Tags

moving average — 2 pages

Reference Bollinger Bands: The Sigma Is a Population Standard Deviation (Divide by n, Not n-1) Middle band is an N-period moving average; upper and lower are MA plus or minus K times an N-period standard deviation. Typical N=20, K=2. The sigma uses divisor n, not n-1. Economy · Sep 23 Reference MACD: "Divergence" Means Three Different Things, and the Source Calls It a Lagging Indicator Moving Average Convergence Divergence, created by Gerald Appel in the late 1970s. Three series: MACD = fast EMA - slow EMA, signal = EMA of MACD, divergence = the difference. Commonly MACD(12,26,9). Economy · Sep 23