def indicator_volbands(df_t, lookback=20, multiplier=0.3):
    """Create bands around a mean based on volatility

    Args:
        df_t (frame): requires "close" and "vol36" -- which is daily volatility
        lookback (`obj`:int, optional): lookback for moving average
        multiplier (`obj`:float, optional): multiplier for the daily volatility. 0.3 works well for about a 30T timeframe

    Returns:
        frame: vol_high and vol_low, which is the daily volatility above a moving average
    """
    df = df_t[["close", "vol36"]].copy()
    df["vol_ma"] = df.close.rolling(window=lookback).mean()
    df["vol_width"] = df.close * df.vol36 * multiplier
    df["vol_high"] = df.vol_ma + df.vol_width
    df["vol_low"] = df.vol_ma - df.vol_width
    return df[["vol_high", "vol_low"]]