分类
交易信号

烛台Bollinger Bands

汇商传媒 ​

烛台Bollinger Bands

1. Bollinger Bands provide a relative definition of high and low. By definition price is high at the upper band and low at the lower band.

2. That relative definition can be used to compare price action and indicator action to arrive at rigorous buy and sell decisions.

3. Appropriate indicators can be derived from momentum, volume, sentiment, open interest, inter-market data, etc.

4. If more than one indicator is used the indicators should not be directly related to one another. For example, a momentum indicator might complement a volume indicator successfully, but two momentum indicators aren't better than one.

5. Bollinger Bands can be used in pattern recognition to define/clarify pure price patterns such as "M" tops and "W" bottoms, momentum shifts, etc.

6. Tags 烛台Bollinger Bands of the bands are just that, tags not signals. A tag of the upper Bollinger Band is NOT in-and-of-itself a sell signal. A tag of the lower Bollinger Band is NOT in-and-of-itself a buy signal.

7. In trending markets price can, and does, walk up the 烛台Bollinger Bands upper Bollinger Band and down the lower Bollinger Band.

8. Closes outside the Bollinger Bands are initially continuation signals, not reversal signals. (This 烛台Bollinger Bands has been the basis for many successful volatility breakout systems.)

9. The default parameters of 20 periods for the moving average and standard deviation calculations, and two standard deviations for the width of the bands are 烛台Bollinger Bands 烛台Bollinger Bands just that, defaults. The actual parameters needed for any given market/task may 烛台Bollinger Bands be different.

10. The average deployed as the middle Bollinger Band should not be the best one for crossovers. Rather, it should be descriptive of the intermediate-term trend.

11. For consistent price containment: If the 烛台Bollinger Bands average is lengthened the number of standard deviations needs to be increased; from 2 at 20 periods, to 2.1 at 50 periods. Likewise, if the average is shortened the number of standard deviations should be reduced; from 2 at 20 periods, to 1.9 at 10 periods.

12.Traditional Bollinger Bands are based upon a simple moving average. This is because a simple average is used in the standard deviation calculation and we wish to be logically consistent.

13. Exponential Bollinger Bands eliminate sudden changes in the width of the bands caused by large price changes exiting the back of the calculation window. Exponential averages must be used for BOTH the middle band and in the calculation of standard deviation.


14. Make no statistical assumptions based on the 烛台Bollinger Bands use of the standard deviation calculation in the construction of the bands. The distribution of security prices is non-normal and the typical sample size 烛台Bollinger Bands in most deployments of Bollinger Bands is too small for statistical significance. (In practice we typically find 90%, not 95%, of the data inside Bollinger Bands with the default parameters)

15. %b tells us where we are in relation to the Bollinger Bands. The position within the bands is calculated using an adaptation of the formula for Stochastics

16. %b has many uses; among the more important are identification of divergences, pattern 烛台Bollinger Bands recognition and the coding of trading systems using Bollinger Bands.

17. Indicators can be normalized with %b, eliminating fixed thresholds in the process. To 烛台Bollinger Bands do this plot 50-period or longer Bollinger Bands on an indicator and then calculate %b of the indicator.

18. BandWidth tells us how 烛台Bollinger Bands wide the Bollinger Bands are. The raw width is normalized using the middle band. Using the default parameters BandWidth is four times the coefficient 烛台Bollinger Bands of variation.

19. BandWidth has many uses. Its most popular use is to identify "The Squeeze", but is also useful in identifying trend changes.

20. Bollinger Bands can be used on most financial time series, including equities, indices, foreign exchange, commodities, futures, options and bonds.

21. Bollinger Bands can be used on bars of any length, 5 minutes, one hour, daily, weekly, etc. The key is that the bars must contain enough activity to give a robust picture of the price-formation mechanism at work.

Bollinger Bands ®

Bollinger Bands are a type of price envelope 烛台Bollinger Bands developed by John Bollinger. (Price envelopes define upper and lower price range levels.) Bollinger Bands are envelopes plotted at a standard deviation level above 烛台Bollinger Bands and below a simple moving average of the price. Because the distance of the bands is based on standard deviation, they adjust to volatility swings in the underlying price.

Bollinger Bands use 2 parameters, Period 烛台Bollinger Bands and Standard Deviations, StdDev. The default values are 20 for period, and 烛台Bollinger Bands 2 for standard deviations, although you may customize the combinations.

Bollinger bands help determine whether prices are high or low on a relative basis. They 烛台Bollinger B烛台Bollinger Bands ands are used in pairs, both upper and lower bands and in conjunction with a moving average. Further, the pair of bands is not intended to be used on its own. Use the pair to confirm signals given with other indicators.

Image: Bollinger bands

How this indicator works

  • When the bands tighten during a period of low volatility, it raises the 烛台Bollinger Bands likelihood of a sharp price move in either direction. This may begin a trending move. Watch out for a false move in opposite direction which reverses before the proper trend begins.
  • When the bands separate by an unusual large amount, volatility increases and any existing trend may be ending.
  • Prices have a tendency to bounce within the bands' envelope, touching one band then moving to the other band. You can use these swings to help identify potential profit targets. For example, 烛台Bollinger Bands 烛台Bollinger Bands if a price bounces off the lower band and then crosses above the moving average, the upper band then becomes the profit target.
  • Price can exceed or hug a band envelope for prolonged periods during strong trends. On divergence with a momentum oscillator, you may want to do additional research to determine if taking additional profits is appropriate for you.
  • A strong trend continuation can be expected when the price moves out of the bands. However, if prices move immediately back inside the band, then the suggested strength is negated.

Calculation

First, calculate a simple moving average. Next, calculate the standard deviation over the same number of periods as the simple moving average. For the upper band, 烛台Bollinger Bands add the standard deviation to the moving average. For the lower band, subtract the standard deviation from the moving average.

Typical values used:

Short term: 10 day moving average, bands at 1.5 standard deviations. (1.5 times the standard dev. +/- the SMA)

Bollinger Bands with Zig Zag Scalping System For MT4

Bollinger Bands with Zig Zag Scalping System For MT4

Please note: This strategy was publicly published in the trading community and is free to use. We do NOT make an attempt to decide if this strategy is profitable or not, because we know that the major factors regarding trading results are the skills/experience of the trader who executes the strategy. Therefore, we are mainly explaining the components and rules of the strategy. If applicable, we are highlighting advantages, disadvantages and possible improvements of the strategy.

Bollinger Bands with Zig Zag Scalping System For MT4 的 Bollinger Bands with Zig Zag Scalping System For MT4 是使用非常简单的短期缩放系统。有趣的是,您也可以相对轻松地在更长的图表时间范围内使用此方法。

超级简单实用策略 - BOLL布林带指标交易策略

汇商传媒 ​

在谈这个交易策略之前,我们需要了解下布林带指标的一些基本常识。布林带(Bollinger Band)是20世纪80年代由约翰·布林格(John Bollinger)开发的市场趋势技术指标,用于衡量市场波动性和价格动态。