xel_arjona

Regressive & Statistical BANDS

AMEX:VTI   VANGUARD TOTAL STOCK MARKET ETF
REGRESION & STATISTICAL BANDS
Ver. 1.00.a by @Xel_Arjona

Intro:
This is an approach to get in one single indicator both of the best mathematical worlds in bands for technical analysis:

From within the STATISTICAL side, everybody well known the wide use of the STANDARD DEVIATION with a Multiplier Factor from within a Rolling Back MEDIAN ( Simple Moving Average ) best known as the famous and widely used "Bollinger Band".

From within the REGRESSION ANALYSIS side, the relevant importance of the STANDARD ERROR (of the estimate) with a Multiplier Factor from within an Ordinary Least Squares Curve generated from the last rolling back sample of the series. Jon Andersen use this method to construct it's Standard Error Bands.

Both indicators are in sync from a unique Rolling Back Period window. From this perspective, the Regression Analysis tend to "catch" faster moves and volatility while the Statistical band complement them perfectly for mid to long term move confirmation.

Happy Trading!
nice :D can also try cumulative average and deviation, for full historical deviation.
cum_price = cum(close)/(1+n)
cum_width = cum(abs(close-cum_price))/(1+n)
Balas
xel_arjona RicardoSantos
Never heard of that approach! Do you have indicators with this methodology applied to study behaviour..? Thanks in advance @RicardoSantos !!!
Balas
similar

Balas
xel_arjona RicardoSantos
Interesting toys..! -Griding- is a very intriguing topic to research on! Mr. W.D. Gann himself make a very big legacy to Technical Analysis on this field, but much of his work still remain as a mystery. Try to look out for this interesting book regarding this if you like: http://www.amazon.com/The-Square-Spiral-Trevor-Casey/dp/1921681438
Balas
MS Bahasa Melayu
EN English
EN English (UK)
EN English (IN)
DE Deutsch
FR Français
ES Español
IT Italiano
PL Polski
SV Svenska
TR Türkçe
RU Русский
PT Português
ID Bahasa Indonesia
TH ภาษาไทย
VI Tiếng Việt
JA 日本語
KO 한국어
ZH 简体中文
ZH 繁體中文
AR العربية
HE עברית
Laman Utama Penyaring Saham Penyaring Forex Penyaring Kripto Kalendar Ekonomi Bagaimana ia berfungsi Ciri-ciri Carta Peraturan Dalaman Moderator Laman web dan Penyelesaian Broker Widget Perpustakaan Carta Stok Permintaan Ciri Blog & Berita Soalan Lazim Bantuan & Wiki Twitter
Profil Tetapan Profil Akaun dan Pengebilan Tiket Sokongan Saya Hubungi Sokongan Idea-idea yang diterbitkan Pengikut Mengikuti Mesej Peribadi Perbualan Daftar Keluar