Bollinger Bands®

get_bollinger_bands(quotes, lookback_periods=20, standard_deviations=2)

Parameters

name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
lookback_periods int, default 20 Number of periods (N) for the center line moving average. Must be greater than 1 to calculate; however we suggest a larger period for statistically appropriate sample size.
standard_deviations int, default 2 Width of bands. Standard deviations (D) from the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Returns

BollingerBandsResults[BollingerBandsResult]

BollingerBandsResult

name type notes
date datetime Date
sma float, Optional Simple moving average (SMA) of Close price (center line)
upper_band float, Optional Upper line is D standard deviations above the SMA
lower_band float, Optional Lower line is D standard deviations below the SMA
percent_b float, Optional %B is the location within the bands. (Price-lower_band)/(upper_band-lower_band)
z_score float, Optional Z-Score of current Close price (number of standard deviations from mean)
width float, Optional Width as percent of SMA price. (upper_band-lower_band)/sma

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# calculate BollingerBands(20, 2)
results = indicators.get_bollinger_bands(quotes, 20, 2)

About Bollinger Bands®

Created by John Bollinger, Bollinger Bands depict volatility as standard deviation boundary lines from a moving average of Close price. Bollinger Bands® is a registered trademark of John A. Bollinger. [Discuss] 💬

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