Bollinger Bands
Bollinger Bands measure price volatility by plotting standard deviation bands around a moving average. AlgoZilla uses the BB Position (where price sits within the bands, normalized 0-1) as a volatility-adjusted momentum gauge.
Beyond Simple Squeeze Detection
Most traders watch for band squeezes. Our model goes deeper — it tracks BB position across time and combines it with Williams %R and RSI to detect when volatility compression precedes a directional move. The key insight: BB position + momentum delta = timing signal.
Feature Variants
- bb_pos: Position within bands (0=lower, 1=upper)
- ATR z-score: Normalized volatility relative to recent history
- Multi-TF: BB position on 2H, 4H, 8H, 12H, 24H
Part of the Volatility feature group. See also: Fear and Greed for regime-aware volatility interpretation.
