Bollinger %B Candles Strategy

31 paź 2020

Strategy built based on earlier published indicator:

Looks to be doing good for short term swing trades. But, I am not sure if there is repainting. I tried to avoid buy/sell trades on same day - but wasn't successful.

So far back-tested on following:

BTCUSD - works on both long and short
CURRENCYCOM:GOLD and equities - long only.

Some of the failures: ASX:WPL, WHC, NHC

As usual for back-testing - using 1000 as initial capital with 100% invested on each trade and no compounding so that it will be easy to compare with buy and hold. Trade with caution :)

1 lis 2020

Informacje o Wersji

Update capital and percentage of capital per trade as this is not long term strategy and hence not required to compare with buy and hold

29 lis 2020

Informacje o Wersji

Added delay in buy and sell signal to avoid buy/sell on same bars.

9 lut 2021

Informacje o Wersji

Fixed error.

11 kwi 2021

Informacje o Wersji

Remove calc_on_order_fills