변동성 VolatilityMean ReversionBreakout Builder에서 사용 가능
Bollinger Bands
Bollinger Bands wrap a moving average in two bands set a number of standard deviations away, so the channel widens when the market is volatile and contracts when it is quiet. They turn volatility into something you can compare across instruments and wire straight into a no-code EA.
- Default settings
- 20 / 2
- Bands
- Upper / Base / Lower
- Scale
- Price
예시용 — 합성 데이터로, 실시간 호가가 아닙니다.
What Bollinger Bands tell you
The bands measure how far price has strayed from its own recent average, in units of that average's own volatility. That makes an extreme on EUR/USD directly comparable to an extreme on gold — and it makes the width of the channel a reading in its own right.
- Wide bands: volatility is high — moves are running
- Narrow bands: volatility is compressed — a move is being stored, not predicted
- A touch is a statement about distance from the average, not a reversal signal
- 1 Average the applied price over N bars
- 2 Measure the deviation of the same window
- 3 Place bands a multiple of it above and below
공식 및 계산 세부 정보 표시
Bollinger Bands are built from a moving average and the standard deviation of the same window — 20 bars and 2 deviations by default:
- Compute the middle band: a simple moving average of the applied price over the period. In MT5 this is
BASE_LINE, buffer 0. - Compute the standard deviation of the applied price over the same window — a measure of how widely the individual prices are scattered around that average.
- Place the outer bands a multiple of that deviation above and below:
UPPER = BASE + (D × σ)andLOWER = BASE − (D × σ), withDthe deviation setting.
Because the distance is measured in the instrument’s own volatility, the channel adapts automatically: it widens when bars are large and contracts when they are small. That is also why a band touch is not a fixed distance — the same touch means something different in a quiet session than in a violent one.
In MQL5 the call is iBands(symbol, period, bands_period, bands_shift, deviation, applied_price) and it returns a handle to three buffers: BASE_LINE (0), UPPER_BAND (1) and LOWER_BAND (2). applied_price is a full ENUM_APPLIED_PRICE argument, so the bands are not fixed to closing prices. John Bollinger introduced the construction in the early 1980s.
신호
Bollinger Bands이 제공하는 백테스트 가능한 뚜렷한 신호 — 및 각 신호에 적합한 시장 상황.
Squeeze
고급 로직Middle-Band Cross
Builder로 구현 가능Band Walk
고급 로직MT5 구현
MetaTrader 5가 실제로 계산하고 그리는 내용 — 이 페이지의 모든 규칙이 기준으로 삼는 사양입니다.
버퍼
| 인덱스 | 버퍼 | MT5 표시 방식 | 저장 값 |
|---|---|---|---|
| 0 | BASE_LINE | Line | The middle band — a simple moving average of the applied price over the chosen period. Everything else is measured from it. |
| 1 | UPPER_BAND | Line | Middle band plus the deviation multiplier times the standard deviation of the same window. |
| 2 | LOWER_BAND | Line | Middle band minus the same distance. Upper and lower are always symmetric around the base line. |
플랫폼 참고
가장 잘 작동하는 경우 / 주의해서 사용
어떤 지표도 보편적인 우위를 가지지 않습니다. Bollinger Bands이 도움이 되는 곳 — 그리고 오해를 일으키는 곳.
가장 잘 작동하는 경우
- Ranging markets
- Comparing volatility across instruments
- With a trend or momentum filter
- On liquid pairs with steady sessions
주의해서 사용
- Strong one-way trends
- Band touches as standalone entries
- Very tight deviation settings
- Optimised width without validation
Bollinger Bands 전략 구축
신호를 진입 및 청산 규칙에 연결하고, 컴파일 가능한 MT5 EA를 내보내세요 — 코드 없이.
- Lower band (20, 2.0)
- Upper band (20, 2.0)
- Bid at or below lower band → Open Buy · SL 40 / TP 80
- Bid at or above upper band → Open Sell
Bollinger Bands을 다른 지표와 결합
하나의 지표만으로는 충분하지 않습니다. 이 조합들이 Bollinger Bands의 취약점을 보완합니다.
Bollinger Bands + OBV
- Price crosses the upper band
- OBV above its value 20 bars ago
- Buy
Bollinger Bands + Stochastic
- Bid at or below lower band
- Stochastic %K < 20
- Buy
Bollinger Bands + RSI
- Price at lower band
- RSI < 30
- Buy
No single-flow template pairs Bollinger Bands with RSI — the Bollinger Bounce template trades band touches only, despite what its description says. Add an RSI node and a Compare to it.
Builder 열기 →Bollinger Bands + ADX
- ADX < 20
- Price at lower band
- Buy
No single-flow template pairs Bollinger Bands with ADX. Add an ADX node with a Compare below 20 into an And gate ahead of the entry.
Builder 열기 →Bollinger Bands + Donchian Channel
- Price crosses the upper band
- Price clears the 20-bar high
- Buy
No single-flow template combines them. Start from Donchian 20-Bar Break, add a Bollinger node set to the upper output with a Price node into a Compare, then join that to the existing Cross with an And gate.
Builder 열기 →매개변수
자신의 통화쌍과 시간 프레임에서 검증할 초기값 — 보장된 설정이 아닙니다.
| 매개변수 | 기본값 | 권장 테스트 범위 | 기능 |
|---|---|---|---|
| Period | 20 | 10–50 | Window for both the middle-band average and the deviation. Shorter bands hug price and touch constantly; longer bands only flag real extremes. |
| Deviation | 2 | 1.5–3.0 | How many standard deviations the outer bands sit from the base line. Lower means more touches and more false ones; higher means rarer, more meaningful stretches. |
| Applied price | Close | Close / Open / High / Low / Median / Typical / Weighted | Price series the average and deviation are computed on. Close is the default; iBands accepts any ENUM_APPLIED_PRICE value. |
| Band | Lower / Upper | — | Which buffer a rule reads: BASE_LINE, UPPER_BAND or LOWER_BAND. This is a buffer selector, not a numeric setting. |
초기 프리셋
Tight 20 / 1.5 More touches, more noise
Standard 20 / 2 Bollinger's default baseline
Wide 20 / 2.5 Rarer, more extreme stretches
시장 예시
Bollinger Bands이 작동하는 곳, 실패하는 곳, 그리고 필터가 결과를 어떻게 바꾸는지.
Fade that worked
In a range price stretches to the lower band, stalls, and returns to the middle band — the mean-reversion case the bands describe.
Band walk in a trend
In a strong move price rides the upper band for bar after bar. Selling each touch fights the trend and pays for the privilege.
Filtered by regime
Add a trend-strength filter and the same run of upper-band touches is ignored while the move continues — the filter decides whether a touch is an extreme or just a trend.
FAQ
- Does a touch of the upper band mean sell?
- No. A touch means price is two standard deviations from its own 20-bar average — in a range that is stretched, in a trend it is normal and can persist for weeks. Use the touch as context and confirm with momentum, structure, or a regime filter before acting.
- What is a Bollinger squeeze?
- A local minimum in the distance between the two outer bands, meaning realised volatility has compressed. It says a move is being stored, not which way it will break. Because iBands has no band-width buffer, an EA has to compute upper minus lower itself, or use Standard Deviation as a stand-in.
- Should I change the period or the deviation?
- They do different things. The period sets what counts as 'the average' and how fast the channel adapts; the deviation sets how far price must travel to be called extreme. Change one at a time in a backtest — moving both at once makes the result impossible to attribute.
- Can Bollinger Bands be built on a price other than the close?
- Yes. iBands takes an ENUM_APPLIED_PRICE argument, so the bands can be built from Open, High, Low, Median, Typical or Weighted price. Close is the default and the usual choice; Typical price folds in the bar's range and gives a marginally steadier channel on wick-heavy instruments.
- Can I build a Bollinger EA without coding?
- Yes for band touches and middle-band crosses. The Bollinger Bounce template wires two band nodes against a Price node with period, deviation and applied price as EA inputs. Squeeze detection and band-walk recognition are the exceptions — both need a value iBands does not publish.
- How should I validate settings before going live?
- Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.