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QuantTherapy
2019년 2월 17일 오후 6시 43분

APEX - Bollinger Bands Width 

설명

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.

릴리즈 노트

Added Smoothing and Moving average to the mix
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