OPEN-SOURCE SCRIPT
Bollinger %B Candles Strategy
Aggiornato
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 :)
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 shortCURRENCYCOM:GOLD and equities - long only.
Some of the failures: ASX:WPL,
WHC, NHCAs 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 :)
Note di rilascio
Update capital and percentage of capital per trade as this is not long term strategy and hence not required to compare with buy and holdNote di rilascio
Added delay in buy and sell signal to avoid buy/sell on same bars.Note di rilascio
Fixed error.Note di rilascio
Remove calc_on_order_fillsScript open-source
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