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11/06/2018 at 5:40 PM
#84248
The Bollinger Bandit program demonstrates how to:
- Invoke the Bollinger Band function. This function call is less than intuitive and must be passed three parameters: (1) price series, (2) number of elements in the sample used in the calculation for the standard deviation, and (3) number of deviations above/below moving average. You must use a negative sign in the last parameter to get the band to fall under the moving average.
- Invoke the MaxList function. This function returns the largest value in a list.
- Do a simple rate of change calculation.
- Create and manage a counter variable, liqLength.
- Could it be possible for you to backtest with above parameters one or more of the equities listed on attached table ?
- Could it be possible to create an indicator fo a manual trading process ?
- Thanks very much
- BR