business-science / pytimetk

Time series easier, faster, more fun. Pytimetk.
https://business-science.github.io/pytimetk/
MIT License
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TS_FILTERS Bollinger Bands #219

Closed rabadzhiyski closed 9 months ago

rabadzhiyski commented 1 year ago

Based on SMA, these consist of three bands: the middle band being an n-period simple moving average (SMA), the upper band being the SMA plus x times an n-period standard deviation, and the lower band being the SMA minus x times an n-period standard deviation. It's used to identify overbought and oversold conditions in a financial instrument.