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 :)
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 :)
Информация о релизе:
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
Информация о релизе:
Added delay in buy and sell signal to avoid buy/sell on same bars.
Информация о релизе:
Fixed error.
Информация о релизе:
Remove calc_on_order_fills
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