Calculating Standard Deviation for Bollinger Bands

Discussion in 'Technical Analysis' started by micky04, Aug 28, 2018.

  1. micky04

    micky04

    Hi all,
    I am creating a Python software for Bollinger Bands (as a project). When calculating standard dev, do I use historical volatility? Also, is the time period for standard dev calculation is same as time period for SMA (e.g. 20-day SMA and 20-day standard dev)?
    Thanks!
     
  2. micky04

    micky04

  3. What else would you use?
     
  4. micky04

    micky04

    am as
    I was thinking of using 20-day IV until I realised HV would be more accurate (since we are testing oversold/overbought)