BollingerBandsOutput

BollingerBandsOutput

At a glance — The per-bar value produced by the BollingerBands indicator. Read the latest value with bb.at(0).

Signature

export interface BollingerBandsOutput {
  upper: number;
  middle: number;
  lower: number;
}

Field	Description
upper	Upper band: middle + stdDev × σ.
middle	The moving average (SMA(source, period)).
lower	Lower band: middle − stdDev × σ.

Example

indicators/bollinger-reversal

import { BollingerBands, defineStrategy } from '@nexpips/sdk-trading';

/**
 * Retour à la moyenne sur bandes de Bollinger. La série renvoie un
 * `BollingerBandsOutput` ({ upper, middle, lower }). Achat quand la clôture
 * passe sous la bande basse ; take-profit visé sur la moyenne.
 */
export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'M15',
  risk: { maxRiskPercentPerTrade: 1, maxOpenPositions: 1, maxDailyLossPercent: 5 },
  setup: (api) => {
    const bb = api.use(BollingerBands, { source: 'close', period: 20, stdDev: 2 });

    return {
      onBar(ctx) {
        if (!ctx.position.isFlat || ctx.position.hasPendingOrder) return;

        const band = bb.at(0);
        if (ctx.series.close.at(0) < band.lower) {
          ctx.order.marketBuy({
            riskPercent: 1,
            stopLoss: { type: 'atr', period: 14, multiple: 2 },
            takeProfit: { type: 'price', value: band.middle },
          });
        }
      },
    };
  },
});

Compare the close to the lower / middle bands.

See also

• BollingerBands