Bollinger Bands Edge Cases Utility

Category: volatility

A diagnostic tool designed to test Bollinger Band behavior under extreme input conditions such as zero periods, negative lengths, and missing source data.

Formula

\text{Basis} = \text{SMA}(\text{source}, \text{length}) \\ \text{Upper} = \text{Basis} + (\text{mult} \cdot \text{StDev}) \\ \text{Lower} = \text{Basis} - (\text{mult} \cdot \text{StDev}) \\ \text{Edge Case Testing: length} \le 0, \text{source} = \text{na} , \text{mult} = 0 \text{ or } \text{na}

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