Bollinger %B Candles Strategy

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
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 :)

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

版本注释:

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

版本注释:

Fixed error.

版本注释:

Remove calc_on_order_fills