Merge pull request #120 from matteozanettii/mz

Add Bollinger Bands support to getYahoo function

Author: MarcoRianiUNIPR

toolbox/utilities/getYahoo.m

@@ -114,7 +114,8 @@
 %               possible values are:
 %               'candle' = candlestick chart (default option);
 %               'line'   = close price only;
-%               'ma'     = close price and moving averages.
+%               'ma'     = close price and moving averages;
+%               'boll'   = close price and Bollinger bands.
 %               In this case, all suboptions associated with the selected
 %               top panel mode remain at their default values.
 %
@@ -130,6 +131,10 @@
 %               showMACrossovers=show moving average crossover markers 
 %               (default is true).
 %
+%               The suboptions inside 'boll' are:
+%               bollWindow = Window for the moving average (default 20).
+%               bollNumStd = Number of standard deviations (default 2).
+%
 %               The default values for 'line' are:
 %               no additional suboptions.
 %
@@ -234,7 +239,7 @@
 % out.Message           = message describing the result.
 % out.class             = 'getYahoo'.
 %
-% See also: getTickers, getFundamentals, rsindex, candle, movavg
+% See also: getTickers, getFundamentals, rsindex, candle, movavg, bollinger
 %
 % References:
 %
@@ -409,6 +414,15 @@
     out = getYahoo('G.MI','topPanelMode',s);
 %}
 
+%{
+    % Define the Bollinger settings structure in the top panel.
+    s = struct;
+    s.Name = 'boll';
+    s.bollWindow = 20;   % Moving average window (default 20)
+    s.bollNumStd = 2;    % Number of standard deviations (default 2)
+    out = getYahoo('G.MI', 'topPanelMode', s);
+%}
+
 %{
     % RSI custom in the bottom panel.
     s = struct;
@@ -581,6 +595,11 @@
 
 rocLen           = 12;
 
+% Default Bollinger
+bollWindow = 20;
+bollNumStd = 2;
+
+
 % Parse topPanelMode.
 % If topPanelMode is a char vector or string scalar, all suboptions remain
 % at their default values.
@@ -612,6 +631,9 @@
         case 'line'
             allowedTopFields = {'Name'};
 
+        case 'boll'
+            allowedTopFields = {'Name','bollWindow','bollNumStd'};
+
         otherwise
             error('FSDA:getYahoo:WngInp', ...
                 'Unknown value for topPanelMode.Name: %s', topName);
@@ -643,6 +665,11 @@
             if isfield(STop,'widthFactor'), widthFactor = STop.widthFactor; end
             if isfield(STop,'upColor'),     upColor = STop.upColor; end
             if isfield(STop,'downColor'),   downColor = STop.downColor; end
+            
+        case 'boll'
+            if isfield(STop,'bollWindow'), bollWindow = STop.bollWindow; end
+            if isfield(STop,'bollNumStd'), bollNumStd = STop.bollNumStd; end
+
     end
 end
 
@@ -973,6 +1000,7 @@
         'maFast',maFast, ...
         'maMid',maMid, ...
         'maSlow',maSlow);
+
     out(ii).Success = true;
     out(ii).Message = "OK";
 
@@ -984,26 +1012,30 @@
             bottomPanelMode, topRSI, lowRSI, topStoch, lowStoch, ...
             topWilliams, lowWilliams, ...
             rsiVals, stochK, stochD, macdLine, macdSignal, macdHist, ...
-            williamsR, rocVals, maFast, maMid, maSlow,layoutHeights)
+            williamsR, rocVals, maFast, maMid, maSlow, ...
+            bollWindow, bollNumStd, layoutHeights)
     end
 end
 
 if showPanelHelp
     showPanelExplanationCommand(topPanelMode, bottomPanelMode, ...
         maFastLen, maMidLen, maSlowLen, ...
         rsiLen, stochLen, stochSmooth, macdFastLen, macdSlowLen, macdSigLen, rocLen, wrLen, ...
-        topRSI, lowRSI, topStoch, lowStoch, topWilliams, lowWilliams);
+        topRSI, lowRSI, topStoch, lowStoch, topWilliams, lowWilliams, ...
+        bollWindow, bollNumStd);
 end
 
 end
+
 function localPlotYahoo(TT, tickerNow, LastPeriod, intervalThis, ...
     widthFactor, removeGaps, breakAtSession, nTicks, ...
     topPanelMode, maFastLen, maMidLen, maSlowLen, showMACrossovers, ...
     upColor, downColor, ...
     bottomPanelMode, topRSI, lowRSI, topStoch, lowStoch, ...
     topWilliams, lowWilliams, ...
     rsiVals, stochK, stochD, macdLine, macdSignal, macdHist, ...
-    williamsR, rocVals, maFast, maMid, maSlow, layoutHeights)
+    williamsR, rocVals, maFast, maMid, maSlow, ...
+    bollWindow, bollNumStd, layoutHeights)
 
 layoutHeights = layoutHeights(:)';
 if numel(layoutHeights) ~= 3 || any(~isfinite(layoutHeights)) || any(layoutHeights <= 0)
@@ -1152,11 +1184,68 @@ function localPlotYahoo(TT, tickerNow, LastPeriod, intervalThis, ...
                 'HandleVisibility','off');
         end
 
+    case 'boll'
+        
+        [bollMid, bollUpper, bollLower] = bollinger(TT.Close, 'WindowSize', bollWindow, 'NumStd', bollNumStd);
+
+        
+        xvec  = x(:);
+        yvec  = TT.Close(:);
+        bbMid = bollMid(:);
+        bbUp  = bollUpper(:);
+        bbLow = bollLower(:);
+
+        % Set axis
+        hold(ax1,'on'); grid(ax1,'on');
+
+        % Up/Down colored segments: successive differences
+        d = [0; diff(yvec)];
+        upIdx = d >= 0;
+        dnIdx = d < 0;
+
+        % Sequential up/down color plotting
+        if any(upIdx)
+            plot(ax1, xvec(upIdx), yvec(upIdx), '-', 'Color', [0 0.6 0], 'LineWidth', 1.4);
+        end
+        if any(dnIdx)
+            plot(ax1, xvec(dnIdx), yvec(dnIdx), '-', 'Color', [0.85 0.15 0.15], 'LineWidth', 1.4);
+        end
+
+        % SMA and bands
+        plot(ax1, xvec, bbMid, '-','Color',[0 0.4470 0.7410],'LineWidth',1);
+        plot(ax1, xvec, bbUp,  '--','Color',[0.3 0.3 0.3],'LineWidth',0.9);
+        plot(ax1, xvec, bbLow, '--','Color',[0.3 0.3 0.3],'LineWidth',0.9);
+
+        % Fill band (with NaN check)
+        validBands = ~isnan(bbUp) & ~isnan(bbLow);
+        xFill = xvec(validBands);
+        yUpFill = bbUp(validBands);
+        yLowFill = bbLow(validBands);
+
+        xpatch = [xFill; flipud(xFill)];
+        ypatch = [yUpFill; flipud(yLowFill)];
+
+        hPatch = patch('XData', xpatch, 'YData', ypatch, ...
+                       'FaceColor',[0.6 0.6 0.6], 'FaceAlpha', 0.15, ...
+                       'EdgeColor','none', 'Parent', ax1);
+        uistack(hPatch, 'bottom');
+
+        % Marker on the last point
+        plot(ax1, xvec(end), yvec(end), 'o', 'MarkerFaceColor',[0 0.4470 0.7410], 'MarkerEdgeColor','k');
+
+        % Legend
+        legend(ax1, {'Range','Price up','Price Down','SMA','Bands'}, 'Location', 'best');
+
     otherwise
         error('FSDA:getYahoo:WngInp','Unknown topPanelMode.');
 end
 
-ylim(ax1,'tight');
+% ylim implemetation
+if strcmp(lower(topPanelMode), 'boll')
+    ylim(ax1, 'padded');
+else
+    ylim(ax1, 'tight');
+end
 
 %% Middle panel: volume
 ax2 = axes('Position',[leftMargin y2 availW h2]);
@@ -1351,7 +1440,7 @@ function localPlotYahoo(TT, tickerNow, LastPeriod, intervalThis, ...
     ax2.XTickLabel = [];
 end
 
-xlim(ax1,'tight');
+xlim(ax1, 'tight');
 
 %% Last labels
 switch lower(bottomPanelMode)
@@ -1552,7 +1641,8 @@ function addBottomIndicatorRows(hObj, bottomPanelMode, ...
 function showPanelExplanationCommand(topPanelMode, bottomPanelMode, ...
     maFastLen, maMidLen, maSlowLen, ...
     rsiLen, stochLen, stochSmooth, macdFastLen, macdSlowLen, macdSigLen, rocLen, wrLen, ...
-    topRSI, lowRSI, topStoch, lowStoch, topWilliams, lowWilliams)
+    topRSI, lowRSI, topStoch, lowStoch, topWilliams, lowWilliams, ...
+    bollWindow, bollNumStd)
 
 fprintf('\n');
 fprintf('============================================================\n');
@@ -1574,6 +1664,10 @@ function showPanelExplanationCommand(topPanelMode, bottomPanelMode, ...
         fprintf('  - Fast MA  = %d\n', maFastLen);
         fprintf('  - Medium MA= %d\n', maMidLen);
         fprintf('  - Slow MA  = %d\n', maSlowLen);
+    case 'boll'
+        fprintf('Mode: Close + Bollinger Bands\n');
+        fprintf('  - Window length  = %d\n', bollWindow);
+        fprintf('  - Number of Std  = %.1f\n', bollNumStd);
 end
 
 fprintf('\nBOTTOM PANEL\n');
@@ -1654,4 +1748,4 @@ function showPanelExplanationCommand(topPanelMode, bottomPanelMode, ...
 intervalOut = priority{idxAllowed};
 end
 
-%FScategory:UTI-FIN
+%FScategory:UTI-FIN