Bollinger Bands (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.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outRealUpperBand: upper_limit
• outRealMiddleBand: line
• outRealLowerBand: lower_limit

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 · 11 DEFAULT · 12 ZLEMA · 13 RMA · 14 VIDYA · 15 ALMA

Properties

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

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

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double upperBand[252], middleBand[252], lowerBand[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_BBANDS( 0, n - 1, series, 20, 2.0, 2.0, TA_MAType_SMA,
           &outBegIdx, &outNBElement, upperBand, middleBand, lowerBand );
printf( "%d values from bar %d; last upperBand = %f\n", outNBElement, outBegIdx, upperBand[outNBElement - 1] );

Rust

use ta_lib::{Core, MAType};

let series = vec![0.0; 252]; // your data, oldest first
let mut upper_band = vec![0.0; 252];
let mut middle_band = vec![0.0; 252];
let mut lower_band = vec![0.0; 252];

let core = Core::new();
let range = core.bbands(0, series.len() - 1, &series, 20, 2.0, 2.0, MAType::SMA,
                        &mut upper_band, &mut middle_band, &mut lower_band)?;
println!("{} values from bar {}; last upper_band = {}", range.count, range.beg_idx, upper_band[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.MAType;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] upperBand = new double[252];
double[] middleBand = new double[252];
double[] lowerBand = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.bbands(0, series.length - 1, series, 20, 2.0, 2.0, MAType.SMA,
                         upperBand, middleBand, lowerBand);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last upperBand = " + upperBand[r.count() - 1]);

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var upperBand = new double[252];
var middleBand = new double[252];
var lowerBand = new double[252];

var core = Core.Default;
OutRange r = core.Bbands(0, series.Length - 1, series, 20, 2.0, 2.0, MAType.SMA,
                         upperBand, middleBand, lowerBand);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last upperBand = {upperBand[r.Count - 1]}");

TypeScript

import { MAType, bbands } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const {
  begIdx,
  outUpperBand,
  outMiddleBand,
  outLowerBand,
} = bbands(series, {
  timePeriod: 20,
  nbDevUp: 2,
  nbDevDn: 2,
  maType: MAType.SMA,
});
console.log(outUpperBand.length + ' values from bar ' + begIdx + '; last outUpperBand = ' + outUpperBand[outUpperBand.length - 1]);

Implementation

Added in 0.4.0.

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

Native	File
C	ta_BBANDS.c
Rust	bbands.rs
Java	Core_BBANDS.java
C#	Core_BBANDS.cs
TypeScript	bbands.ts

Python: talib.BBANDS, see ta-lib-python.

TA-Lib is also available for 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)