Bollinger Bands, designed by John Bollinger in the 1980s, wrap a moving average (typically 20-period SMA) with an upper and lower band placed k standard deviations away (k = 2 is the default). The bands widen when volatility rises and contract when it falls — a 'squeeze' often precedes a directional move.
Typical reads: price touching the upper band in a strong uptrend is not by itself a sell signal — it is a sign of trend strength. Conversely, repeated touches outside the bands followed by a close back inside are sometimes used as mean-reversion triggers.
Because the bands are derived from the rolling standard deviation of price, they assume returns are approximately normal locally. In practice fat-tailed crypto returns regularly print outside the ±2σ band more often than the 5% Gaussian theory would predict.
Formel
Middle = SMA(N) Upper = Middle + k · stdev(close, N) Lower = Middle − k · stdev(close, N)
Beispiel
20-period SMA = 100, stdev = 3, k = 2. Upper band = 106, lower band = 94. Price at 107 has briefly punched outside the band.
Wie Noon Barbari Bollinger Bands nutzt
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See the indicators reference →Verwandte Begriffe
- Indikatoren
Simple moving average (SMA)
Unweighted arithmetic mean of the last N closes. Every bar counts equally.
- Statistik
Standard deviation
Square root of variance — the most common volatility measure in trading.
- Indikatoren
Average true range (ATR)
Rolling average of the true range — the canonical volatility measure for stops.
- Marktstruktur
Range
Sideways price action bounded by a definable support and resistance.