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quantadelic
21 paź 2019 23:43

HLC Bollinger Bands 

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

Opis

This is just a Bollinger band indicator that uses the highs & lows in addition to the close in the calculation of volatility / deviations from average. These bands will be slightly wider than regular Bollingers as a result.

I've found it useful with very short lookback lengths (3 to 5) for identifying periods when the bands are contracted... usually leads to an expansion of volatilty, so good for scalps.

Enjoy.
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