Trend indicators

Envelopes

Two lines a fixed percentage above and below a moving average, marking where prices are stretched.

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Идея простыми словами

Prices tend to swing around their average and rarely stray very far from it. Envelopes draw a fence at a fixed distance, say 0.1% for a calm currency pair or 2–3% for a stock, so you can see when a move has gone unusually far.

Как считается

Take a moving average and add or subtract a fixed percentage of it.

Upper = MA × (1 + deviation ÷ 100)
Lower = MA × (1 − deviation ÷ 100)
Defaults: 14-period SMA, deviation 0.1%

Как использовать

Set the percentage so that most candles stay inside the envelope on your timeframe.
In ranges, touches of the bands can mark turning points.
In trends, closes outside the band in the trend direction show strength.

Выводы

Unlike Bollinger Bands, envelopes do not widen in volatile times, so they are easier to read but adapt less.

Пример

On EURUSD H1 with a 0.15% envelope, the price touches the lower band at 1.0790, about 16 pips below the average, and drifts back to the average over the next few hours.

Цены в примерах приведены для иллюстрации.

На что обратить внимание

The right percentage depends on the market and timeframe: adjust it rather than using the default everywhere.

Немного истории

Percentage bands around a moving average are one of the oldest band techniques, used long before volatility-based bands such as Bollinger's.

Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.