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Bollinger Band Breakout

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

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