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lib/volatility/bbwp/Bbwp.md
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# BBWP: Bollinger Band Width Percentile
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volatility |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `multiplier` (default 2.0), `lookback` (default 252) |
| **Outputs** | Single series (Bbwp) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period + lookback` bars |
### TL;DR
- BBWP (Bollinger Band Width Percentile) measures where the current Bollinger Band Width falls within its historical distribution, expressing the res...
- Parameterized by `period`, `multiplier` (default 2.0), `lookback` (default 252).
- Output range: $\geq 0$.
- Requires `period + lookback` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Where does current volatility rank in the historical distribution? BBWP answers with a percentile."
BBWP (Bollinger Band Width Percentile) measures where the current Bollinger Band Width falls within its historical distribution, expressing the result as a percentile rank between 0 and 1. Unlike BBWN which normalizes using min/max values, BBWP uses percentile ranking which is more robust to outliers.
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## References
- Bollinger, J. (2001). "Bollinger on Bollinger Bands." McGraw-Hill.
- QuanTAlib PineScript reference implementation (bbwp.pine)
- QuanTAlib PineScript reference implementation (bbwp.pine)