Bollinger Band Breakout

12 thg 1, 2020

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.

12 thg 1, 2020

Phát hành các Ghi chú

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