Bollinger bands
chart = {
const width = 928;
const height = 600;
const marginTop = 10;
const marginRight = 20;
const marginBottom = 30;
const marginLeft = 40;
const values = Float64Array.from(aapl, d => d.Close);
const x = d3.scaleTime()
.domain(d3.extent(aapl, d => d.Date))
.rangeRound([marginLeft, width - marginRight]);
const y = d3.scaleLog()
.domain(d3.extent(values))
.rangeRound([height - marginBottom - 20, marginTop]);
const line = d3.line()
.defined((y, i) => !isNaN(aapl[i].Date) && !isNaN(y))
.x((d, i) => x(aapl[i].Date))
.y(y);
const svg = d3.create("svg")
.attr("width", width)
.attr("height", height)
.attr("viewBox", [0, 0, width, height])
.attr("style", "max-width: 100%; height: auto;");
svg.append("g")
.attr("transform", `translate(0,${height - marginBottom})`)
.call(d3.axisBottom(x).ticks(width / 80))
.call(g => g.select(".domain").remove());
svg.append("g")
.attr("transform", `translate(${marginLeft},0)`)
.call(d3.axisLeft(y).tickValues(d3.ticks(...y.domain(), 10)).tickFormat(d => d))
.call(g => g.select(".domain").remove())
.call(g => g.selectAll(".tick line").clone()
.attr("x2", width - marginLeft - marginRight)
.attr("stroke-opacity", 0.1))
.call(g => g.select(".tick:last-of-type text").clone()
.attr("x", 3)
.attr("text-anchor", "start")
.attr("font-weight", "bold")
.text("↑ Daily close ($)"));
svg.append("g")
.attr("fill", "none")
.attr("stroke-width", 1.5)
.attr("stroke-linejoin", "round")
.attr("stroke-linecap", "round")
.selectAll()
.data([values, ...bollinger(values, N, [-K, 0, +K])])
.join("path")
.attr("stroke", (d, i) => ["#aaa", "green", "blue", "red"][i])
.attr("d", line);
return svg.node();
}
function bollinger(values, N, K) {
let i = 0;
let sum = 0;
let sum2 = 0;
const bands = K.map(() => new Float64Array(values.length).fill(NaN));
for (let n = Math.min(N - 1, values.length); i < n; ++i) {
const value = values[i];
sum += value, sum2 += value ** 2;
}
for (let n = values.length, m = bands.length; i < n; ++i) {
const value = values[i];
sum += value, sum2 += value ** 2;
const mean = sum / N;
const deviation = Math.sqrt((sum2 - sum ** 2 / N) / (N - 1));
for (let j = 0; j < K.length; ++j) {
bands[j][i] = mean + deviation * K[j];
}
const value0 = values[i - N + 1];
sum -= value0, sum2 -= value0 ** 2;
}
return bands;
}
Plot.bollingerY(aapl, {x: "Date", y: "Close"}).plot()
Purpose-built for displays of data
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