Bollinger Bands Pass Node

Bollinger Bands — Series Input

IndicatorVolatilityPass

Overview

The Bollinger Bands Pass Node applies the standard Bollinger Bands algorithm to any upstream numeric series — not just closing prices. Instead of reading from a stock source node, it accepts a single { values, timestamps } input, enabling Bollinger Bands on indicator outputs, synthetic series, or any transformed data stream.

The computation is identical to the standard Bollinger Bands node: a Simple Moving Average forms the middle band, and upper/lower bands are placed at ±stdDev standard deviations from the mean.

Formula

Middle Band
MB = SMA(series, period)
Standard Deviation
σ = √[ Σ(xᵢ − MB)² / period ]
Upper Band
UB = MB + stdDev × σ
Lower Band
LB = MB − stdDev × σ

Parameters

ParameterTypeDefaultDescription
periodnumber20Lookback window for the SMA and standard deviation calculation.
stdDevnumber2.0Standard deviation multiplier for band width. Use 1.5–2.5 for tighter or wider envelopes.

Inputs & Outputs

SlotDirectionTypeDescription
inputInput{ values, timestamps }Any upstream numeric series (indicator, MA, custom)
upperOutput(number | null)[]Upper Bollinger Band values
middleOutput(number | null)[]Middle Band (SMA of input series)
lowerOutput(number | null)[]Lower Bollinger Band values
timestampsOutputnumber[]Unix timestamps aligned to the input series

Use Cases

Bollinger Bands on RSI

Apply bands to RSI output to identify extreme oscillator readings relative to its own historical range.

Volatility-Adjusted MA Bands

Wrap any moving average output in Bollinger Bands for dynamic breakout detection without raw price exposure.

Volume Envelope

Connect a volume series to detect unusual volume spikes beyond statistical norms.

Tips & Best Practices

📊 Statistical Coverage

With stdDev = 2, ~95 % of values should fall inside the bands. stdDev = 1 gives ~68 % coverage.

⚡ Warm-Up Period

First (period − 1) output values are null. Ensure your downstream nodes handle leading nulls gracefully.

🔗 vs Standard Node

Use the standard Bollinger Bands node for close-price bands; use this Pass node when the input is not a direct price series.

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