Technical Indicators · Bollinger Bands

A moving average with breathing room.

Bollinger Bands draw a middle line (an SMA) and two outer bands offset by a multiple of the standard deviation of recent prices. When the bands widen, volatility is up. When price touches a band, it has moved a statistically meaningful distance from the average. Vant8's Mean Reversion strategy uses band touches as its core entry signal.

What it measures

Where price sits relative to recent volatility

The middle band is the mean; the outer bands are how far price would have to move to be unusual by recent standards. Touches and breaks of the bands carry information about both location and volatility.

Middle band

A simple moving average of close. The baseline price reverts to in a ranging market.

Upper band

Middle band plus N standard deviations. Treats touches as extended to the upside.

Lower band

Middle band minus N standard deviations. Treats touches as extended to the downside.

Computation

The math

middle = SMA(close, period)
σ = std(close, period)
upper = middle + stdDev × σ
lower = middle − stdDev × σ
Standard John Bollinger formulation. Standard deviation is the population std over the lookback window.
Defaults

The parameters we ship

Period: 20

The textbook lookback. Long enough to be stable, short enough to react to recent regime changes.

Standard deviations: 2

The textbook multiplier. Roughly 95% of returns in a normal-ish distribution land between the bands — so a touch is genuinely uncommon.

Vant8-specific

Only acts in ranging markets

Bollinger Band touches mean reversion only when the underlying market is ranging. In a strong trend, price can ride the upper band for days without reverting — fading those touches loses money. Mean Reversion on Vant8 pairs the band touch with an ADX filter so it refuses to act in a confirmed trend.

Band touch is the signal

Close at or beyond the lower band triggers a long candidate; close at or beyond the upper band triggers a short candidate (on perp) or exit (on spot).

ADX filter is the gate

The entry only fires if ADX is below the reversion gate, confirming that the market is ranging rather than trending.

Where it shows up

Strategies that consume Bollinger Bands

Mean Reversion
Primary entry — buys on lower-band touch in a ranging market, sells on upper-band touch. Exits at the middle band.
How to read it

Where Bollinger Bands can mislead you

Touches happen in strong trends too

A breakout can push price beyond the upper band and keep going for days. Without a trend filter, fading every touch is a slow way to lose money. Vant8 always pairs the touch with ADX.

No information about direction of the next move

A band touch says price has moved far. It does not say which way it goes next. Confirmation candle, ADX gate, and stop-loss are what turn the touch into a decision.

Pick a strategy that uses Bollinger Bands.

The strategies listed above are deployed from the Strategies page on your dashboard. Each one ships with sensible defaults you can tune before deployment.