Calculating Standard Deviation for Bollinger Bands

[micky04]

Hi all,
I am creating a Python software for Bollinger Bands (as a project). When calculating standard dev, do I use historical volatility? Also, is the time period for standard dev calculation is same as time period for SMA (e.g. 20-day SMA and 20-day standard dev)?
Thanks!

 

[beerntrading]

https://www.investopedia.com/terms/s/standarddeviation.asp

 

[micky04]

https://www.investopedia.com/terms/s/standarddeviation.asp

Oh, I didn't know standard deviation refers to historical. Thanks

 

[nooby_mcnoob]

Hi all,
I am creating a Python software for Bollinger Bands (as a project). When calculating standard dev, do I use historical volatility? Also, is the time period for standard dev calculation is same as time period for SMA (e.g. 20-day SMA and 20-day standard dev)?
Thanks!

What else would you use?

 

[micky04]

What else would you use?

am as
I was thinking of using 20-day IV until I realised HV would be more accurate (since we are testing oversold/overbought)