Bollinger mark ^0.6.10

The bollinger mark is a composite mark consisting of a line representing a moving average and an area representing volatility as a band; the band thickness is proportional to the deviation of nearby values. The bollinger mark is often used to analyze the price of financial instruments such as stocks.

For example, the chart below shows the price of Apple stock from 2013 to 2018, with a window size n of 20 days and radius k of 2 standard deviations.

Window size (n):20Radius (k):2

Plot.bollingerY(aapl, {x: "Date", y: "Close", n, k}).plot()

Plot.bollingerY(aapl, {x: "Date", y: "Close", n: 20, k: 2}).plot()

For more control, you can also use the bollinger map method directly with the map transform.

Plot.plot({
  marks: [
    Plot.lineY(aapl, Plot.mapY(Plot.bollinger({n: 20, k: -2}), {x: "Date", y: "Close", stroke: "red"})),
    Plot.lineY(aapl, Plot.mapY(Plot.bollinger({n: 20, k: 2}), {x: "Date", y: "Close", stroke: "green"})),
    Plot.lineY(aapl, {x: "Date", y: "Close"})
  ]
})

Below a candlestick chart is constructed from two rule marks, with a bollinger mark underneath to emphasize the days when the stock was more volatile.

Plot.plot({
  x: {domain: [new Date("2014-01-01"), new Date("2014-06-01")]},
  y: {domain: [68, 92], grid: true},
  color: {domain: [-1, 0, 1], range: ["red", "black", "green"]},
  marks: [
    Plot.bollingerY(aapl, {x: "Date", y: "Close", stroke: "none", clip: true}),
    Plot.ruleX(aapl, {x: "Date", y1: "Low", y2: "High", strokeWidth: 1, clip: true}),
    Plot.ruleX(aapl, {x: "Date", y1: "Open", y2: "Close", strokeWidth: 3, stroke: (d) => Math.sign(d.Close - d.Open), clip: true})
  ]
})

The bollinger mark has two constructors: the common bollingerY for when time goes right→ (or ←left); and the rare bollingerX for when time goes up↑ (or down↓).

Plot.bollingerX(aapl, {y: "Date", x: "Close"}).plot()

As shorthand, you can pass an array of numbers as data. Below, the x axis represents the zero-based index into the data (i.e., trading days since May 13, 2013).

Plot.bollingerY(aapl.map((d) => d.Close)).plot()

Bollinger options

The bollinger mark is a composite mark consisting of two marks:

• an area representing volatility as a band, and
• a line representing a moving average

The bollinger mark supports the following special options:

• n - the window size (the window transform’s k option), an integer; defaults to 20
• k - the band radius, a number representing a multiple of standard deviations; defaults to 2
• color - the fill color of the area, and the stroke color of the line; defaults to currentColor
• opacity - the fill opacity of the area; defaults to 0.2
• fill - the fill color of the area; defaults to color
• fillOpacity - the fill opacity of the area; defaults to opacity
• stroke - the stroke color of the line; defaults to color
• strokeOpacity - the stroke opacity of the line; defaults to 1
• strokeWidth - the stroke width of the line in pixels; defaults to 1.5

Any additional options are passed through to the underlying line mark, area mark, and window transform. Unlike the window transform, the strict option defaults to true, and the anchor option defaults to end (which assumes that the data is in chronological order).

bollingerX(data, options)

Plot.bollingerX(aapl, {y: "Date", x: "Close"})

Returns a bollinger mark for when time goes up↑ (or down↓). If the x option is not specified, it defaults to the identity function, as when data is an array of numbers [x₀, x₁, x₂, …]. If the y option is not specified, it defaults to [0, 1, 2, …].

bollingerY(data, options)

Plot.bollingerY(aapl, {x: "Date", y: "Close"})

Returns a bollinger mark for when time goes right→ (or ←left). If the y option is not specified, it defaults to the identity function, as when data is an array of numbers [y₀, y₁, y₂, …]. If the x option is not specified, it defaults to [0, 1, 2, …].

bollinger(options)

Plot.lineY(data, Plot.map({y: Plot.bollinger({n: 20})}, {x: "Date", y: "Close"}))

Returns a bollinger map method for use with the map transform. The k option here defaults to zero instead of two.