ninjatrader/indicators/%b/README.md

1.5 KiB

%B

The %B indicator is based on the position of price relative to the Bollinger Bands.

It is calculated as follows:

%B = (Price - Lower Band) / (Upper Band - Lower Band)

Example values and positions relative to Bollinger Bands:

  • %B = 1: The price is exactly at the upper band.
  • %B = 0: The price is exactly at the lower band.
  • %B = 0.5: The price is at the midpoint between the bands (the moving average).
  • %B > 1: The price is above the upper band.
  • %B < 0: The price is below the lower band.

Parameters

Period: The period to use in the Bollinger Bands calculation. (Default: 20)

Standard Deviations: The standard deviation multiplier to use in the Bollinger Bands calculation. (Default: 2.0)

Plots

%B: The value of price relative to the position of the Bollinger Bands. (Default: Yellow Solid Line 2px)

Upper Level: The value of the upper level displayed by the indicator. (Default: 1.0)

Lower Level: The value of the lower level displayed by the indicator. (Default: 0.0)

Upper Level Stroke: The color and width of the upper level. (Default: Lime Green 3px)

Lower Level Stroke: The color and width of the lower level. (Default: Red 3px)

Screenshots

%B

Strategies

The %B strategy taken from High Probability ETF Trading (2009) by Larry Connors is based on this indicator.