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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/volatility/bbwp/Bbwp.md
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| **PineScript** | [bbwp.pine](bbwp.pine) |
- 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).
- **Similar:** [BBW](../bbw/bbw.md) | **Complementary:** Percentile rank | **Trading note:** BandWidth Percentile; ranks current width in historical context.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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)