() (Bollinger Bands, BB) , (, ).
Bollinger Bands . , .
(Bollinger Bands, BB) Envelopes . , (Envelopes) , , , , . , Bollinger : , , .
Bollinger Bands , . Envelopes, Bollinger Bands , . , . (.. ) , . (.. ) Bollinger , . :
1. , , .
2. , .
3. , .
4. , , .
.
. (MIDDLE LINE, ML) .
ML = SUM [CLOSE, N]/N
(TOP LINE, TL) , (D).
TL = ML + (D*StdDev)
(BOTTOM LINE, BL) , .
BL = ML (D*StdDev)
:
SUM (..., N) N ;
CLOSE ;
N , ;
SMA ;
SQRT ;
StdDev :
StdDev = SQRT(SUM[(CLOSE SMA(CLOSE, N))^2, N]/N)
20- 2 . , 10 .
