bollinger-bands

Name: bollinger-bands
Author: SKE-Labs

15stars2forks

How to install bollinger-bands?

ske-labs/agent-trading-skills/bollinger-bands

$npx -y skills add SKE-Labs/agent-trading-skills --skill bollinger-bands

Installs into the current project.

Summary

Define and test Bollinger bandwidth, percent-b, squeeze, continuation, and mean-reversion rules. Use when measuring relative volatility and evaluating closed-band triggers without treating tags as signals.

Files · 1

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SKILL.md

1	# Bollinger Bands Trading
2
3	Bollinger Bands measure volatility and identify potential reversals and breakouts.
4
5	## Components
6
7	\| Band \| Calculation \| Meaning \|
8	\| ---------- \| -------------- \| --------------------- \|
9	\| Middle \| 20 SMA \| Trend baseline \|
10	\| Upper \| SMA + k StdDev \| Upper volatility envelope \|
11	\| Lower \| SMA - k StdDev \| Lower volatility envelope \|
12
13	Band Width = `(Upper - Lower) / Middle * 100`
14
15	## Signals
16
17	### Mean Reversion (Range Trading)
18
19	- A band tag is descriptive, not a reversal signal.
20	- Define regime, `%b`/distance, objective reversal trigger, invalidation, and middle-band target before testing.
21	- Calibrate any RSI or candlestick filter; both are derived from the same price history.
22
23	### Bollinger Squeeze (Breakout)
24
25	- Define a squeeze by rolling bandwidth percentile within the same instrument/session.
26	- A squeeze indicates low relative volatility, not that a breakout is imminent or directional.
27	- Test closed-band exit, retest, and volume rules with a fixed horizon.
28
29	### Band Riding (Trend Trading)
30
31	- Uptrend: price hugs upper band, pullbacks to middle band are entries
32	- Downtrend: price hugs lower band, rallies to middle band are entries
33
34	### W-Bottom / M-Top
35
36	- W-Bottom at lower band = bullish reversal
37	- M-Top at upper band = bearish reversal
38
39	## Workflow
40
41	1. Get Bollinger Bands:
42	```
43	get_indicators(indicator_code="bbands", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
44	```
45
46	2. Calculate Band Width: `(Upper - Lower) / Middle * 100`
47	- Report rolling percentile and historical sample; do not use universal percentage cutoffs.
48
49	3. Confirm with RSI:
50	```
51	get_indicators(indicator_code="rsi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
52	```
53
54	4. Identify setup: band edge + reversal candle → mean reversion; squeeze + volume → breakout
55
56	5. Mark on chart:
57	```
58	draw_chart_analysis(action="create", drawing={
59	"type": "highlight",
60	"points": [
61	{"time": <start_time>, "price": <upper_band>},
62	{"time": <end_time>, "price": <lower_band>}
63	],
64	"options": {"text": "BB Squeeze (Width: 1.8%)"}
65	})
66	```
67
68	## Evidence and Validation
69
70	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
71	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
72	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
73	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
74	- Research basis: John Bollinger's [22 rules](https://cmtassociation.org/technically_speaking/technically-speaking-march-2013/) state that band tags are not signals and outside closes are initially continuation—not reversal—signals.
75
76	## Key Rules
77
78	- Treat band expansion as a regime feature and test mean reversion/continuation separately.
79	- Never enter on a band tag alone; apply the predeclared price trigger.
80	- Define squeezes by an instrument-specific rolling percentile.
81	- Treat 20/2 as a conventional starting specification; record every lookback/multiplier tried.
82	- Per Bollinger's rules, an outside close is initially continuation information, not automatic reversal.
83
84	## Related Skills
85
86	- mean-reversion — adds z-score and RSI frameworks to BB touch signals
87	- market-regime-detection — BB Width is a key volatility input for regime classification

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bollinger-bands

15stars2forks

View on GitHub

How to install bollinger-bands?

ske-labs/agent-trading-skills/bollinger-bands

$npx -y skills add SKE-Labs/agent-trading-skills --skill bollinger-bands

Installs into the current project.

Summary

Files · 1

View on GitHub

SKILL.md

1	# Bollinger Bands Trading
2
3	Bollinger Bands measure volatility and identify potential reversals and breakouts.
4
5	## Components
6
7	\| Band \| Calculation \| Meaning \|
8	\| ---------- \| -------------- \| --------------------- \|
9	\| Middle \| 20 SMA \| Trend baseline \|
10	\| Upper \| SMA + k StdDev \| Upper volatility envelope \|
11	\| Lower \| SMA - k StdDev \| Lower volatility envelope \|
12
13	Band Width = `(Upper - Lower) / Middle * 100`
14
15	## Signals
16
17	### Mean Reversion (Range Trading)
18
19	- A band tag is descriptive, not a reversal signal.
20	- Define regime, `%b`/distance, objective reversal trigger, invalidation, and middle-band target before testing.
21	- Calibrate any RSI or candlestick filter; both are derived from the same price history.
22
23	### Bollinger Squeeze (Breakout)
24
25	- Define a squeeze by rolling bandwidth percentile within the same instrument/session.
26	- A squeeze indicates low relative volatility, not that a breakout is imminent or directional.
27	- Test closed-band exit, retest, and volume rules with a fixed horizon.
28
29	### Band Riding (Trend Trading)
30
31	- Uptrend: price hugs upper band, pullbacks to middle band are entries
32	- Downtrend: price hugs lower band, rallies to middle band are entries
33
34	### W-Bottom / M-Top
35
36	- W-Bottom at lower band = bullish reversal
37	- M-Top at upper band = bearish reversal
38
39	## Workflow
40
41	1. Get Bollinger Bands:
42	```
43	get_indicators(indicator_code="bbands", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
44	```
45
46	2. Calculate Band Width: `(Upper - Lower) / Middle * 100`
47	- Report rolling percentile and historical sample; do not use universal percentage cutoffs.
48
49	3. Confirm with RSI:
50	```
51	get_indicators(indicator_code="rsi", symbol=<symbol>, exchange=<exchange>, interval=<interval>)
52	```
53
54	4. Identify setup: band edge + reversal candle → mean reversion; squeeze + volume → breakout
55
56	5. Mark on chart:
57	```
58	draw_chart_analysis(action="create", drawing={
59	"type": "highlight",
60	"points": [
61	{"time": <start_time>, "price": <upper_band>},
62	{"time": <end_time>, "price": <lower_band>}
63	],
64	"options": {"text": "BB Squeeze (Width: 1.8%)"}
65	})
66	```
67
68	## Evidence and Validation
69
70	- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
71	- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
72	- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
73	- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
74	- Research basis: John Bollinger's [22 rules](https://cmtassociation.org/technically_speaking/technically-speaking-march-2013/) state that band tags are not signals and outside closes are initially continuation—not reversal—signals.
75
76	## Key Rules
77
78	- Treat band expansion as a regime feature and test mean reversion/continuation separately.
79	- Never enter on a band tag alone; apply the predeclared price trigger.
80	- Define squeezes by an instrument-specific rolling percentile.
81	- Treat 20/2 as a conventional starting specification; record every lookback/multiplier tried.
82	- Per Bollinger's rules, an outside close is initially continuation information, not automatic reversal.
83
84	## Related Skills
85
86	- mean-reversion — adds z-score and RSI frameworks to BB touch signals
87	- market-regime-detection — BB Width is a key volatility input for regime classification

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6 picks

Type