Research method
Bollinger Bands
Bollinger Bands is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph6
How the method is built, and where it has been read
Depends on
Often reviewed together
Candlestick patterns5 readings
Often reviewed together
Linear regression7 readings
Often reviewed together
On-balance volume7 readings
Often reviewed together
Stochastic oscillator8 readings
Often reviewed together
Relative Strength Index11 readings
Often reviewed together
Moving average17 readings
Read in the archive24 of 102 readings
1992Constructing volatility-scaled bands with relative strength index confirmation1992Constructing indicator phase across averages, volume and bands1992Constructing a banded weighted open-TRIN oscillator1992Constructing a weighted-average TRIN10 with Bollinger envelopes1993Score one swing with volume, bands, and price divergence1993Listed-option timing as three separable clocks1994Histogram confirmation and a second-series veto for MACD-family alerts1994Implied volatility as a band-defined regime filter for index options1994Constructing a 40-period envelope on on-balance volume1994Constructing a Bollinger band-width trend filter1995Constructing price envelopes from averages, volatility, and regression1995Constructing regression projection bands and range oscillators1995Constructing projection bands from least-squares slopes1995Chart patterns as tactics, not strategy1996Constructing mechanical rules from Bollinger Bands and stochastics1996Constructing Bollinger bands, percent-b, and stochastics1996Constructing a price-volume percent-B disparity1996Constructing a matched percent-B volume disparity1996Constructing volume disparity from percent-b1996Standard-error bands, width gates, and weekday counts1996Constructing a standard-error envelope around a linear regression1996Dual-horizon ratio envelopes and regression error channels1997Rational group structure with a trend screen, RSI, and bands1997Asymmetric volatility band construction
This registry entry describes a research method. It is not investment advice and does not make a performance claim.