BBANDS

Summary

Bollinger Bands: a moving-average middle band with upper and lower bands offset by a multiple of the standard deviation. Used to gauge relative price volatility.

Formula

$$\begin{aligned} \text{middle}_t &= \operatorname{MA}(X, n, \text{matype})_t \\ \sigma_t &= \operatorname{STDDEV}(X, n)_t \\ \text{upper}_t &= \text{middle}_t + k_{\text{up}}\,\sigma_t \\ \text{lower}_t &= \text{middle}_t - k_{\text{dn}}\,\sigma_t \end{aligned}$$

where $X$ is the input series, $n$ the period, $\text{matype}$ the moving-average type,
and $k_{\text{up}}$, $k_{\text{dn}}$ the upper and lower deviation multipliers.

Notes

• The defaults reproduce Bollinger's original definition: a 20-period SMA middle band with
  $k_{\text{up}} = k_{\text{dn}} = 2$. Any other $\text{matype}$ is a TA-Lib generalisation.
• $\text{matype}$ sets where the envelope is centred; $n$ and $k$ set how wide it is. The two are
  independent — $\sigma$ depends only on the price window, so changing the middle band re-centres
  the bands without resizing them.

Inputs

• inReal — Input data series

Outputs

• outRealUpperBand — Middle band plus nbDevUp standard deviations
• outRealMiddleBand — The moving average
• outRealLowerBand — Middle band minus nbDevDn standard deviations

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	20	2–100000	Periods for the MA and standard deviation
optInNbDevUp	real	2	any real	Standard-deviation multiplier for the upper band
optInNbDevDn	real	2	any real	Standard-deviation multiplier for the lower band
optInMAType	MAType	SMA (0)	any MAType	Moving-average type for the middle band

MAType values: 0 SMA · 1 EMA · 2 WMA · 3 DEMA · 4 TEMA · 5 TRIMA · 6 KAMA · 7 MAMA · 8 T3 · 9 HMA · 10 DISABLED

Properties

Numerical Stability: Depends on MA Type — This function's default, SMA, is start-independent.

Display Flags
✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick

Implementation

TA-Lib Definition: bbands.c · bbands.yaml

Native	File
C	ta_BBANDS.c
Rust	bbands.rs
Java	Core_BBANDS.java

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

Bollinger Bands

See Also

MA · STDDEV · SMA

References

• John A. Bollinger, Bollinger on Bollinger Bands, McGraw-Hill Trade (ISBN 0071373683)