Is function Case sensitive ?

Here is a detailed answer for Dharmesh:

In QuantConnect's Python API, only self.bb(self._symbol, 30, 2) is supported for creating a Bollinger Bands indicator that automatically updates with new data. The method names in the QuantConnect Python API are always lowercase. self.BB(self._symbol, 30, 2) is NOT valid and will result in an error.

If you want to manually construct and update a Bollinger Bands indicator (not automatically updated with data), you can instantiate a BollingerBands object directly, but you'll need to call .update(...) on it yourself with each new price.

Here is an example demonstrating both approaches:

from AlgorithmImports import *

class BollingerBandsExampleAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        # Only 'self.bb(self._symbol, 30, 2)' is supported and correct in the Python API!
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100000)

        self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol

        # Automatically updating Bollinger Bands (recommended)
        self._auto_bb = self.bb(self._symbol, 30, 2, MovingAverageType.SIMPLE, Resolution.DAILY)

        # Manually constructed BollingerBands (advanced usage)
        self._manual_bb = BollingerBands(30, 2, MovingAverageType.SIMPLE)

    def on_data(self, data: Slice) -> None:
        if not data.bars.contains_key(self._symbol):
            return

        bar = data.bars[self._symbol]
        # Manually update the BollingerBands indicator
        self._manual_bb.update(bar.end_time, bar.close)

        if self._auto_bb.is_ready and self._manual_bb.is_ready:
            if bar.close > self._auto_bb.upper_band.current.value:
                self.debug("Price is above the upper band (auto-updating)")
            if bar.close > self._manual_bb.upper_band.current.value:
                self.debug("Price is above the upper band (manual)")

Summary:

• ✅ Use self.bb(self._symbol, 30, 2) for the correct, automatically updating Bollinger Bands in QuantConnect Python.
• ❌ self.BB(...) (uppercase) is not valid in Python.
• For manual updating, instantiate a BollingerBands object and call .update(...) yourself.

Let me know if you need help with more indicator examples!

Sources: Bollinger Bands - QuantConnect.com, Data Point Indicators - QuantConnect.com, Indicator History Algorithm, Bitcoin as a Leading Indicator, docs writing algorithms securities asset classes us equity shorting