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

middle = MA(inReal, period); sd = stddev(inReal, period); upper = middle + nbDevUp*sd; lower = middle - nbDevDn*sd

Notes

• The standard deviation uses the population form (dividing by the period), not the sample form.
• The standard deviation is always computed with a simple moving average regardless of the selected MA type.

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

• optInTimePeriod — Periods for the MA and standard deviation
• optInNbDevUp — Standard-deviation multiplier for the upper band
• optInNbDevDn — Standard-deviation multiplier for the lower band
• optInMAType — Moving-average type for the middle band

Implementation

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

Native	File
C	ta_BBANDS.c
Rust	bbands.rs
Java	Core.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)