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200 Day MA Volatility Band - Help Needed to construct
I am looking to form a "Bollinger like" Band whereby:
1) The center of this Band is the 200-day moving average of a stock symbol, say SPY.
2) The top of the Band is calculated by adding one standard deviation of normal volatility of the SPY (in this case) to the 200-day moving average.
3) The bottom of the Band is calculated by subtracting one standard deviation of normal volatility from the 200-day moving average.
And just to be clear, I could not accomplish the abobe with an actual Bollinger band.
Many thanks in advance.