Bollinger Band Breakout

2020년 1월 12일

It is a long only strategy.

1. Buy when price breaks out of the upper band.
2. Exit has two options. Option 1 allows you to exit using lower band. Option 2 allows you to exit using moving average.
3. Option 1 preferred over option 2 if the instrument is highly volatile.
4. Slippage and commissions are not considered in the return calculation.

2020년 1월 12일

릴리즈 노트

Modified the position sizing. Now it is based on the available capital.