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4. AutoBots Trading - BACKTEST: Bollinger Bands

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BACKTEST: Bollinger Bands

1. Description: a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average ( SMA ) of a security's price, but which can be adjusted to user preferences.

2. Strategy rules: defined based on the component, signal count, entry prices, open order count, position check, position averages, conditional closes and close signals.

3. Risk management: system was defined based on the choice of only long, only short or both sides. Defining the choice of take profit, stop loss and trailing stos (no repaint).

4. Symbol: EURUSD (only)

5. Suggested Timeframe: 1H

6. Parameter for optimization: 13, 1.5, side: both, tp: 0.4%, sl: 0.2%, ts: na

7. Walk forward simulation
7.1. In sample period: jan/2018-jan/2020
7.2. Out of sample period: jan/2020 - ago/2020

** For purpose educate only

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