---
url: /indicators/bollinger-bands.md
description: >-
  Created by John Bollinger, the Bollinger Bands price channels depict
  volatility as standard deviation boundary line range from a moving average of
  price.  Bollinger Bands® is a registered trademark of John A. Bollinger.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/bollinger-bands
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Bollinger Bands®

Created by John Bollinger, [Bollinger Bands](https://en.wikipedia.org/wiki/Bollinger_Bands) price channels depict volatility as standard deviation boundary line range from a moving average of price.  Bollinger Bands® is a registered trademark of John A. Bollinger.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/267 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<BollingerBandsResult> results =
  bars.ToBollingerBands(lookbackPeriods, standardDeviations);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) for the center line moving average.  Must be greater than 1 to calculate; however we suggest a larger period for statistically appropriate sample size.  Default is 20. |
| `standardDeviations` | *`double`* | Width of bands.  Standard deviations (`D`) from the moving average.  Must be greater than 0.  Default is 2. |

### Historical price bars requirements

You must have at least `N` periods of `bars` to cover the warmup periods.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<BollingerBandsResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N-1` periods will have `null` values since there's not enough data to calculate.

### `BollingerBandsResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Sma` | *`double`* | Simple moving average (SMA) of price (center line) |
| `UpperBand` | *`double`* | Upper line is `D` standard deviations above the SMA |
| `LowerBand` | *`double`* | Lower line is `D` standard deviations below the SMA |
| `PercentB` | *`double`* | `%B` is the location within the bands.  `(Price-LowerBand)/(UpperBand-LowerBand)` |
| `ZScore` | *`double`* | Z-score of current price (number of standard deviations from mean) |
| `Width` | *`double`* | Width as percent of SMA price.  `(UpperBand-LowerBand)/Sma` |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToBollingerBands(..);
```

Results can be further processed on `PercentB` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToBollingerBands(..)
    .ToRsi(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
BollingerBandsList bbList = new(lookbackPeriods, standardDeviations);

foreach (IBar bar in bars)  // simulating stream
{
  bbList.Add(bar);
}

// based on `ICollection<BollingerBandsResult>`
IReadOnlyList<BollingerBandsResult> results = bbList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
BollingerBandsHub observer = barHub.ToBollingerBandsHub(lookbackPeriods, standardDeviations);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<BollingerBandsResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.