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