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Hello,
Your observation is quite correct. Low volatility often begets high
volatility, a fact that underpins many options strategies.
Here is a formula for plotting the Bollinger Band Width (there are others):
( ( Mov( C,20,S) + (2 * ( Std( C,20 ) ) ) )- ( Mov( C,20,S) - ( 2 * ( Std(
C,20 ) ) ) ) ) / Mov( C,20,S) * 100
Create an exploration and decide upon your own threshold.
Regards,
Kevin
At 07:02 09/11/2003 +0000, you wrote:
>
>Hi!
>
>I have noticed that when Bollinger Bands (I mean the upper and lower
>line) get very close together, there will soon be a very sharp move
>either up or down.
>
>Are there any explorations that finds those stocks that have the
>bands close together? (situation before the BIG move).
>
>
>
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>
>
>
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