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Miha Kralj
2026-02-27 07:48:12 -08:00
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# UBANDS: Ehlers Ultimate Bands
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default DefaultPeriod), `multiplier` (default DefaultMultiplier) |
| **Outputs** | Multiple series (Upper, Middle, Lower, Width) |
| **Output range** | Tracks input |
| **Warmup** | `period` bars |
### TL;DR
- Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero o...
- Parameterized by `period` (default defaultperiod), `multiplier` (default defaultmultiplier).
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero overshoot and minimal lag. Band width is determined by the RMS (Root Mean Square) of residuals between price and the smoothed centerline, providing a mathematically rigorous deviation measure that makes no assumptions about the distribution of returns. The USF is a recursive filter requiring O(1) computation per bar, while the RMS calculation scans the lookback window at O(n) per bar.
## Historical Context