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#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