Bands, Envelopes, and Squeezes

13 algorithms in Technical Indicators · 13 with asserted arithmetic.

In this family#

1. Bollinger %B verified

   Bollinger Bands together with %B, the close's position between the lower and upper band. The band arithmetic is delegated to the already-shipped bollingerBands implementation.

   bollingerPercentB(input)
2. Moving Average Envelope verified

   Moving Average Envelope: a simple moving average of close with bands set a fixed percentage above and below it.

   movingAverageEnvelope(input)
3. ATR Bands verified

   ATR Bands: a simple moving average of close with bands multiplier Average True Ranges above and below it.

   atrBands(input)
4. Standard Deviation Channel verified

   Standard Deviation Channel: a simple moving average of close with bands multiplier population standard deviations above and below it.

   standardDeviationChannel(input)
5. Regression Channel verified

   Regression Channel: the end point of a rolling least-squares fit of close over period bars, with bands multiplier root-mean-square residuals above and below that fitted point.

   regressionChannel(input)
6. Raff Regression Channel verified

   Raff Regression Channel: the same rolling least-squares centre line as the regression channel, but the channel half-width is the largest absolute residual in the window rather than its root mean square.

   raffRegressionChannel(input)
7. STARC Bands verified

   STARC Bands: a simple moving average of close with bands multiplier Average True Ranges above and below it.

   starcBands(input)
8. Fractal Chaos Bands verified

   Fractal Chaos Bands: carries forward the most recent confirmed five-bar fractal high and fractal low, each held flat until a new fractal of that side confirms.

   fractalChaosBands(input)
9. Projection Bands verified

   Projection Bands: fits a least-squares slope to the highs and to the lows of the last period bars, projects every bar in the window forward along that slope, and takes the highest projected high and the lowest projected low.

   projectionBands(input)
10. Dynamic Zone Bands verified

    Dynamic Zone Bands: a quantile envelope of close -- the upper band is the 1 - q quantile of the last period closes and the lower band the q quantile -- drawn around a simple moving average.

    dynamicZoneBands(input)
11. TTM Squeeze verified

    TTM Squeeze: flags the bars on which the Bollinger band pair sits entirely inside the Keltner channel pair, the conventional sign of a volatility contraction.

    ttmSqueeze(input)
12. Squeeze Momentum verified

    Squeeze Momentum: the TTM squeeze flag and its two band pairs, plus a momentum line -- the regression slope of the close's distance from the midpoint of the period-bar high-low range.

    squeezeMomentum(input)
13. Adaptive Price Zone verified

    Adaptive Price Zone: a double-smoothed EMA of close as the centre line, with bands multiplier double-smoothed EMAs of the high-low range above and below it.

    adaptivePriceZone(input)

What they share#

Every topic here is a series-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

import { bollingerPercentB } from "fintech-algorithms/technical-indicators/bands-envelopes-and-squeezes/bollinger-percent-b";
import { movingAverageEnvelope } from "fintech-algorithms/technical-indicators/bands-envelopes-and-squeezes/moving-average-envelope";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Technical Indicators collects 137 algorithms across 9 families. For the concept behind this family rather than the call signatures, see the concept guides.