stock indicatorsfor .NET

Bollinger Bands® ​

Created by John Bollinger, Bollinger Bands price channels depict volatility as upper and lower lines set a number of standard deviations from a moving average of price. Bollinger Bands® is a registered trademark of John A. Bollinger. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<BollingerBandsResult> results =
  bars.ToBollingerBands(lookbackPeriods, standardDeviations);

Parameters ​

paramdescription
lookbackPeriods
int		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. Default is 20.
standardDeviations
double		Width of bands. Standard deviations (D) from the moving average. Must be greater than 0. Default is 2.

Historical price bars requirements ​

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

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<BollingerBandsResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first N-1 periods will have null values since there's not enough data to calculate.

BollingerBandsResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Sma
double?		Simple moving average (SMA) of price (center line)
UpperBand
double?		Upper line is D standard deviations above the SMA
LowerBand
double?		Lower line is D standard deviations below the SMA
PercentB
double?		%B is the location within the bands. (Price-LowerBand)/(UpperBand-LowerBand)
ZScore
double?		Z-score of current price (number of standard deviations from mean)
Width
double?		Width as percent of SMA price. (UpperBand-LowerBand)/Sma

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToBollingerBands(..);

Results can be further processed on PercentB with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToBollingerBands(..)
    .ToRsi(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
BollingerBandsList bbList = new(lookbackPeriods, standardDeviations);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => bbList.Add(bar);

// based on `ICollection<BollingerBandsResult>`; fills as the handler runs
IReadOnlyList<BollingerBandsResult> results = bbList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
BollingerBandsHub observer = barHub.ToBollingerBandsHub(lookbackPeriods, standardDeviations);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<BollingerBandsResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.