BollingerBands

BollingerBands

At a glance — middle = SMA(source, period); the upper/lower bands sit stdDev population standard deviations away from the middle. The series yields a BollingerBandsOutput per bar. Population SD (divisor = N), consistent with TradingView / MQL5.

Signature

const bb: Series<BollingerBandsOutput> = api.use(BollingerBands, {
  source: 'close',
  period: 20,
  stdDev: 2,
});

Field	Type	Description
period	number (≥ 1)	Window for the moving average and SD.
source	Source	Price source.
stdDev	number	Band width in standard deviations (e.g. 2).

Warm-up: period bars.

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 },
          });
        }
      },
    };
  },
});

Mean-reversion: buy below the lower band, target the middle.

See also

• BollingerBandsOutput
• SMA