BB edge cases

Category: volatility

A diagnostic script testing edge cases for the Bollinger Bands (ta.bb) function, including zero/negative lengths, zero/na multipliers, and flat or missing source data.

Formula

\text{Basis} = \text{SMA}(\text{source}, \text{length}) \\ \text{Dev} = \text{StDev}(\text{source}, \text{length}) \\ \text{Upper} = \text{Basis} + (\text{mult} \times \text{Dev}) \\ \text{Lower} = \text{Basis} - (\text{mult} \times \text{Dev})

See signal primitives and every published strategy that uses BB edge cases on WOBR StrategyVerse.