/usr/share/octave/packages/financial-0.4.0/bolling.m is in octave-financial 0.4.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 | ## Copyright (C) 2008 Bill Denney <bill@denney.ws>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {} bolling (@var{asset}, @var{samples})
## @deftypefnx {Function File} {} bolling (@var{asset}, @var{samples}, @var{alpha})
## @deftypefnx {Function File} {} bolling (@var{asset}, @var{samples}, @var{alpha}, @var{width})
## @deftypefnx {Function File} {[@var{movavg}, @var{upperband}, @var{lowerband}] =} bolling (@var{asset}, @var{samples}, ...)
##
## If no output is requested, plot the bollinger bands of the
## @var{asset}. If output is requested, return the values for the
## bollinger bands. If given, @var{alpha} is the weighting power of the
## moving average; 0 (default) is the simple moving average, see
## @code{movavg} for the full definition. @var{width} is the number of
## standard deviations to plot above and below the moving average
## (default: 2).
##
## @seealso{movavg, candle, dateaxis, highlow, pointfig}
## @end deftypefn
function [varargout] = bolling (asset, samples, alpha, width)
## Check input and set the defaults
if nargin < 2 || nargin > 4
print_usage ();
elseif nargin < 3
alpha = 0;
endif
if nargin < 4
width = 2;
endif
if samples > length (asset)
error ("Samples must be <= the length of the asset")
endif
## the moving average and the standard deviation
avg = movavg(asset, samples, samples, alpha);
s = zeros(size(avg));
## Assume that the standard deviation is constant for the first samples
## FIXME: is this what matlab assumes
s(1:samples) = std (asset(1:samples));
for i = samples+1:length (asset)
s(i) = std (asset(i - samples + 1:i));
endfor
if nargout > 0
varargout{1} = avg;
else
plot((1:length(avg))', [avg(:), avg(:)+s(:), avg(:)-s(:)]);
endif
if nargout > 1
varargout{2} = avg + s;
endif
if nargout > 2
varargout{3} = avg - s;
endif
endfunction
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