Bollinger %B Candles Strategy

2020年10月31日

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 :)

2020年11月1日

版本注释

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

2020年11月29日

版本注释

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

2021年2月9日

版本注释

Fixed error.

2021年4月11日

版本注释

Remove calc_on_order_fills