Standard Error Bands

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Standard Error Bands

Postby 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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Alexander.Gettinger
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