This is Bollinger bandwidth indicator:
Bandwidth = high-low/main
I have added lowest and highest of N periods to programmatically identify bulge and squeeze. When bandwidth at N periods low, it is in squeeze. If bandwidth at N periods high, it is in bulge.
Bandwidth = high-low/main
I have added lowest and highest of N periods to programmatically identify bulge and squeeze. When bandwidth at N periods low, it is in squeeze. If bandwidth at N periods high, it is in bulge.
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