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QuantTherapy
2019年2月17日午後6時43分

APEX - Bollinger Bands Width 

詳細

Bollinger Bands Width (BBW) is an indicator derived from the Bollinger Bands indicator. BBW are measuring the volatility of an asset. The plotted curve will help you identify high and low volatility areas. Some strategies work only if there is some level of Volatility whereas others not enjoy it. When creating your strategy have a look at numbers between 0.02 – 0.10 (2 to 10 percent on 5m timeframe ) is the most common value. You can also easily avoid big pumps/dumps by using BBW in your strategy.

リリースノート

Added Smoothing and Moving average to the mix
詳細