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Using the class BollingerBands() inbuilt factor
Hussein Nasser
posted Sep 22, 2016
Getting Started Statistics Pipeline

Hello all,

I'm new to quantopian and python so excuse me if I'm asking a stupid questions.
I'm playing around with a notebook and am using the inbuilt Bollinger Band Factor which seems to work only the output is actually three numbers instead of the one number I was expecting !!
So the question is what do those three numbers represent exactly ? I looked in the documentation on the website but it doesn't say.
Also - how do I pick the right one when I want to use it as a screen potentially ?

Thanks

Hussein

2 responses
mark freedman
Oct 6, 2016

This worked for me - check out this response, below from Martin Clasen (Jun 30, 2016): 


from quantopian.pipeline import Pipeline  
from quantopian.algorithm import attach_pipeline, pipeline_output  
from quantopian.pipeline.factors import BollingerBands

def initialize(context):  
    my_pipe = make_pipeline()  
    attach_pipeline(my_pipe, 'my_pipeline')

def make_pipeline():  
    bb = BollingerBands(window_length=20, k=2)  
    return Pipeline(columns={  
        'bb_upper' : bb.upper,  
        'bb_middle' : bb.middle,  
        'bb_lower' : bb.lower,  
    })

def before_trading_start(context, data):  
    # Store our pipeline output DataFrame in context.  
    print pipeline_output('my_pipeline')
Hussein Nasser
Oct 6, 2016

Thanks Mark - this is great.

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