Scribd Logo
Upload

Welcome to Scribd!

  • 117 views

    Bollinger Indicator - Normalized

    Uploaded by

    ShreePanicker
    The document describes a normalized Bollinger indicator for trading within a price range. It defines functions to calculate Bollinger bands from price data, normalize the indicator by dividing the difference between price and lower band by the difference between upper and lower bands, and generate buy/sell signals when the normalized indicator crosses above or below thresholds of 1.4 and -0.4. Plots of price data and the normalized indicator are shown.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Bollinger Indicator - Normalized

    Uploaded by

    ShreePanicker
    117 views7 pages
    The document describes a normalized Bollinger indicator for trading within a price range. It defines functions to calculate Bollinger bands from price data, normalize the indicator by dividing the difference between price and lower band by the difference between upper and lower bands, and generate buy/sell signals when the normalized indicator crosses above or below thresholds of 1.4 and -0.4. Plots of price data and the normalized indicator are shown.

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document describes a normalized Bollinger indicator for trading within a price range. It defines functions to calculate Bollinger bands from price data, normalize the indicator by dividing the difference between price and lower band by the difference between upper and lower bands, and generate buy/sell signals when the normalized indicator crosses above or below thresholds of 1.4 and -0.4. Plots of price data and the normalized indicator are shown.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    117 views7 pages

    Bollinger Indicator - Normalized

    Uploaded by

    ShreePanicker
    The document describes a normalized Bollinger indicator for trading within a price range. It defines functions to calculate Bollinger bands from price data, normalize the indicator by dividing the difference between price and lower band by the difference between upper and lower bands, and generate buy/sell signals when the normalized indicator crosses above or below thresholds of 1.4 and -0.4. Plots of price data and the normalized indicator are shown.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 7

    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    1 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    def BollingerBands(Data, boll_lookback, volatility, onwhat, where_ma,


    where_up, where_down):

    # Calculating means
    for i in range(len(Data)):
    try:
    Data[i, where_ma] = (Data[i - boll_lookback + 1:i + 1,
    onwhat].mean())

    2 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    except IndexError:
    passfor i in range(len(Data)):
    Data[i, where_up] = ((Data[i - boll_lookback + 1:i,
    onwhat].std()) * volatility) + Data[i, where_ma]

    for i in range(len(Data)):
    Data[i, where_down] = Data[i, where_ma] - ((Data[i -
    boll_lookback + 1:i, onwhat].std()) * volatility)

    return Data

    Data[:, 7] = (Data[:, 3] - Data[:, 6]) / (Data[:, 5] - Data[:, 6])

    import matplotlib.pyplot as plt

    fig, ax = plt.subplots(2, figsize = (10, 5))


    ax[0].plot(Data[-1500:, 3], color = 'black')
    ax[0].grid()
    ax[1].plot(Data[-1500:, 7], color = 'blue')
    ax[1].axhline(y = -0.4, color = 'red', linewidth = 1)
    ax[1].axhline(y = 1.4, color = 'red', linewidth = 1)
    ax[1].grid()

    3 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    def boll_signal(Data, buy, sell, boll_percentage, upper, lower):

    for i in range(len(Data)):
    try:
    if Data[i, boll_percentage] <= lower and Data[i - 1,
    boll_percentage] > lower:
    Data[i, buy] = 1
    elif Data[i, boll_percentage] >= upper and Data[i - 1,
    boll_percentage] < upper:
    Data[i, sell] = -1
    else:
    continue
    except IndexError:
    pass
    return Data

    4 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    5 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    6 of 7 10-10-2020, 10:23 am
    The Normalized Bollinger Indicator. Another Way to Trade the Range. B... https://medium.com/@kaabar.sofien/the-normalized-bollinger-indicator-...

    7 of 7 10-10-2020, 10:23 am

    You might also like