Bollinger BandWidth (BBW)

Summary

Bollinger BandWidth: the distance between the upper and lower Bollinger Bands as a percentage of the middle band. Low values mark contracting volatility, the setup John Bollinger calls the Squeeze; high values mark expanding volatility.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive · negative

Formula

$$\mathrm{BBW}_t = 100 \cdot \frac{\mathrm{upper}_t - \mathrm{lower}_t}{\mathrm{middle}_t}, \text{ or } 0 \text{ when } \mathrm{middle}_t = 0$$

where $\mathrm{upper}_t$, $\mathrm{middle}_t$ and $\mathrm{lower}_t$ are the BBANDS bands of $X$ with period $n$, moving-average type $\text{matype}$ and deviation multipliers $k_{\text{up}}$, $k_{\text{dn}}$. Since both bands sit on the middle band, $\mathrm{BBW}_t = 100\,(k_{\text{up}} + k_{\text{dn}})\,\sigma_t / \mathrm{middle}_t$, with $\sigma_t$ the population standard deviation of the last $n$ values of $X$.

Notes

• The input is assumed positive. The middle band is the divisor. Where it is exactly 0 the output is 0. Near zero the divisor is small and the output very large; no error is returned. A series that reaches or crosses zero, such as an oscillator or a spread, has no meaningful result here.
• With Bollinger's settings (a simple moving average and two deviations on each side) BBW is 400 times the window's coefficient of variation: its standard deviation divided by its mean.
• The two deviation multipliers enter only through their sum.
• The result is in percent: 10 means the bands are 10% of the middle band apart.
• Any optInMAType other than SMA is a TA-Lib generalisation, as it is for BBANDS: the deviation stays the population standard deviation about the simple mean.
• Wherever the middle band is not 0, BBW is bit for bit ((upper - lower) / middle) * 100 computed from BBANDS' own outputs.

Inputs

• inReal — Input data series

Outputs

• outReal — Width of the bands as a percentage of the middle band

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
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

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

Example

C

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

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

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

Rust

use ta_lib::{Core, MAType};

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

let core = Core::new();
let range = core.bbw(0, series.len() - 1, &series, 20, 2.0, 2.0, MAType::SMA, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[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[] out = new double[252];

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

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

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

TypeScript

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

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

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

Implementation

Added in 0.8.3 (ta-lib-python 0.8.3).

TA-Lib Definition: bbw.c · bbw.yaml

Native	File
C	ta_BBW.c
Rust	bbw.rs
Java	Core_BBW.java
C#	Core_BBW.cs
TypeScript	bbw.ts

Python: talib.BBW (ta-lib-python 0.8.3 or later), see ta-lib-python.

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

Aliases

Bollinger BandWidth, Bollinger Band Width, Bollinger Bands Width, BandWidth

See Also

BBANDS · PERCENTB · STDDEV · NATR

References

• John A. Bollinger, Bollinger on Bollinger Bands, McGraw-Hill 2001 (ISBN 0071373683)
• John Bollinger, Bollinger Band Rules, rule 18