Trend Following with Bollinger Bands

2021年12月11日

This is a trend following system which uses the Bollinger Bands instead of the Donchian Channels.

Long position:
* Price closes above the middle line.
* The fast EMA (in this case the 40) crosses over or is above the slow one (in this case the 120)

Short position:
* Price closes below the middle line.
* The fast EMA crosses under or is below the slow one.

Stoploss:
* 4 ATRs away from the price.

2021年12月13日

版本注释

Replaced the multiplier in the position size formula with syminfo.pointvalue in order to get a more accurate position size.

2021年12月18日

版本注释

Reverted the pyramiding setting from 4 back to 1 to keep the system simple and the max drawdown low.
Added a visual ATR trailing stop, so you know where to put your stoploss.

2022年2月7日

版本注释

Adjusted the position size formula.
Improved the stoploss multiplier.