- Katılım
- 23 Eki 2020
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Stocks&Commodities' articles-writer John Forman published his Volatility Analysing & Trading - strategies for Trend and Range Trading, the Volatile and Non Volatile Markets - in the March 98-No.10-p.17 issue of TAM, Dutch TA-magazine, by Tripple Assets NL, Maastricht - the Netherlands. E-mail:Triple.Assets@xxxxxxxxxxxx {VolaBB setup (Close,20,S,2)+0.20 and -0.20} |
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BbandBot-Vola Mov(c,20,s)-(2*stdev(c,20))*1.002 |
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BbandTop-Vola Mov(c,20,s)+(2*stdev(c,20))*0.998 |
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Bollinger Band Volatility Trading System Enter long: Close < Fml("BbandBot-Vola") Exit long: Close < Ref(Close,-1) Enter short: Close > Fml("BbandTop-Vola") Exit short: Close > Ref(Close,-1) |
Rules: (volatility scale in percents)
Enter long when close is within 0.20% range of BbandBot-Vola.
Exit long when market declines.
Enter short when close is within 0.20% range of BbandTop-Vola.
Exit short when markets advances.
Source / From:Enter long when close is within 0.20% range of BbandBot-Vola.
Exit long when market declines.
Enter short when close is within 0.20% range of BbandTop-Vola.
Exit short when markets advances.
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