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I have played around with those a bit and my results were mixed. Bollinger bands essentially show you the price relative to rolling window volatility. One interpretation is that if the current price leaves the Bollinger bands, a trend or movement emerges (of course depending on your time frame as with all technical indicators) in that direction. The ...


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John Bollinger, the developer of Bollinger Bands, provides descriptions of methods he suggests for using his bands on his website BBands.com. They can be found under Four Methods in the support area. Bollinger Bands are most effective when used with other indicators for confirmation, and are very powerful for mean reversion and for price breakouts. On the ...


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Scale and range are your biggest issues. If one input has values which range from e.g. 2300-3500, and another from 0 to 18, then the large scale of the first will swamp the other and provide greater informativity into your learning algorithm. Therefore, normalize into range [0,1] or mean-zero standardize - like you have already done. Be careful with ...


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Elher's website has a technical papers section wherein you can find a paper called "MAMA." At the end of this paper there is Easylanguage code to calculate the phase. You are right that the lead sine is just phase plus 45 degrees. Just take the sine of these calculated phases for the indicator.



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