Formulas:
Top = HWMA+Multiplier*StDt,
Bottom = HWMA-Multiplier*StDt, where
HWMA - Holt-Winter Moving Average,
StDt[i] = Sqrt(Var[i-1]),
Var[i] = (1-d)*Var[i-1]+d*(Price[i-1]-HWMA[i-1])*(Price[i-1]-HWMA[i-1]).
Download:
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