Bollinger %B Candles Strategy

2020년 10월 31일

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 :)

2020년 11월 1일

릴리즈 노트

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

2020년 11월 29일

릴리즈 노트

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

2021년 2월 9일

릴리즈 노트

Fixed error.

2021년 4월 11일

릴리즈 노트

Remove calc_on_order_fills