMiddleBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealLowerBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal, /* Generated */ optInTimePeriod, optInMAType, /* Generated */ outBegIdx, outNBElement, tempBuffer1 ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) ) /* Generated */ { /* Generated */ FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, /* Generated */ (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement), /* Generated */ optInTimePeriod, tempBuffer2 ); /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal, /* Generated */ optInTimePeriod, 1.0, /* Generated */ outBegIdx, outNBElement, tempBuffer2 ); /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ } /* Generated */ #if !defined(USE_SINGLE_PRECISION_INPUT) /* Generated */ if( tempBuffer1 != outRealMiddleBand ) /* Generated */ { /* Generated */ ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) ); /* Generated */ } /* Generated */ #endif /* Generated */ if( optInNbDevUp == optInNbDevDn ) /* Generated */ { /* Generated */ if( optInNbDevUp == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ } /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i] * optInNbDevUp; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ } /* Generated */ } /* Generated */ } /* Generated */ else if( optInNbDevUp == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); /* Generated */ } /* Generated */ } /* Generated */ else if( optInNbDevDn == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); /* Generated */ } /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); /* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); /* Generated */ } /* Generated */ } /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ }}} // Close namespace TicTacTec.TA.Lib /* Generated */ #endif /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/ ``` --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.optionalpha.com/technical-documentation/indicators/bollinger-bands.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.