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什麼是布林通道(Bollinger Band)

什麼是布林通道(Bollinger Band)

1. Bollinger Bands provide a relative definition of high and low. By definition 什麼是布林通道(Bollinger Band) 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 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 upper Bollinger Band and down the lower Bollinger Band.

8. Closes outside the Bollinger Bands are initially continuation signals, not reversal signals. (This 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 just that, defaults. The actual parameters needed for any given market/task may be different.什麼是布林通道(Bollinger Band)

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 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 什麼是布林通道(Bollinger Band) BOTH the middle band and in the calculation of standard deviation.


14. Make no statistical assumptions based on the 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 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 什麼是布林通道(Bollinger Band) 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 recognition and the coding of trading systems using Bollinger Bands.

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

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

19. BandWidth has many uses. Its most popular use 什麼是布林通道(Bollinger Band) is to identify "The Squeeze", but is also useful in identifying trend changes.

20. Bollinger Bands can 什麼是布林通道(Bollinger Band) 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 Formula & How to Use it?

Bollinger Bands are a technical trading system developed by John Bollinger in the early 1980s to help traders calculate price movements. These trading bands were developed in response to the necessity for adaptive trading bands and the detection that volatility was dynamic, rather than static as was normally assumed at the time.

Source − Tradingview. Chart of Ketner Channel & Bollinger Bands

Bollinger 什麼是布林通道(Bollinger Band) 什麼是布林通道(Bollinger Band) Bands are a technical indicator that are used in many financial markets, including stocks, currency, commodities, and 什麼是布林通道(Bollinger Band) futures trading. They may be utilized in a variety of time frames, ranging from very short time periods to hourly, daily, weekly, and monthly intervals.

Bollinger Bands Formula and how to Calculate Them?

In this step, 什麼是布林通道(Bollinger Band) we will look at how to calculate Bollinger Bands using Bollinger bands formula.

BOLU = Upper Bollinger Band

BOLD = Lower Bollinger Band

MA = Moving Average

TP(typical price) = (High + Low + Close) ÷ 3

n = Number of days in smoothing periods (usually 20)

m = Number of standard deviations (typically 2)

σ[TP,n] = Standard Deviation over last n periods of TP

Source − John Bollinger

For Bollinger Bands, the first requirement is to calculate the simple moving average of the assets, that is usually calculated over a 20-day period using SMA. When the price drop occurs, that would become our second data point. One must take the average every 21 days and the next and, in the process, we would be getting the standard deviation for the asset’s price that is useful in economics and finance.

Calculating the standard deviation is as simple as computing the square root of the variance, which is the average of the squared deviations between the 什麼是布林通道(Bollinger Band) mean and the mean variance. After that, divide the standard deviation number by two and use that amount to both add and remove from each point in the SMA's line of sight. These are responsible for the top and lower bands.

What are the limitations of Bollinger Bands?

Bollinger Bands offer indicators for traders to give information about volatility about assets but are not to be implemented independently as trading methodology.

John Bollinger who developed this method has always mentioned that these methods were designed to be used with other indicators and methods.

Because they are derived from a simple moving average, they give the same weight to older price data as they do to the most current, which means that fresh information may 什麼是布林通道(Bollinger Band) be diluted by old information. Furthermore, the usage of a 20-day simple moving average and two standard deviations is rather discretionary and may not be appropriate for all traders in all situations. Traders should make necessary adjustments to their SMA and standard deviation assumptions and keep track of them.

Bollinger Bands (BB)

ChartArt

Bollinger Bands (BB) are a widely popular technical analysis instrument created by John Bollinger in the early 1980’s. Bollinger Bands consist of a band of three lines which are plotted in relation to security prices. The line in the middle is usually a Simple Moving Average (SMA) set to a period of 20 days (the type of trend line and period can be changed by the trader; however a 20 day moving average is by far the most popular). The SMA then serves as a base for the Upper and Lower 什麼是布林通道(Bollinger Band) Bands which are used as a way to measure volatility by observing the relationship between the Bands and price. Typically the Upper and Lower Bands are set to two standard deviations away from the SMA (The Middle Line); however the number of standard deviations can also be adjusted by the trader.

Read more about Bollinger Bands.

USDCAD: Williams %R w/ Bollinger Bands [Loxx]

Williams %R w/ Bollinger Bands is a Williams %R indicator with Bollinger bands. The Bollinger bands are used to determine when breakouts/breakdowns occur. What is Williams %R? Williams %R , also known as the Williams Percent Range, is a type of momentum indicator that moves between 0 and -100 and measures overbought and oversold levels. The Williams %R may.

Bollinger Bands Formula & How to Use it?

Bollinger Bands are a technical trading system developed by John Bollinger in the early 1980s to help traders calculate price movements. These trading bands were developed in response to the necessity for adaptive trading bands and the detection that volatility was dynamic, rather than static as was normally assumed at the time.

Source − Tradingview. Chart of Ketner Channel & Bollinger Bands

Bollinger Bands are a technical indicator that are used in many financial markets, including stocks, currency, commodities, and futures trading. They may be utilized in a variety of time frames, ranging 什麼是布林通道(Bollinger Band) from very short time periods to hourly, daily, weekly, and monthly intervals.

Bollinger Bands Formula and how to Calculate Them?

In this step, we will look at how to calculate Bollinger Bands using Bollinger bands formula.

BOLU = Upper Bollinger Band

BOLD = Lower Bollinger Band

MA = Moving Average

TP(typical price) = (High + Low + Close) ÷ 3

n = Number of days in smoothing periods (usually 20)

m = Number of standard deviations (typically 2)

σ[TP,n] = Standard Deviation over last n periods of TP

Source − John Bollinger

For 什麼是布林通道(Bollinger Band) Bollinger Bands, the first requirement is to calculate the simple moving average of the assets, that is usually calculated over a 20-day period using SMA. When the price drop occurs, that would become our second data point. One must take the average every 21 days and the next and, in the process, we would be getting the standard deviation for the asset’s price that is useful in economics and finance.

Calculating the standard deviation is as simple as computing the square root of the variance, which is the average of the squared deviations between the mean and the mean variance. After that, divide the standard deviation number by two and use that amount to both add and remove from each point in the SMA's line of sight. These are responsible for the top and lower bands.

What are the limitations of Bollinger Bands?

Bollinger Bands offer indicators for traders to give information about volatility about assets but are not to be implemented independently as trading methodology.

John Bollinger who developed this method has always mentioned that these methods were designed to be used with other indicators and methods.

Because they are derived from a simple moving 什麼是布林通道(Bollinger Band) average, they give the same weight to older price data as they do to the most current, which means that fresh information may be diluted by old information. Furthermore, the usage of a 20-day simple moving 什麼是布林通道(Bollinger Band) average and two standard deviations is rather discretionary and may not be appropriate for all traders in all situations. Traders should make necessary adjustments to their SMA and standard deviation assumptions and keep track of them.