Volatilidade VolatilityMean ReversionBreakout Disponível no Builder

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
OverboughtOversoldCentreline 50Divergence

Ilustrativo — dados sintéticos, não uma cotação em tempo real.

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. 1 Average the applied price over N bars
  2. 2 Measure the deviation of the same window
  3. 3 Place bands a multiple of it above and below
Mostrar a fórmula e detalhes de cálculo

Bollinger Bands are built from a moving average and the standard deviation of the same window — 20 bars and 2 deviations by default:

  1. Compute the middle band: a simple moving average of the applied price over the period. In MT5 this is BASE_LINE, buffer 0.
  2. 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.
  3. Place the outer bands a multiple of that deviation above and below: UPPER = BASE + (D × σ) and LOWER = BASE − (D × σ), with D the 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.

Sinais

Os sinais distintos e testáveis que Bollinger Bands oferece — e o regime adequado para cada um.

Band Touch

Pronto no Builder
Condição
Price reaches or closes beyond the upper or lower band
Melhor regime
Ranging markets
Uso típico
Fade back toward the middle band — with a trend filter

Squeeze

Lógica avançada
Condição
Band width contracts to a local minimum
Melhor regime
Pre-breakout
Uso típico
Prepare for expansion without predicting the direction

Middle-Band Cross

Pronto no Builder
Condição
Price crosses the base line
Melhor regime
Either regime
Uso típico
Take profit on a fade, or flip bias in a trend

Band Walk

Lógica avançada
Condição
Price rides the outer band for consecutive bars
Melhor regime
Strong trends
Uso típico
Recognise when fading the band is the wrong trade

Implementação no MT5

O que o MetaTrader 5 realmente calcula e desenha — a referência para cada regra desta página.

Buffers

Índice Buffer Desenhado no MT5 como O que contém
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.

Notas da plataforma

Funciona melhor / use com cuidado

Nenhum indicador tem vantagem universal. Veja onde Bollinger Bands ajuda — e onde ele engana.

Funciona melhor

  • Ranging markets
  • Comparing volatility across instruments
  • With a trend or momentum filter
  • On liquid pairs with steady sessions

Use com cuidado

  • Strong one-way trends
  • Band touches as standalone entries
  • Very tight deviation settings
  • Optimised width without validation

Criar uma estratégia Bollinger Bands

Conecte o sinal às regras de entrada e saída, depois exporte um EA MT5 compilável — sem código.

  1. Lower band (20, 2.0)
  2. Upper band (20, 2.0)
  3. Bid at or below lower band → Open Buy · SL 40 / TP 80
  4. Bid at or above upper band → Open Sell

Combinar Bollinger Bands com outros indicadores

Um indicador raramente funciona sozinho. Essas combinações cobrem os pontos cegos do Bollinger Bands.

Bollinger Bands + OBV

  1. Price crosses the upper band
  2. OBV above its value 20 bars ago
  3. Buy
Por quê
Trade the break rather than the fade, and require that the running volume total agrees — a band break nobody follows is the classic false breakout
Melhor regime
Breakout
Criar esta estratégia →

Bollinger Bands + Stochastic

  1. Bid at or below lower band
  2. Stochastic %K < 20
  3. Buy
Por quê
Require a bounded momentum extreme at the same moment as the band touch, so a single stretched bar is not enough to open a trade
Melhor regime
Ranging
Criar esta estratégia →

Bollinger Bands + RSI

  1. Price at lower band
  2. RSI < 30
  3. Buy
Por quê
Confirm a band touch with an oversold or overbought reading for a stronger exhaustion case
Melhor regime
Range / reversal

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.

Abrir o Builder →

Bollinger Bands + ADX

  1. ADX < 20
  2. Price at lower band
  3. Buy
Por quê
Suppress the fade while a real trend is running, which is exactly when band touches keep coming and keep losing
Melhor regime
Range filtering

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.

Abrir o Builder →

Bollinger Bands + Donchian Channel

  1. Price crosses the upper band
  2. Price clears the 20-bar high
  3. Buy
Por quê
The other channel on this site, and the one that shows what these bands actually are. Bollinger's edges are a mean plus and minus a multiple of deviation — statistics that move every bar and widen with volatility. Donchian's are the raw extremes of the last N bars, so they hold flat and step. Requiring both to break at once asks for price leaving a statistical envelope and setting a genuine N-bar record in the same move, which neither drawing establishes alone
Melhor regime
Breakout

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.

Abrir o Builder →

Parâmetros

Valores iniciais para validar no seu próprio par e timeframe — não são configurações garantidas.

Parâmetro Padrão Faixa de teste sugerida O que faz
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.

Predefinições iniciais

Tight 20 / 1.5 More touches, more noise
Standard 20 / 2 Bollinger's default baseline
Wide 20 / 2.5 Rarer, more extreme stretches

Exemplos de mercado

Onde Bollinger Bands funciona, onde falha e como um filtro muda o resultado.

Funciona

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.

Falha

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.

Filtrado

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.

Glossary

Termos-chave