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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/volatility/bbwn/Bbwn.md
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| **PineScript** | [bbwn.pine](bbwn.pine) |
- Bollinger Band Width Normalized (BBWN) extends the standard BBW by normalizing it to a [0,1] range based on historical minimum and maximum values o...
- 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).
- **Similar:** [BBW](../bbw/bbw.md) | **Complementary:** Cross-asset comparison | **Trading note:** Normalized BandWidth for cross-asset comparison.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Bollinger Band Width Normalized (BBWN) extends the standard BBW by normalizing it to a [0,1] range based on historical minimum and maximum values over a lookback period. This normalization enables better comparison across different timeframes, instruments, and market conditions, making it easier to identify relative volatility levels consistently.
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- **CPU Complexity**: O(1) per update, O(lookback) for min/max search
- **Batch Processing**: Optimized vectorized calculations available
BBWN transforms absolute volatility measurements into relative, comparable signals that work consistently across different market conditions and instruments. The normalization provides context that pure BBW cannot offer, making it particularly valuable for systematic trading strategies that need consistent volatility thresholds.
BBWN transforms absolute volatility measurements into relative, comparable signals that work consistently across different market conditions and instruments. The normalization provides context that pure BBW cannot offer, making it particularly valuable for systematic trading strategies that need consistent volatility thresholds.