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Bollinger Bands ETSOverview Bollinger Bands ETstyle (BB ETS) is an advanced volatility and breakout detection indicator, building upon the classic Bollinger Bands. This script introduces adaptive ATR-based band width smoothing and clear squeeze detection, making it a versatile tool for traders seeking more responsive and actionable volatility analysis. Features Dual Bollinger Bands: Plots both standard and outer bands around a configurable moving average, allowing visualization of typical and extreme volatility ranges. ATR-Based Band Smoothing (Optional): When enabled, the bands automatically widen during low-volatility periods using the Average True Range (ATR), reducing false signals and making the bands more adaptive. Squeeze Detection (Optional): Highlights periods when the bands contract below a user-defined threshold, signaling potential breakout setups. Squeeze periods are visually marked with a background highlight for easy identification. Customizable Settings: Users can adjust band length, standard deviation multipliers, ATR parameters, and squeeze thresholds. Both ATR smoothing and squeeze detection can be toggled on or off. Clean Chart Output: The indicator overlays directly on price with clear, distinguishable visuals for all features. How It Works The indicator calculates a moving average (basis) and plots upper and lower bands at user-selected standard deviations. If ATR smoothing is enabled, the band width expands by a multiple of the ATR, adapting to real-time volatility. The script computes the relative band width ("bandwidth"). When this falls below your chosen threshold, the background is highlighted to indicate a "squeeze"-a period of reduced volatility that often precedes breakouts. How to Use Trend & Volatility Analysis: Use the bands to identify overbought/oversold conditions and current market volatility. Price touching or crossing the outer bands may signal trend exhaustion or continuation. Breakout Anticipation: Watch for background highlights indicating a squeeze. These periods suggest the market is coiling for a potential significant move. Adaptive Sensitivity: Enable ATR smoothing to keep bands relevant during both calm and volatile markets, reducing false signals in low-volatility conditions. Customization: Adjust all parameters in the settings to match your trading style and the asset’s behavior. Limitations The indicator is designed for standard price charts and may not perform as intended on non-standard chart types (such as Renko or Heikin Ashi). As with all technical tools, best results are achieved when used alongside other forms of analysis. Summary Bollinger Bands ETstyle (BB ETS) offers a modern, adaptive approach to volatility and breakout analysis by combining classic bands with ATR-based smoothing and clear squeeze visualization. It is suitable for trend-following and breakout strategies, and requires no additional scripts-simply apply to your chart and adjust the settings as needed.
Pine Script®指標
由mr_uponly提供
Trendlines Boll Ichi S1 by GammaprodI. How to use this indicator : ------------------------------ I.1. Set your teadingview theme to dark theme. I.2. Gammaprod indicator is valid for forex, stock and but more valid for crypto. I.3. Use three timeframe for more validation (choose between those, that fit to your trading style) : - Timeframe 1m, 5m, and 15m for Scalping - Timeframe 30m, 1h and 4h for Intraday - Timeframe 4h, 1D and 1W for Swing Trading I.4 Always use THREE INDICATORS FROM GAMMAPROD, those three indicators is back to back each other, by the way, I only made those three indicators only (for now) : - Trendlines Boll Ichi S1 by Gammaprod - MACD Volume S2 by Gammaprod - Stoch RSI Divs Zone S2 by Gammaprod ============================================================================ II. How to setting : -------------------- II.1. Trendlines Boll Ichi Crypto by Gammaprod II.1.A. Support and Resistance - Well if you familiar with this indicator you can add it, but recommended for Timeframe 30m or more II.1.B. Trendlines Primary or Trendlines Secondary - Timeframe 1m you DON'T NEED Trendlines Primary or Trendlines Secondary - Timeframe 5m you DON'T NEED Trendlines Secondary, but you CAN ADD Trendlines Primary if you fell it helpful (for me, it is helpful to find where the candles start or the end trend or a consolidation or where the candles will surpass a resistance or a support). - Timeframe 15m you DON'T NEED Trendlines Secondary, DEFENITELY add Trendlines Primary it will help to find where the candles stop or a consolidation or where the candles will surpass a resistance or a support). - Timeframe 30m or more, DEFENITELY NEED BOTH Trendlines Primary and Secondary Trendlines, it will help to find where the candle stop or consolidation or where the candle will surpass a resistance or support). II.1.C. Bollinger, Ichimoku Cloud and Lagging Span - Please DON'T CHANGE IT at all, it's really helpful to know when and where to make an entry decesion or a trend or a consolidation, if you don't understand how to read it, you better to learn it first (on "how to read" section and "How to OPEN position" the section below) II.2. Stoch RSI Divs Zone Crypto by Gammaprod (DON'T CHANGE IT) II.3. MACD Volume Crypto by Gammaprod (DON'T CHANGE IT) ============================================================================ III. How to read : ------------------ III.1. Sell or Buy Priority : III.1.A. Sell Priority - Color background on macd and stoch rsi is pink or purple sell is the priority, (if you're not sure to buy, just wait until the best moment to sell) III.1.B. Buy Priority - Color background on macd and stoch rsi Teal or light green buy is the priority, (if you're not sure to sell, just wait until the best moment to buy) III.1.C. Indecision / Golden Moment - Color background on stoch rsi yellow is indecision / golden moment of reversal pattern (wait until it formed background only on Stoch RSI), please be careful at this moment. III.2. Trend / Consolidation : III.2.A. BULLISH trend - When Stoch RSI and MACD have teal or light green background that's means BULLISH trend, better to confirm by the candle is above green cloud and lagging span (red line) is also above the candle. III.2.B. BEARISH trend - When Stoch RSI and MACD have the Pink or purple background that's means BEARISH trend, better to confirm by the candle is above purple cloud and lagging span (red line) is also below the candle. III.2.C. CONSOLIDATION - When Stoch RSI have the mix background that's means CONSOLIDATION, better to confirm by the candle is in or near to green / purple cloud and lagging span (red line) is also on the candle. III.3. Special Mark III.3.A. Ideal Bullish : - Near line 20 and green / teal background = When Stoch RSI have the char R / H on lime color label, that's means divergence or hidden divergence for buy position, if you not see this label that's means just a standard confirmation for buy III.3.B. Not an Ideal Bullish : - Near line 80 and green / teal background = if this happens make sure you know what happen, it could be a false signal or bullish continual pattern III.3.C. Ideal Bearish : - Near line 80 and pink / purple background = When Stoch RSI have the char R / H on lime color label, that's means divergence or hidden divergence for buy position, if you not see this label that's means just a standard confirmation for sell position. III.3.D. Not an Ideal Bearish: - Near line 20 and pink / purple background = if this happens make sure you know what happen, it could be a false signal or bearish continual pattern III.3.E. The Beginning of Reversal (from BEARISH to BULLISH) : - When Stoch RSI line shaping GREEN position is near 20. - MACD lines still PINK, position lines is UNDER the HISTOGRAM, but the HISTOGRAM start to SHAPE FALL PINK (light pink) and the BACKGROUND still PINK / PURPLE. - Position CANDLES NEAR BLUE line, NEAR PURPLE CLOUD, and lagging span (red line) STILL ON the area candle. (it used to be confirmed with the golden moment). III.3.F. The Beginning of Reversal (from BULLISH to BEARISH) : - When Stoch RSI line shaping PINK position is near 80. - MACD lines still GREEN, position lines is ABOVE the HISTOGRAM, but the HISTOGRAM start to SHAPE FALL GREEN (light green) and the BACKGROUND still TEAL / GREEN. - Position CANDLES NEAR WHITE line, NEAR TEAL CLOUD, and lagging span (red line) STILL ON the area candle. (it used to be confirmed with the golden moment). III.3.G. False Signals, or It could be a Golden Moment (better to see it on TF 15 or bigger): - Near line 20 or 80 and yellow background = When Stoch RSI have the char R / H on color label, that's means divergence or hidden divergence for buy / sell position, if you not see this label that's means just a standard confirmation for buy / sell depends on where the Stoch RSI line if near 20 that's means buy, near 80 means sell ============================================================================ IV. How to OPEN position: ------------------------- IV.1. Bullish IV.1.A. Trendlines Boll Ichi S1 by Gammaprod - The candles above the green cloud. - Lagging span (red line) above the candles. - then open buy near yellow line (the first option) / blue line (the second option) (always confirm the position with two other indicators below). IV.1.B. MACD Volume S2 by Gammaprod - Teal or Green background. - The lines is shaped or shaping green. - Better if at the green histogram. IV.1.C. Stoch RSI Divs Zone S3 by Gammaprod - Teal or Green background. - The lines is shaping green. - Better if on the bottom (at a range 20). IV.2. Bearish IV.2.A. Trendlines Boll Ichi S1 by Gammaprod - The candles below the purple cloud. - Lagging span (red line) below the candles. - then open buy near yellow line (the first option) / white line (the second option) (always confirm the position with two other indicators below). IV.2.B. MACD Volume S2 by Gammaprod - Pink or purple background. - The lines are shaped or shaping green. - Better if at the pink histogram. IV.2.C. Stoch RSI Divs Zone S3 by Gammaprod - Pink or purple background. - The lines are shaping pink. - Better if the line on the top (at a range 80). IV.3. Consolidation IV.3.A. Trendlines Boll Ichi S1 by Gammaprod - The candles on the cloud (green or purple). - Lagging span (red line) on the candles. - then open buy near the white or blue line (always confirm the position with two other indicators below). IV.3.B. MACD Volume S2 by Gammaprod - Changing the background. - The line is near the middle line. - Have small Histogram. IV.3.C. Stoch RSI Divs Zone S3 by Gammaprod - Mix background specially on a timeframe 15m or more. - The line move fast up and down. - Better if on the bottom or the top of the lines (at a range 20 or 80). ============================================================================ >> The secret ingredient is comparing the timeframe : The example scalping (Timeframe 1m, 5m and 15m) - TF 1m is for making an open position. - TF 5m is for making a judgement of the trend market. - TF 15m is to confirm that judgement from TF 5m, be careful if it not similar then it used to be a consolidation or the beginning of the reversal. There's a lot a way to open the position than above information that i gave it to you, but consider there are a limit chars on this column, I hope it will help your trading and make a more profit on it.
Pine Script®指標
由Gammaprod提供
16
Bollinger Pair TradeNYSE:MA-1.6*NYSE:V Revision: 1 Author: @ozdemirtrading Revision 2 Considerations : - Simplify and clean up plotting Disclaimer: This strategy is currently working on the 5M chart. Change the length input to accommodate your needs. For the backtesting of more than 3 months, you may need to upgrade your membership. Description: The general idea of the strategy is very straightforward: it takes positions according to the lower and upper Bollinger bands. But I am mainly using this strategy for pair trading stocks. Do not forget that you will get better results if you trade with cointegrated pairs. Bollinger band: Moving average & standard deviation are calculated based on 20 bars on the 1H chart (approx 240 bars on a 5m chart). X-day moving averages (20 days as default) are also used in the background in some of the exit strategy choices. You can define position entry levels as the multipliers of standard deviation (for exp: mult2 as 2 * standard deviation). There are 4 choices for the exit strategy: SMA: Exit when touches simple moving average (SMA) SKP: Skip SMA and do not stop if moving towards 20D SMA, and exit if it touches the other side of the band SKPXDSMA: Skip SMA if moving towards 20D SMA, and exit if it touches 20D SMA NoExit: Exit if it touches the upper & lower band only. Options: - Strategy hard stop: if trade loss reaches a point defined as a percent of the initial capital. Stop taking new positions. (not recommended for pair trade) - Loss per trade: close position if the loss is at a defined level but keeps watching for new positions. - Enable expected profit for trade (expected profit is calculated as the distance to SMA) (recommended for pair trade) - Enable VIX threshold for the following options: (recommended for volatile periods) - Stop trading if VIX for the previous day closes above the threshold - Reverse active trade direction if VIX for the previous day is above the threshold - Take reverse positions (assuming the Bollinger band is going to expand) for all trades Backtesting: Close positions after a defined interval: mark this if you want the close the final trade for backtesting purposes. Unmark it to get live signals. Use custom interval: Backtest specific time periods. Other Options: - Use EMA: use an exponential moving average for the calculations instead of simple moving average - Not against XDSMA: do not take a position against 20D SMA (if X is selected as 20) (recommended for pairs with a clear trend) - Not in XDSMA 1 DEV: do not take a position in 20D SMA 1*standart deviation band (recommended if you need to decrease # of trades and increase profit for trade) - Not in XDSMA 2 DEV: do not take a position in 20D SMA 2*standart deviation band Session management: - Not in session: Session start and end times can be defined here. If you do not want to trade in certain time intervals, mark that session.(helps to reduce slippage and get more realistic backtest results)
Pine Script®策略
由ozdemirtrading提供
Bollinger Bands Enhanced StrategyOverview The common practice of using Bollinger bands is to use it for building mean reversion or squeeze momentum strategies. In the current script Bollinger Bands Enhanced Strategy we are trying to combine the strengths of both strategies types. It utilizes Bollinger Bands indicator to buy the local dip and activates trailing profit system after reaching the user given number of Average True Ranges (ATR). Also it uses 200 period EMA to filter trades only in the direction of a trend. Strategy can execute only long trades. Unique Features Trailing Profit System: Strategy uses user given number of ATR to activate trailing take profit. If price has already reached the trailing profit activation level, scrip will close long trade if price closes below Bollinger Bands middle line. Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions. Major Trend Filter: Strategy utilizes 100 period EMA to take trades only in the direction of a trend. Flexible Risk Management: Users can choose number of ATR as a stop loss (by default = 1.75) for trades. This is flexible approach because ATR is recalculated on every candle, therefore stop-loss readjusted to the current volatility. Methodology First of all, script checks if currently price is above the 200-period exponential moving average EMA. EMA is used to establish the current trend. Script will take long trades on if this filtering system showing us the uptrend. Then the strategy executes the long trade if candle’s low below the lower Bollinger band. To calculate the middle Bollinger line, we use the standard 20-period simple moving average (SMA), lower band is calculated by the substruction from middle line the standard deviation multiplied by user given value (by default = 2). When long trade executed, script places stop-loss at the price level below the entry price by user defined number of ATR (by default = 1.75). This stop-loss level recalculates at every candle while trade is open according to the current candle ATR value. Also strategy set the trailing profit activation level at the price above the position average price by user given number of ATR (by default = 2.25). It is also recalculated every candle according to ATR value. When price hit this level script plotted the triangle with the label “Strong Uptrend” and start trail the price at the middle Bollinger line. It also started to be plotted as a green line. When price close below this trailing level script closes the long trade and search for the next trade opportunity. Risk Management The strategy employs a combined and flexible approach to risk management: It allows positions to ride the trend as long as the price continues to move favorably, aiming to capture significant price movements. It features a user-defined ATR stop loss parameter to mitigate risks based on individual risk tolerance. By default, this stop-loss is set to a 1.75*ATR drop from the entry point, but it can be adjusted according to the trader's preferences. There is no fixed take profit, but strategy allows user to define user the ATR trailing profit activation parameter. By default, this stop-loss is set to a 2.25*ATR growth from the entry point, but it can be adjusted according to the trader's preferences. Justification of Methodology This strategy leverages Bollinger bangs indicator to open long trades in the local dips. If price reached the lower band there is a high probability of bounce. Here is an issue: during the strong downtrend price can constantly goes down without any significant correction. That’s why we decided to use 200-period EMA as a trend filter to increase the probability of opening long trades during major uptrend only. Usually, Bollinger Bands indicator is using for mean reversion or breakout strategies. Both of them have the disadvantages. The mean reversion buys the dip, but closes on the return to some mean value. Therefore, it usually misses the major trend moves. The breakout strategies usually have the issue with too high buy price because to have the breakout confirmation price shall break some price level. Therefore, in such strategies traders need to set the large stop-loss, which decreases potential reward to risk ratio. In this strategy we are trying to combine the best features of both types of strategies. Script utilizes ate ATR to setup the stop-loss and trailing profit activation levels. ATR takes into account the current volatility. Therefore, when we setup stop-loss with the user-given number of ATR we increase the probability to decrease the number of false stop outs. The trailing profit concept is trying to add the beat feature from breakout strategies and increase probability to stay in trade while uptrend is developing. When price hit the trailing profit activation level, script started to trail the price with middle line if Bollinger bands indicator. Only when candle closes below the middle line script closes the long trade. Backtest Results Operating window: Date range of backtests is 2020.10.01 - 2024.07.01. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Percent of capital used in every trade: 30% Maximum Single Position Loss: -9.78% Maximum Single Profit: +25.62% Net Profit: +6778.11 USDT (+67.78%) Total Trades: 111 (48.65% win rate) Profit Factor: 2.065 Maximum Accumulated Loss: 853.56 USDT (-6.60%) Average Profit per Trade: 61.06 USDT (+1.62%) Average Trade Duration: 76 hours These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters. How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart (optimal performance observed on 4h BTC/USDT). Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
Pine Script®策略
由Skyrexio提供
5
Bollinger Bands Breakout Oscillator [LuxAlgo]The Bollinger Bands Breakout Oscillator is an oscillator returning two series quantifying the significance of breakouts between the price and the extremities of the Bollinger Bands indicator. Settings Length: Period of the Bollinger Bands indicator Mult: Controls the width of the Bollinger Bands Src: Input source of the indicator Usage Each series is calculated by summing the distance between price and a respective Bollinger Bands extremity in the case price is outside this extremity and divided by the sum of the absolute distance between price and a respective extremity. This sum is done over the most recent Length bars. Bullish breakouts are represented by the green areas of the indicator, while bearish breakouts are represented by the red areas of the indicator. The oscillator can determine the presence of an uptrend when the bullish area is superior to the bearish area, while a downtrend is indicated by a bearish area being superior to the bullish one. The significance of the breakout is determined by the amplitude of each area, with higher amplitudes indicating more significant breakouts or strong trends. Using higher Mult values would naturally return wider bands, which would induce less frequent breakouts, this would be highlighted by the oscillator. In the chart above we can see the oscillator using a multiplicative factor of 2.
Pine Script®指標
由LuxAlgo提供
24
Bollinger Bands %B (ValueRay)One of the key features of this BB%B is its ability to highlight overbought and oversold conditions. This allows you to make informed decisions on when to enter and exit a trade, helping you maximize your profits and minimize your losses. - Bollinger Bands %B with the ability to change to a different Time Frame.(Defaults to current Chart Time Frame). - Ability To Turn On/Off Background Highlighting if BB %B is Above/Below 0 / 1 thresholds. - Ability To Turn On/Off Background Highlighting when BB %B Crosses back above/unser 0/1 thresholds. --- My personal recommandation use: combine with CM_Ultimate RSI Multi Time Frame (ChrisMoody) and have solid oversold/overbought levels, when hes RSI and my BB %B are bot red/green
Pine Script®指標
由derMatzeImNetz提供
Bollinger Bands Breakout StrategyBollinger Bands Breakout Strategy is the strategy version of Bollinger Bands Filter study version, which can be found under my scripts page. The strategy goes long when price closes above the upper band and goes short signal when price closes below the lower band. Bollinger Bands is a classic indicator that uses a simple moving average of 20 periods, along with plots of upper and lower bands that are 2 standard deviations away from the basis line. These bands help visualize price volatility and trend based on where the price is, in relation to the bands. The strategy doesn't take into account any other parameters such as Volume / RSI / Fundamentals etc, so user must use discretion based on confirmations from another indicator or based on fundamentals. The strategy results are based on purely long and short trades and doesn't take into account any user defined targets or stop losses. The strategy works great when the price closes above/below upper/lower bands with continuation on next bar. It is definitely useful to have this strategy or the Bollinger Bands filter along with other indicators to get early glimpse of breach/fail of bands on candle close during BB squeeze or based on volatility . This can be used on Heikin Ashi candles for spotting trends, but HA candles are not recommended for trade entries as they don't reflect true price of the asset. The strategy settings default is 55 SMA and 1 standard deviation for Bollinger Bands filter, but these can be changed from settings. It is definitely worth reading the 22 rules of Bollinger Bands written by John Bollinger if interested in trading Bollinger Bands successfully.
Pine Script®策略
由TradeChartist提供
48
Bollinger Band Calculation ToolIntroducing the Bollinger Band Calculation Tool What are Bollinger Bands ? According to Investopedia .... "In the 1980s, John Bollinger, a long-time technician of the markets, developed the technique of using a moving average with two trading bands above and below it. Unlike a percentage calculation from a normal moving average, Bollinger Bands® simply add and subtract a standard deviation calculation. Standard deviation is a mathematical formula that measures volatility, showing how the stock price can vary from its true value. By measuring price volatility, Bollinger Bands® adjust themselves to market conditions. This is what makes them so handy for traders; they can find almost all of the price data needed between the two bands." Classic interpretations of Bollinger bands from Fidelity Investments.... "When the bands tighten during a period of low volatility, it raises the 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, 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." This indicator contains a standard set of Bollinger Bands with the addition of a Test Closing Price calculation function. It displays a standard set of Bollinger Bands by default. How do I use the Test Closing Price function ? Enter a test price in the Test Closing Price box in the settings, and then click the "Use Test Price" button. The indicator will then replace the current Bollinger upper, lower and basis-lines with plots showing the resultant lines if price were to close at the Test Closing Price. An information panel will appear which displays the test closing price and the resulting Bollinger-upper, Bollinger-lower and basis-line prices. Can display up to 10 decimal places and has adjustable label offset. It will also plot lines outlining the resultant closed candle body for clarity. To return to "Standard Bollingers" just click off the "Use Test Price" button. Knowing exactly what the Bollinger bands and Basis will do if a particular closing price is met can be useful in a variety of ways to traders who use Bollinger Bands® in their trading. It is possible to work out exactly what closing price is required to get above or below a Bollinger band which is normally difficult as Bollingers react to the change in price. Users can also experiment with different Test Closing Prices [/i to see exactly what effect this would have on the Basis moving average and on the Bollinger bands themselves.
Pine Script®指標
由The_Caretaker提供
4
Bollinger Bands Width and Bollinger Bands %BThis script shows both the Bollinger Band Width(BBW) and %B on the same indicator window. Both the BBW and %B are introduced by John Bollinger(creator of Bollinger Bands) in 2010. Default Parameter values: Length = 20, Source = Close, Mult = 2 Bollinger Bands Width (BBW): Color = (Default: Green ) - I consider stocks with "BBW >= 4" are at a volatile state and ready for price contraction, but this depends on the parameter values of your choice. Bollinger Bands %B (%B): Color = (Default: Blue ) 1. %B Above 10 = Price is Above the Upper Band 2. %B Equal to 10 = Price is at the Upper Band 3. %B Above 5 = Price is Above the Middle Line 4. %B Below 5 = Price is Below the Middle Line 5. %B Equal to 0 = Price is at the Lower Band 6. %B Below 0 = Price is Below the Lower Band
Pine Script®指標
由polarbearking提供
Bollinger Band Width PercentileIntroducing the Bollinger Band Width Percentile Definitions : Bollinger Band Width Percentile is derived from the Bollinger Band Width indicator. It shows the percentage of bars over a specified lookback period that the Bollinger Band Width was less than the current Bollinger Band Width. Bollinger Band Width is derived from the Bollinger Bands® indicator. It quantitatively measures the width between the Upper and Lower Bands of the Bollinger Bands. Bollinger Bands® is a volatility-based indicator. It consists of three lines which are plotted in relation to a security's price. The Middle Line is typically a Simple Moving Average. The Upper and Lower Bands are typically 2 standard deviations above, and below the SMA (Middle Line). Volatility is a statistical measure of the dispersion of returns for a given security or market index, measured by the standard deviation of logarithmic returns. The Broad Concept : Quoting Tradingview specifically for commonly noted limitations of the BBW indicator which I have based this indicator on.... “ Bollinger Bands Width (BBW) outputs a Percentage Difference between the Upper Band and the Lower Band. This value is used to define the narrowness of the bands. What needs to be understood however is that a trader cannot simply look at the BBW value and determine if the Band is truly narrow or not. The significance of an instruments relative narrowness changes depending on the instrument or security in question. What is considered narrow for one security may not be for another. What is considered narrow for one security may even change within the scope of the same security depending on the timeframe. In order to accurately gauge the significance of a narrowing of the bands, a technical analyst will need to research past BBW fluctuations and price performance to increase trading accuracy. ” Here I present the Bollinger Band Width Percentile as a refinement of the BBW to somewhat overcome the limitations cited above. Much of the work researching past BBW fluctuations, and making relative comparisons is done naturally by calculating the Bollinger Band Width Percentile. This calculation also means that it can be read in a similar fashion across assets, greatly simplifying the interpretation of it. Plotted Components of the Bollinger Band Width Percentile indicator : Scale High Mid Line Scale Low BBWP plot Moving Average 1 Moving Average 2 Extreme High Alert Extreme Low Alert Bollinger Band Width Percentile Properties: BBWP Length The time period to be used in calculating the Moving average which creates the Basis for the BBW component of the BBWP. Basis Type The type of moving average to be used as the Basis for the BBW component of the BBWP. BBWP Lookback The lookback period to be used in calculating the BBWP itself. BBWP Plot settings The BBWP plot settings give a choice between a user defined solid color, and a choice of "Blue Green Red", or "Blue Red" spectrum palettes. Moving Averages Has 2 Optional User definable and adjustable moving averages of the BBWP. Visual Alerts Optional User adjustable High and low Signal columns. How to read the BBWP : A BBWP read of 95 % ... means that the current BBW level is greater than 95% of the lookback period. A BBWP read of 5 % .... means that the current BBW level is lower than 95% of the lookback period. Proposed interpretations : When the BBWP gets above 90 % and particularly when it hits 100% ... this can be a signal that volatility is reaching a maximum and that a macro High or Low is about to be set. When the BBWP gets below 10 % and particularly when it hits 0% ...... this can be a signal that volatility is reaching a minimum and that there could be a violent range breakout into a trending move. When the BBWP hits a low level < 5 % and then gets above its moving average ...... this can be an early signal that a consolidation phase is ending and a trending move is beginning. When the BBWP hits a high level > 95 % and then falls below its moving average ... this can be an early signal that a trending move is ending and a consolidation phase is beginning. Essential knowledge : The BBWP was designed with the daily timeframe in mind, but technical analysists may find use for it on other time frames also. High and Low BBWP readings do not entail any direction bias. Deeper Concepts : In finance, “mean reversion” is the assumption that a financial instrument's price will tend to move towards the average price over time. If we apply that same logic to volatility as represented here by the Bollinger band width percentile, the assumption is that the Bollinger band width percentile will tend to contract from extreme highs, and expand from extreme lows over time corresponding to repeated phases of contraction and expansion of volatility. It is clear that for most assets there are periods of directional trending behavior followed by periods of “consolidation” ( trading sideways in a range ). This often ends with a tightening range under reducing volume and volatility ( popularly known as “the squeeze” ). The squeeze typically ends with a “breakout” from the range characterized by a rapid increase in volume, and volatility when price action again trends directionally, and the cycle repeats. Typical Use Cases : The Bollinger Band Width Percentile may be especially useful for Options traders, as it can provide a bias for when Options are relatively expensive, or inexpensive from a Volatility (Vega) perspective. When the Bollinger Band Width Percentile is relatively high ( 85 percentile or above ) it may be more advantageous to be a net seller of Vega. When the Bollinger Band Width Percentile is relatively low ( 15 percentile or below ) it may be advantageous to be net long Vega. Here we examine a number of actionable signals on BTCUSD daily timeframe using the BBWP and a momentum oscillator ( using the TSI here but can equally be used with Bollinger bands, moving averages, or the traders preferred momentum oscillator ). In this first case we will examine how a spot trader and an options trader could each use a low BBWP read to alert them to a good potential trade setup. note: using a period of 30 for both the Bollinger bands and the BBWP period ( approximately a month ) and a BBWP lookback of 350 ( approximately a year ) As we see the Bollinger Bands have gradually contracted while price action trended down and the BBWP also fell consistently while below its moving average ( denoting falling volatility ) down to an extremely low level <5% until it broke above its moving average along with a break of range to the upside ( signaling the end of the consolidation at a low level and the beginning of a new trending move to the upside with expanding volatility). In this next case we will continue to follow the price action presuming that the traders have taken or locked in profit at reasonable take profit levels from the previous trade setup. Here we see the contraction of the Bollinger bands, and the BBWP alongside price action breaking below the BB Basis giving a warning that the trending move to the upside is likely over. We then see the BBWP rising and getting above its moving average while price action fails to get above the BB Basis, likewise the TSI fails to get above its signal line and actually crosses below its zeroline. The trader would normally take this as a signal that the next trending move could be to the downside. The next trending move turns out to be a dramatic downside move which causes the BBWP to hit 100% signaling that volatility is likely to hit a maximum giving good opportunities for profitable trades to the skilled trader as outlined. Limitations : Here we will look at 2 cases where blindly taking BBWP signals could cause the trader to take a failed trade. In this first example we will look at blindly taking a low volatility options trade Low Volatility and corresponding low BBWP levels do not automatically mean there has to be expansion immediately, these periods of extreme low volatility can go on for quite some time. In this second example we will look at blindly taking a high volatility spot short trade High volatility and corresponding high BBWP levels do not automatically mean there has to be a macro high and contraction of volatility immediately, these periods of extreme high volatility can also go on for quite some time, hence the famous saying "The trend is your friend until the end of the trend" and lesser well known, but equally valid saying "never try to short the top of a parabolic blow off top" Markets are variable and past performance is no guarantee of future results, this is not financial advice, I am not a financial advisor. Final thoughts The BBWP is an improvement over the BBW in my opinion, and is a novel, and useful addition to a Technical Analysts toolkit. It is not a standalone indicator and is meant to be used in conjunction with other tools for direction bias, and Good Risk Management to base sound trades off. John Bollinger has suggested using Bolliger bands, and its related indicators with two or three other non-correlated indicators that provide more direct market signals. He believes it is crucial to use indicators based on different types of data. Some of his favored technical techniques are moving average divergence/convergence (MACD), on-balance volume and relative strength index (RSI). Thanks Massive respect to John Bollinger, long-time technician of the markets, and legendary creator of both the Bollinger Bands® in the 1980´s, and the Bollinger band Width indicator in 2010 which this indicator is based on. His work continues to inspire, decades after he brought the original Bollinger Bands to the market. Much respect also to Eric Crown who gave me the fundamental knowledge of Technical Analysis, and Options trading.
Pine Script®指標
由The_Caretaker提供
56
Bollinger RSI BandsIndicator Description: The "Bollinger RSI Bands" is an advanced technical analysis tool designed to empower traders with comprehensive insights into market trends, reversals, and overbought/oversold conditions. This multifaceted indicator combines the unique features of candle coloration and Bollinger Bands with the Relative Strength Index (RSI), making it an indispensable tool for traders seeking to optimize their trading strategies. Purpose: The primary purpose of the "Bollinger RSI Bands" indicator is to provide traders with a holistic view of market dynamics by offering the following key functionalities: Candle Coloration: The indicator's signature candle colors - green for bullish and red for bearish - serve as a visual representation of the prevailing market trend, enabling traders to quickly identify and confirm market direction. RSI-Based Moving Average: A smoothed RSI-based moving average is plotted, facilitating the detection of trend changes and potential reversal points with greater clarity. RSI Bands: Upper and lower RSI bands, set at 70 and 30, respectively, help traders pinpoint overbought and oversold conditions, aiding in timely entry and exit decisions. Bollinger Bands: In addition to RSI bands, Bollinger Bands are overlaid on the RSI-based moving average, offering insights into price volatility and highlighting potential breakout opportunities. How to Use: To maximize the utility of the "Bollinger RSI Bands" indicator, traders can follow these essential steps: Candle Color Confirmation: Assess the color of the candles. Green candles signify a bullish trend, while red candles indicate a bearish trend, providing a clear and intuitive visual confirmation of market direction. Overbought and Oversold Identification: Monitor price levels relative to the upper RSI band (70) for potential overbought signals and below the lower RSI band (30) for potential oversold signals, allowing for timely adjustments to trading positions. Trend Reversal Recognition: Observe changes in the direction of the RSI-based moving average. A transition from bearish to bullish, or vice versa, can serve as a valuable signal for potential trend reversals. Volatility and Breakout Opportunities: Keep a watchful eye on the Bollinger Bands. Expanding bands signify increased price volatility, often signaling forthcoming breakout opportunities. Why Use It: The "Bollinger RSI Bands" indicator offers traders several compelling reasons to incorporate it into their trading strategies: Clear Trend Confirmation: The indicator's distinct candle colors provide traders with immediate confirmation of the current trend direction, simplifying trend-following strategies. Precise Entry and Exit Points: By identifying overbought and oversold conditions, traders can make more precise entries and exits, optimizing their risk-reward ratios. Timely Trend Reversal Signals: Recognizing shifts in the RSI-based moving average direction allows traders to anticipate potential trend reversals and adapt their strategies accordingly. Volatility Insights: Bollinger Bands offer valuable insights into price volatility, aiding in the identification of potential breakout opportunities. User-Friendly and Versatile: Despite its advanced features, the indicator remains user-friendly and versatile, catering to traders of all experience levels. In summary, the "Bollinger RSI Bands" indicator is an indispensable tool for traders seeking a comprehensive view of market dynamics. With its unique combination of candle coloration and Bollinger Bands, it empowers traders to make more informed and strategic trading decisions, ultimately enhancing their trading outcomes. Note: Always utilize this indicator in conjunction with other technical and fundamental analysis tools and exercise prudence in your trading decisions. Past performance is not indicative of future results.
Pine Script®指標
由tseddik提供
4
Bollinger Bands + Keltner Channel Refurbished█ Goals This is an indicator that brings together Bollinger Bands and Keltner's Channels in one thing. Both are very similar, so I decided to make a merge of the best features I found out there. Here there is the possibility of choosing one of these two as needed. In addition, I added the following resources: 1. Pre-Defined intermediate bands with Fibonacci values; 2. Detachment of the bands in which the price was present; 3. Choice of Moving Average: "Simple", "Exponential", "Regularized Exponential", "Hull", "Arnaud Legoux", "Weighted Moving Average", "Least Squares Moving Average (Linear Regression)", "Volume Weighted Moving Average", "Smoothed Moving Average", "Median", "VWAP"); 4. Statistics: bars count within the bands. █ Concepts Keltner Channels vs. Bollinger Bands "These two indicators are quite similar. Keltner Channels use ATR to calculate the upper and lower bands while Bollinger Bands use standard deviation instead. The interpretation of the indicators is similar, although since the calculations are different the two indicators may provide slightly different information or trade signals." (Investopedia) Bollinger Bands (BB) "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 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." (TradingView) Keltner Channels (KC) "The Keltner Channels (KC) indicator is a banded indicator similar to Bollinger Bands and Moving Average Envelopes. They consist of an Upper Envelope above a Middle Line as well as a Lower Envelope below the Middle Line. The Middle Line is a moving average of price over a user-defined time period. Either a simple moving average or an exponential moving average are typically used. The Upper and Lower Envelopes (user defined) are set a range away from the Middle Line. This can be a multiple of the daily high/low range, or more commonly a multiple of the Average True Range." (TradingView) █ Examples Bollinger Bands with 200 REMA: Keltner Channel with 200 REMA: Bollinger Bands with 55 ALMA: Keltner Channel with 55 ALMA: Bollinger Bands with 55 Least Squares Moving Average: █ Thanks - TradingView (BB, KC, ATR, MA's) - everget (Regularized Exponential Moving Average) - TimeFliesBuy ("Triple Bollinger Bands") - Rashad ("Fibonacci Bollinger Bands") - Dicargo_Beam ("Is the Bollinger Bands assumption wrong?")
Pine Script®指標
由andre_007提供
23
Bollinger Band BreakoutThis strategy buys when price crosses above an upper Bollinger Band and sells when the lower band is breached. What makes this strategy different than others: Long only with filtering for only showing strong tickers Filter out trades below a moving average on both the current timeframe and a longer period timeframe to keep you out of bear markets Optional ability to set a tighter initial stop level to increase exposure and decrease downside risk on freshly opened trades while you wait for the lower Bollinger Band trailing stop to catch up Take entries/exits on wicks/stops or wait for candle closes before entry Select which dates to backtest Customize Bollinger Band parameters including the ability to have different values for the upper and lower band standard deviation
Pine Script®策略
由millerrh提供
5
Bollinger Bands Fibonacci Ratios StrategyHello, everyone! We have just released an innovative strategy for TradingView. It allows you to identify price pivot points and volatility. This strategy is: User-friendly Configurable Equipped with Bollinger Bands and smoothed ATR to measure volatility Features Thanks to the BB Fibo strategy, you can: Trade stocks and commodities. Identify price pivot points. Choose any band for trading Long or Short positions. Swap upper and lower bands applying Use Reverse Buy/Sell parameters. Note! The upper bands are for the Long position. The lower bands are for the Short positions. Parameters We have equipped our strategy with more than 14 additional parameters. So, you can configure the EA according to your needs! Inputs: Length Source: Open, High, Low, Close, HL2, HLC3, OHLC4 Offset Fibonacci Ratio 1 — a Fibonacci factor for the 1st upper and lower indicator lines calculating. Fibonacci Ratio 2 — a Fibonacci factor for the 2nd upper and lower indicator lines calculating. Fibonacci Ratio 3 — a Fibonacci factor for the 3d upper and lower indicator lines calculating. Use Reverse Buy — the strategy will use lower Bollinger bands instead of upper ones. Fibonacci Buy — band selection for opening Long positions conditions. Use Reverse Sell — the strategy will use upper Bollinger bands instead of lower ones. Fibonacci Sell — band selection for opening Short positions conditions. Style: Basis — baseline color and style settings. Upper 3 — the 3d upper line color and style. Upper 2 — the 2nd upper line color and style. Upper 1 — the 1st upper line color and style. Lower 1 — the 1st lower line color and style. Lower 2 — the 2nd lower line color and style. Lower 3 — the 3d upper line color and style. Background — the background color within the 3d upper and 3d lower indicator band. Precision — the number of decimals for BB Fibo values. Note! Try BB Fibo on your demo account first before going live.
Pine Script®策略
由The-4xdev-company提供
12
Bollinger Band with RSI Using combination bollinger band and RSI indicator as guide to predict price volatility and the best entry point. The strategy logic is pretty straightforward where we're interested with close price that touches the lower bollinger band ; there are only two scenarios that will happened after the price reaches the lower band; the price might rebound from the lower bollinger band or drop lower and continue downtrend. To confirm the price movement, we use a second indicator which is the RSI to further investigate the price trend. For example, if the price reaches the lower bollinger band but the RSI value is not in the oversold region, we can conclude that the price will go lower and continue downtrend. If the RSI value is in the oversold region, we can use this price area as our entry point. Stop loss is necessary to avoid losing too much capital if the RSI value lingers too long in the oversold region. Best take profit area is when the price rebound above the middle bollinger band area/upper bollinger band or when the RSI reaches overbought region; whichever comes first. Long entry: RSI < 30 & close price < lower bollinger band Exit entry: RSI > 70 Default stop loss: -25%
Pine Script®策略
由lolnopls提供
34
Bollinger Bands And Aroon Scalping (by Coinrule)Many technical indicators can be profitable in certain market conditions while failing in others. No indicator is perfect alone. All the best trading strategies involve multiple indicators and leverage the benefit of each of them. The following is an optimised strategy based on Bollinger Bands and the Aroon indicator. The Bollinger Bands are among the most famous and widely used indicators. They can suggest when an asset is oversold or overbought in the short term, thus provide the best time for buying and selling it. A strategy buying dips can work well during times of uptrend. Downtrends will result in a drawdown for the P&L of the strategy. The suggested approach minimises the drawdowns, ensuring that the system trades only when it's more likely to close the trade in profit. The Setup ENTRY The price crosses below the basis line of the Bollinger Band indicator The Aroon Indicator is above 90 EXIT The price crosses below the upper Bollinger Band The Aroon Indicator drops below 70 The Aroon Indicator plays a key role in this strategy. It acts as a confirmation that the asset is currently in an uptrend. On the other hand, it acts as a stop if market conditions deteriorate. The strategy uses an Aroon Indicator set to 288 periods to provide a longer-term view on market conditions, not being heavily dependent on short-term volatility. The best time frame for this strategy based on our backtest is the 4-hr . The 1-hr can work well with three times more trades, on average. As trades increase, the profitability decreases. Yet again, this is the confirmation that trading more does not mean gaining more. To make the results more realistic, the strategy assumes each order to trade 30% of the available capital. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Pine Script®策略
由Coinrule提供
8
Fancy Bollinger Bands Strategy [BigBitsIO]This script is for a Bollinger Band type indicator with built-in TradingView strategy including as many features as I can possibly fit into a Bollinger Band type indicator including a wide variety of options to create the most flexible Bollinger Bands strategy possible. Features: - A single custom moving average serving as the middle band. - Standard MA inputs. - MA type. - MA period. - MA price. - MA resolution (time frame). - Visibility toggle. - MA Candle Type - Fancy MA inputs. - Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history. - Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot). - Toggle to show forecast values for the MA. - Other inputs related to forecasting: - Forecast bias. (Neutral forecasts MA if the current price remains the same.) - Forecast period. - Forecast magnitude. - Toggle showing details on the screen - Toggle the visibility of the fill between the upper and lower bands. - Toggle to use ATR instead of the standard deviation to calculate the location of the upper and lower bands. - Custom input for the ATR period. Strategy Features -Strategy Window - only test during this window -Take Profit and Stop Loss -Open and Close conditions, including condition counts and any/all requirements -Many conditions to choose from that can either be selected to open, close or open and close a position -Conditions include: -Price crossing above/below the Upper, Middle, or Lower bands -Price being above/below the Upper, Middle, or Lower bands -Bollinger Band width crossing or being above/below custom values -Percent B crossing or being above/below custom values This script may contain errors, or out of date code. Please be mindful of updates to the script. *** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
Pine Script®策略
由BigBitsIO提供
22
Stochastic Bollinger StrategyBollinger defaults = 20, close, 2 Stochastic defaults = 13, 5, 5 Buy Signal (GREEN triangle): BULLISH candle formed Candle OPEN is LESS than LOWER Bollinger Band Stochastic (K) is LESS than 20 Sell Signal (RED triangle): BEARISH candle formed Candle OPEN is GREATER than UPPER Bollinger Band Stochastic (K) is GREATER than 80 Read more about the strategy and where to set buy stops and sell stops here: swing-trading-strategies.com
Pine Script®指標
由rmunoz提供
1
Bollinger Bands Fibonacci ratiosThe Fibonacci Bollinger Bands indicator is based on the same principles as the standard Bollinger Bands indicator developed by John Bollinger. The Fibonacci Bollinger Bands indicator bases its upper and lower bands on volatility just like the Bollinger Bands indicator does, but instead of using standard deviation as the measure of volatility, a Wilders Smoothed ATR is used in its place. The middle band is a moving average used to establish the intermediate-term trend. The 3 upper bands are constructed by using the Wilders Smoothed ATR and multiplying it by each of the Fibonacci factors (1.618, 2.618, and 4.236) and then adding the results to the middle band. The 3 lower bands are constructed in the same manner as the upper bands except their results are subtracted from the middle band.
Pine Script®指標
由Shizaru提供
35