フォレックス

RSIボリンジャー

RSIボリンジャー
John Bollinger

Bollinger Band®

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an RSIボリンジャー expert in economics and behavioral finance. Adam received his master's in economics from The New School for Social Research and his Ph.D. from the University of Wisconsin-Madison in sociology. He RSIボリンジRSIボリンジャー RSIボリンジャー ャー is a CFA charterholder as well as holding FINRA Series 7, 55 & 63 licenses. He currently researches and teaches economic sociology and the social studies of finance at the Hebrew RSIボリンジャー RSIボリンジャー RSIボリンジャー University in Jerusalem.

Charles is a nationally recognized capital markets specialist and educator with over 30 years of experience developing in-depth training programs for burgeoning financial professionals. Charles has taught at RSIボリンジャー a number of institutions including Goldman Sachs, Morgan Stanley, Societe Generale, and many more.

Amanda Jackson has expertise in personal finance, investing, and social services. She is a library professional, transcriptionist, RSIボリンジャー editor, and fact-checker.

What Is a Bollinger Band®?

A Bollinger Band® is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a RSIボリンジャー RSIボリンジャー simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.

Bollinger Bands® were developed and copyrighted by famous technical trader John Bollinger, designed to discover opportunities that give investors a higher probability of properly identifying when an asset is oversold or overbought.

Key Takeaways

  • Bollinger Bands® are a technical analysis tool developed by John Bollinger for generating oversold or overbought signals.
  • There are three lines that compose Bollinger Bands: A simple moving average (middle band) and an upper and lower band.
  • The upper and lower RSIボリンジャー RSIボリンジャー bands are typically 2 standard deviations +/- from a 20-day simple moving average, but they can be modified.

Understanding Bollinger Bands

How to Calculate Bollinger Bands®

The first step in calculating Bollinger Bands® is to compute the simple moving average of the security in question, typically using a 20-day SMA. A 20-day moving average would average out the closing prices for the first 20 days as the first data point. The next data point would drop the earliest price, add the price on day 21 and take the average, and so on. Next, the standard deviation of the security's price will be obtained. Standard deviation is a mathematical measurement of average variance and features prominently in statistics, economics, accounting, and finance.

For a given data set, RSIボリンジャー RSIボリンジャー the standard deviation measures how spread out numbers are from an average value. Standard deviation can be calculated by taking the square root of the variance, which itself is the average of the squared differences of the mean. Next, multiply that standard deviation value by two and both add and subtract that amount from each point along the SMA. Those produce the upper RSIボリンジャー and lower bands.

Here is this Bollinger Band® formula:

What Do Bollinger Bands® Tell You?

Bollinger Bands® are a highly popular technique. Many traders believe the closer the prices move to the upper band, the more overbought the market, and the closer the prices move to the lower band, the more oversold the market. John Bollinger has a set of 22 rules RSIボリンジャー RSIボリンジャー RSIボリンジャー to follow when using the bands as a trading system.

In the chart depicted below, Bollinger Bands® bracket the 20-day SMA of the stock with an upper and lower band along with RSIボリンジャー the daily movements of the stock's price. Because standard deviation is a measure of volatility, when the markets become more volatile the bands widen; during less volatile periods, the bands contract.

Image

Image by Sabrina Jiang © Investopedia 2021

The Squeeze

The squeeze is the central concept of Bollinger Bands®. When the bands come close together, constricting the moving average, it is called a squeeze. A RSIボリンジャー squeeze signals a period of low volatility and is considered by traders to be a potential sign of future increased volatility and possible trading opportunities. Conversely, the wider apart the bands move, the more likely the chance of a decrease in volatility and the greater the possibility of exiting a trade. However, these conditions are not trading signals. The bands give RSIボリンジャー RSIボリンジャー RSIボリンジャー no indication when the change may take place or in which direction the price could move.

Breakouts

Approximately 90% of price action occurs between the two bands. Any breakout above or below the RSIボリンジャー bands is a major event. The breakout is not a trading signal. The mistake most people make is believing that that price hitting or exceeding one of the bands is a RSIボリンジャー RSIボリンジャー signal to buy or sell. Breakouts provide no clue as to the direction and extent of future price movement.

Limitations of Bollinger Bands®

Bollinger Bands® are not a standalone trading system. They are simply one indicator designed to provide traders with information regarding price volatility. John Bollinger suggests using them with two or three other non-correlated indicators that provide more direct market signals. He RSIボリンジャー RSIボリンジャー believes it is crucial to use indicators based on different types of data. Some of his favored technical techniques are moving average divergence/convergence (MACD), on-balance volume, and relative strength index (RSI).

Because they are computed from a simple moving average, they weigh older price data the same as the most recent, meaning that new information may be diluted by outdated data. Also, RSIボリンジャー RSIボリンジャー the use of 20-day SMA and 2 standard deviations is a bit arbitrary and may not work for everyone in every situation. Traders should adjust their SMA and standard deviation assumptions accordingly RSIボリンジャー and monitor them.

iPhone版TradingView(トレーディングビュー)でRSIを設定する方法

iPhone版TradingViewアプリで、RSIを設定する方法を紹介します。RSIは、一定期間の価格変動における値上がり幅の割合を示すオシレーター系のテクニカル指標で、相場の買われ過ぎや売られ過ぎを判断するのに役立ちます。正式名称は「Relative Strength Index」といい、日本語に訳すと「相対力指数」です。TradingViewのRSIは、デフォルトでRSIをベースにした移動平均線も重ねて表示されます。

iPhone版TradingViewアプリで、RSIを設定する方法を紹介します

RSIをチャートに追加する方法

iPhone版TradingViewを立ち上げ、ボトムナビゲーション(画面の一番下)の「チャート」をタップ

チャート画面に遷移したら、下部にある「+」アイコンをタップ

表示されるメニューの中から、「インジケーター」をタップ

次の画面で「テクニカル」をタップ

テクニカル画面に遷移したら「インジケーター」を選択し、一覧の中から「RSI(相対力指数)」をタップ

RSIの設定画面の使用方法

設定画面は、サブチャート左上のインジケーター名、もしくは表示中のRSIのタップ

「パラメーター」では、表示するRSIの時間足や期間、算出に用いる価格の種類などを設定します

  • ・始値
  • ・高値
  • ・安値
  • ・終値
  • ・高値+安値の平均
  • ・高値+安値+終値の平均
  • ・始値+高値+安値+終値の平均
  • ・高値+安値+終値×2の平均

④MA Type
RSIをベースにした移動平均線の種類を選択します。デフォルトの種類は「SMA」です。「Bollinger Bands」を選択すると、RSIのボリンジャーバンドが追加されます。

  • ・SMA
  • ・Bollinger Bands
  • ・EMA
  • ・SMMA(RMA)
  • ・WMA
  • ・VWMA

⑤MAの期間
MA Typeで指定した移動平均線を算出する期間を設定します。デフォルトの期間は「14」です。

⑥BB StdDev
MA Typeで「Bollinger Bands」を指定した場合のみ適用される項目です。表示するボリンジャーバンドの標準偏差を設定します。デフォルトの数値は「2」で、その場合、移動平均線と±2σの合計3本のラインが表示されます。

「スタイル」では、RSIの線の色や太さ、種類などを設定します

②RSI-based MA
RSIをベースにした移動平均線の表示/非表示を設定します。また、移動平均線の色や不透明度、太さ、種類を変更できます。

③Upper Bollinger Band
「パラメーター」タブのMA Typeで「Bollinger Bands」を指定した場合のみ適用される項目です。ボリンジャーバンド上限の表示/非表示を設定します。また、バンド上限の色や不透明度、太さ、種類を変更できます。

④Lower Bollinger Band
「パラメーター」タブのMA Typeで「Bollinger Bands」を指定した場合のみ適用される項目です。ボリンジャーバンド下限の表示/非表示を設定します。また、バンド下限の色や不透明度、太さ、種類を変更できます。

⑤RSI Upper Band
RSIのバンド上限(買われ過ぎライン)の表示/非表示を設定します。また、バンド上限の色や不透明度、太さ、種類、値を変更できます。デフォルトの値は「70」です。

⑥RSI Middle Band
RSIのバンド中間値(バンド上限と下限の間のライン)の表示/非表示を設定します。また、バンド中間値の色や不透明度、太さ、種類、値を変更できます。デフォルトの値は「50」です。

⑦RSI Lower Band
RSIのバンド下限(売られ過ぎライン)の表示/非表示を設定します。また、バンド下限の色や不透明度、太さ、種類、値を変更できます。デフォルトの値は「30」です。

⑧RSI Background Fill
RSIのバンド上限~下限内の背景色の表示/非表示を設定します。また、背景の色や不透明度を変更できます。

⑨Bollinger Bands Background Fill
「パラメーター」タブのMA Typeで「Bollinger Bands」を指定した場合のみ適用される項目です。ボリンジャーバンド内の背景色の表示/非表示を設定します。また、背景の色や不透明度を変更できます。

Bollinger Band®

Adam Hayes, RSIボリンジャー RSIボリンジャー RSIボリンジャー RSIボリンジャー Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and behavioral finance. Adam received his master's in economics from The New School for Social Research and his Ph.D. from the University of Wisconsin-Madison in sociology. He is a CFA charterholder as well as holding FINRA Series 7, 55 & 63 licenses. He currently researches and teaches economic sociology and the social studies of finance at the Hebrew University in Jerusalem.

Charles is RSIボリンジャー RSIボリンジャー RSIボリンジャー a nationally recognized capital markets specialist and educator with over 30 years of experience developing in-depth training programs for burgeoning financial professionals. Charles has taught at a number of institutions including Goldman RSIボリンジャー Sachs, Morgan Stanley, Societe Generale, and many more.

Amanda Jackson has expertise in personal finance, investing, and social services. She is a library professional, transcriptionist, editor, and fact-checker.

What Is a RSIボリンジャー Bollinger Band®?

A Bollinger Band® is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.

Bollinger Bands® were developed and copyrighted by famous technical trader John Bollinger, designed to discover opportunities that give investors a RSIボリンジャー higher probability of properly identifying when an asset is oversold or overbought.

Key Takeaways

  • Bollinger Bands® are a technical analysis tool developed by John Bollinger for generating oversold or overbought signals.RSIボリンジャー RSIボリンジャー RSIボリンジャー
  • There are three lines that compose Bollinger Bands: A simple moving average (middle band) and an upper and lower band.
  • The upper and lower bands are typically 2 standard deviations RSIボリンジャー +/- from a 20-day simple moving average, but they can be modified.

Understanding Bollinger Bands

How to Calculate Bollinger Bands®

The first step in calculating Bollinger Bands® is to compute the simple moving RSIボリンジャー RSIボリンジャー average of the security in question, typically using a 20-day SMA. A 20-day moving average would average out the closing prices for the first 20 days as the first data point. The RSIボリンジャー next data point would drop the earliest price, add the price on day 21 and take the average, and so on. Next, the standard deviation of the security's price will be obtained. Standard deviation is a mathematical measurement of average variance and features prominently in statistics, economics, accounting, and finance.

For a given data set, the standard deviation measures how spread out numbers are from an average value. Standard deviation can be calculated by taking the square root of the variance, which itself is the average of the squared differences of the RSIボリンジャー RSIボリンジャー mean. Next, multiply that standard deviation value by two and both add and subtract that amount from each point along the SMA. Those produce the upper and lower bands.

Here is this RSIボリンジャー Bollinger Band® formula:

What Do Bollinger Bands® Tell You?

Bollinger Bands® are a highly popular technique. Many traders believe the closer the prices move to the upper band, the more overbought the market, and the closer the prices move to the lower band, the more oversold the market. John Bollinger has a set of 22 rules to follow when using the bands RSIボリンジャー RSIボリンジャー as a trading system.

In the chart depicted below, Bollinger Bands® bracket the 20-day SMA of the stock with an upper and lower band along with the daily movements of the stock's price. Because standard deviation is a measure of volatility, when the markets become more volatile the bands widen; during less volatile periods, the bands contract.

Image

Image by Sabrina Jiang © Investopedia 2021

The Squeeze

The squeeze is the central concept of Bollinger Bands®. When the bands come close together, constricting the moving average, it is called a squeeze. A squeeze signals a period of low volatility and is considered by traders to be a potential sign of future increased volatility and possible trading opportunities. Conversely, the wider apart the bands move, the more likely the RSIボリンジャー chance of a decrease in volatility and the greater the possibility of exiting a trade. However, these conditions are not trading signals. The bands give no indication when the change may RSIボリンジャー take place or in which direction the price could move.

Breakouts

Approximately 90% of price action occurs between the two bands. Any breakout above or below the bands is a major event. The RSIボリンジャー breakout is not a trading signal. The mistake most people make is believing that that price hitting or exceeding one of the bands is a signal to buy or sell. Breakouts provide no clue as to the direction and extent of future price movement.

Limitations of Bollinger Bands®

Bollinger Bands® are not a standalone trading system. They are simply one indicator designed to RSIボリンジャー RSIボリンジャー provide traders with information regarding price volatility. John Bollinger suggests using them with two or three other non-correlated indicators that provide more direct market signals. He believes it is crucial to use indicators based on different types of data. Some of his favored technical techniques are moving average divergence/convergence (MACD), on-balance volume, and relative strength index (RSI).

Because they are computed from a RSIボリンジャー RSIボリンジャー simple moving average, they weigh older price data the same as the most recent, meaning that new information may be diluted by outdated data. Also, the use of 20-day SMA and 2 standard deviations is a bit arbitrary and may not work for everyone in every situation. Traders should adjust their SMA and standard deviation assumptions accordingly and monitor them.

外国為替取引(FX)RSIボリンジャー でオットファンドを作ろう

130.24 --- [ボリンジャーバンド +2σ] ---
129.21 --- [ボリンジャーバンド +σ] ---
128.42 --- [25日移動平均(下向き)] ---
128.19 --- [ピボット R4] --- --- [ボリンジャーバンド 0σ] ---
127.8 --- [ピボット R3] ---
127.64 --- [オットファンド短期レンジ plus] ---
127.41 --- [ピボット R2] ---
127.37 ---------- 【前日高値】 ---------- --- [10日移動平均(下向き)] ---
127.29 --- [ピボット R1] ---
127.16 RSIボリンジャー --- [ボリンジャーバンド -σ] ---
126.84 --- [5日移動平均(下向き)] ---
126.78 --- [ピボット P] ---
126.68 ---------- 【前日始値】 ----------
126.67 --- [オットファンド短期レンジ 中央値] ---
126.63 ---------- 【前日終値】 ----------
126.35 ---------- RSIボリンジャー 【前日安値】 ----------
126.27 --- [ピボット S1] ---
126.15 --- [ピボット S2] ---
126.14 --- [ボリンジャーバンド -2σ] ---
125.76 --- [ピボット S3] ---
125.7 --- [オットファンド短期レンジ minus] ---
125.37 --- [ピボット S4] ---
125.11 --- [ボリンジャーバンド -3σ] ---

5日移動平均線: 下向き
10日移動平均線: 下向き
25日移動平均線: 下向き
RSI(14): 26.73 (30を割っており、弱気の相場の行き過ぎを示唆しています)
前日のオットファンド短期レンジ: 125.41~128.38 (前日: 126.35~127.37, 終値: 126.63)
為替星座占い: RSIボリンジャー 本日、[おひつじ座]の人は、CHF/JPYでいいことあるかも。

How to Use Bollinger Bands

Each time you make it to the next grade you continue to add more and more tools to your trader’s technical analysis (TA) toolbox.

“What’s a trader’s RSIボリンジャー RSIボリンジャー RSIボリンジャー toolbox?” you ask.

Trader Toolbox

Let’s compare trading to building a house.

You wouldn’t use a hammer on a screw, right? Nor would you use a buzz saw to drive in nails.

There’s a proper tool for each situation.

Just like in trading, certain technical indicators are best used for particular environments or situations.

Or if you want to focus on a few specific trading environments or tools, that’s cool too.

It’s good to have a specialist when installing your electricity or plumbing in a house, just like it’s cool to be a Bollinger Bands or Moving Average specialist.

There are a million different ways to grab some pips!

For this lesson, as you learn about these indicators, think of each as a new tool that you RSIボリンジャー RSIボリンジャー can add to that toolbox of yours.

You might not necessarily use all of these tools, but it’s always nice to have plenty of options, right?

You might even find one RSIボリンジャー RSIボリンジャー that you understand and comfortable enough to master on its own. Now, enough about tools already!

Let’s get started!

Bollinger Bands

Bollinger Bands, a technical indicator developed by John Bollinger, are used to measure a market’s volatility and identify “overbought” or “oversold” conditions.

John Bollinger

John Bollinger

Basically, this little tool tells us whether the market is quiet or whether the market is LOUD!

When the RSIボリンジャー RSIボリンジャー market is quiet, the bands contract and when the market is LOUD, the bands expand.

Look at the chart below. The Bollinger Bands (BB) is a chart overlay indicator meaning it’s displayed over the price.

Bollinger Bands

Notice how when the price is quiet, the bands are close together. When the price moves up, the bands spread apart.

The upper and lower bands measure volatility or the degree in the variation of prices over time.

Because Bollinger Bands measure volatility, the bands adjust automatically to changing market conditions.

That’s all there is to it. Yes, we RSIボリンジャー RSIボリンジャー could go on and bore you by going into the history of the Bollinger Bands, how it is calculated, the mathematical formulas behind it, and so on and so forth, but RSIボリンジャー we really didn’t feel like typing it all out.

Okay fine fine, we’ll give a brief description…

What are Bollinger Bands?

Bollinger Bands are typically plotted as three lines:

  1. An upper band
  2. A middle line
  3. A lower band

The middle line of the indicator is a simple moving average (SMA).

Most charting programs default to a 20-period, which is fine for most traders, but RSIボリンジャー you can experiment with different moving average lengths after you get a little experience applying Bollinger Bands.

The upper and lower bands, by default, represent two standard deviations above and below the RSIボリンジャー RSIボリンジャー RSIボリンジャー middle line (moving average).

If you’re freaking out because you’re not familiar with standard deviations.

The concept of standard deviation (SD) is just a measure of how spread out numbers are.RSIボリンジャー

If the upper and lower bands are 1 standard deviation, this means that about 68% of price moves that have occurred recently are CONTAINED within these bands.

If the upper and RSIボリンジャー lower bands are 2 standard deviations, this means that about 95% of price moves that have occurred recently are CONTAINED within these bands.

You’re probably falling asleep let’s hit you with an RSIボリンジャー image.

Standard Deviation

As you can see, the higher the value of SD you use for the bands, the more prices the bands “capture”.

You can try out different standard deviations for the bands once you become more familiar with how they work.

In all honesty, to get started, you don’t need to know most of this stuff. We think it’s more important that RSIボリンジャー we show you some ways you can apply the Bollinger Bands to your trading.

Note: If you really want to learn about the calculations of Bollinger Bands, check out John’s book, Bollinger RSIボリンジャー on Bollinger Bands, or check out our lovely Forexpedia page on Bollinger Bands.

The Bollinger Bounce

One thing you should know about Bollinger Bands is that the price tends to return to RSIボリンジャー RSIボリンジャー the middle of the bands.

That is the whole idea behind the “Bollinger Bounce.”

By looking at the chart below, can you tell us where the price might go next?

Price reached the top of the Bollinger band

If RSIボリンジャー you said down, then you are correct! As you can see, the price settled back down towards the middle area of the bands.

Price bounces back towards the middle of the Bollinger Bands

What you just saw was a classic Bollinger Bounce. The reason these bounces occur is that the Bollinger bands act like dynamic support and resistance levels.

Many traders have developed systems that thrive on these bounces and this strategy is best used when the market is ranging and there is no clear trend.

You only want to trade this approach when prices trendless. So be mindful of the WIDTH of the bands.

Avoid trading the Bollinger Bounce when the bands are expanding, because this usually means the price is not moving within a range but in a TREND!

Instead, look for these conditions RSIボリンジャー when the bands are stable or even contracting.

Now let’s look at a way to use Bollinger Bands when the market is TRENDING…

Bollinger Squeeze

The “Bollinger Squeeze” is pretty self-explanatory. When the bands squeeze together, it usually means that a breakout is getting ready to happen.

If the candles start to break out above the TOP band, then the move will usually continue to go UP.

If the candles start to break out below the BOTTOM band, then the price will usually continue to go DOWN.

Bollinger Band squeeze

Looking at the chart above, you can see the RSIボリンジャー bands squeezing together. The price has just started to break out of the top band. Based on this information, where do you think the price will go?

Bollinger Band Squeeze Expands

If you said up, RSIボリンジャー RSIボリンジャー you are correct again!

This is how a typical Bollinger Squeeze works.

This strategy is designed for you to catch a move as early as possible.

Setups like these don’t occur every day, but you can probably spot them a few times a week if you are looking at a 15-minute chart.

There are many other things you can do with Bollinger Bands, RSIボリンジャー but these are the two most common strategies associated with them.

Go ahead and add the indicator to your charts and watch how prices move with respect to the three bands. Once you’ve got the hang of it, try changing up some of the indicator’s parameters.

It’s time to put this in your trader’s toolbox before we move on to the next indicator.

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