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2012issue C0382-84

Stacking price extremes, crossovers, bands, and MACD

The archive describes an extreme-border overlay and a mixed-interval scan that both use a coarser scale for context and a finer scale for the trigger. Editorial reading treats the combination as a job split: the envelope locates price, a moving-average crossover states regime, a Bollinger Band states stretch or pullback, and MACD times the last click.

  • An extreme-border overlay plots another interval's period high and period low as moving borders on the active chart.
  • A two-bar excursion, two consecutive candles formed entirely outside those borders, is the stated trigger, and two or more candles above the upper border is tied to a short-side hypothesis.
  • Interval stacking can require price above a 40-week average, below a five-minute Bollinger Band, a same-session volume surge, and a one-minute MACD crossover in one condition set.
  • Both the overlay and the stacked scan treat the coarser interval as context and the finer interval as the trigger scale.
Entries in this reading3 entries
Current trackBollinger Bands84 readingsMoving-average crossover108 readingsMACD115 readings

A job split across intervals

Editorial reading treats this combination as a job split. A higher-interval extreme envelope locates price. A long-versus-short moving-average crossover states regime. A Bollinger Band states stretch or pullback. MACD is allowed only to time the last click.

The archive describes two constructions that share one scale rule. Both the extreme-border overlay and the stacked scan treat a coarser interval as context and a finer interval as the trigger scale.

Extreme-border overlay

A two-buffer overlay can plot another interval's period high and period low as moving borders on the active chart. Those transferred lines are the extreme-border overlay.

One construction recovers five-minute highs and lows from a one-minute series and shifts the plotted borders by the ratio of those intervals.

Two-bar excursion

The stated trigger waits until two consecutive candles form entirely above or below those borders. That two-bar excursion is two consecutive candles that form entirely outside the transferred high or low border.

Two or more candles sitting above the upper border is the condition associated with a short-side hypothesis.

Regime from a moving-average crossover

A moving-average crossover is a regime condition produced when a shorter average crosses a longer average.

A 50-day average crossing a 200-day average is presented as a regime event that can be observed as soon as it prints rather than only at the session close.

Interval stacking in one scan

Interval stacking places weekly, daily, and intraday filters into one joint hypothesis instead of locking every condition to a single chart scale. The described scan design allows one condition set to mix those intervals.

A stacked scan example requires price above a 40-week average while also below a five-minute Bollinger Band. The Bollinger Band is used here as a short-horizon stretch or pullback filter.

The same stack adds a same-session volume surge and a one-minute MACD crossover as the shortest-horizon layer. MACD is used here as the shortest-horizon timing layer.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
33 of 45 in the Bollinger Bands track
201236-43 pp.Next on Bollinger BandsAdaptive Bollinger band impulse, trend, and momentum filtersPercent-b places price at 1 on the upper band, 0 on the lower band, and 0.5 on the middle average, while BandWidth measures how wide the envelope is against that same middle average.
All readings on this track · 45 readings
  1. 1992Constructing volatility-scaled bands with relative strength index confirmation
  2. 1994Implied volatility as a band-defined regime filter for index options
  3. 1995Constructing projection bands from least-squares slopes
  4. 1995Constructing regression projection bands and range oscillators
  5. 1996Constructing Bollinger bands, percent-b, and stochastics
  6. 1996Constructing mechanical rules from Bollinger Bands and stochastics
  7. 1996Constructing a standard-error envelope around a linear regression
  8. 1996Dual-horizon ratio envelopes and regression error channels
  9. 1997Rational group structure with a trend screen, RSI, and bands
  10. 1997Asymmetric volatility band construction
  11. 1998Constructing three-state filters from Bollinger band envelopes
  12. 1999Combination filters with Bollinger Bands and the relative strength index
  13. 1999Constructing stochastic timed exits and band-RSI reversals
  14. 1999Evaluating Bollinger Bands against fixed-width and range-based envelopes
  15. 2000Constructing a Bollinger Band target as a forward price
  16. 2001Numeric candlestick encoding with local size bands
  17. 2001Ranked candlestick sentiment to band-cross entries
  18. 2002Combining Bollinger Bands, RSI, and a stop-loss
  19. 2002Bollinger Bands remain filters, not forecasts
  20. 2002Constructing a stochastic RSI with Bollinger bands
  21. 2002Constructing a StochRSI and Bollinger mechanical system
  22. 2003Constructing volatility-scaled Bollinger envelopes
  23. 2003Why tick breadth fails as a market personality
  24. 2005Constructing Bollinger bands versus fixed trading bands
  25. 2006Squared versus absolute deviation in envelope construction
  26. 2006Confirming yen crossovers with implied volatility and bands
  27. 2006A daily candle reversal is a hypothesis until shorter sessions fail at the same zone
  28. 2008Rebuild the Relative Strength Index as price-scale bands
  29. 2008Reading Relative Strength Index extremes on one price axis with Bollinger Bands and moving averages
  30. 2011Three-filter confirmation for short-swing futures
  31. 2011Constructing an inverse Fisher stochastic with bands and averages
  32. 2012Constructing a Bollinger Band indicator suite
  33. 2012Stacking price extremes, crossovers, bands, and MACD
  34. 2012Adaptive Bollinger band impulse, trend, and momentum filters
  35. 2013Rescaling stochastic, percent-B, and wave-count parameters
  36. 2014Industry-group quartile pivots as a Bollinger Bands case study
  37. 2014Bollinger Bands as adaptive price envelopes: a 2014 classroom case
  38. 2016Trend-channel entry rules from stacked moving averages
  39. 2016A permission stack for Bollinger, RSI, and the 50-period average
  40. 2017Constructing weighted Bollinger bands and volume averages
  41. 2017Four swing-entry rules that share a timed exit
  42. 2017Two-wave monthly cycles as a regime filter
  43. 2019Constructing exponential-deviation-bands from a midline-average
  44. 2020Critiquing exponential variants of Bollinger Bands
  45. 2020Constructing selectable volatility and moving-average bands
By fieldIndicators and filters682 readingsBy year201281 readings
All 84 readings tagged Bollinger Bands
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2003Rebuilding band distance as a z-score crossover2006Confirming yen crossovers with implied volatility and bands1994Implied volatility as a band-defined regime filter for index options2011Three-filter confirmation for short-swing futures1994MACD crossovers then short-horizon rank rotationMoving-average crossover