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Standard Error Bands
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=68244
Forum: 48 · Topic 68244 · 1 post(s)
Standard Error Bands
Alexander.Gettinger · Sat Mar 30, 2019 2:51 pm
Smoothed Linear Regression Line: Generally a 21-period linear regression curve that is smoothed by a 3-period simple moving average Upper Standard Error Band: The linear regression line plus 2 standard errors. Lower Standard Error Band: The linear regression line minus 2 standard errors. Introduced by John Andersen in a September 1996 ‘Stock and Commodities’ magazine article.
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