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PureBytes Links
Trading Reference Links
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btw i seldome use the systeme tester feature, but it
seems there's smth wrong with mine : it allways shows
-99.25% on whatever systeme is use (including this
BBand thingy), i beleive i've missconfigurated the
testing settings/option, can anyone guide me ?
thanks in advance
--- personal592002 <personal592002@xxxxxxxxx> wrote:
> For your system backtesting enjoyment:
>
> Use 6 day Bollinger Bands +/-1.6 stadard deviations
> on end of day
> data on SPY. Buy at open when the closing price
> crosses above the
> lower Bolinger Band, sell when the closing price
> crosses below the
> upper Bollinger Band. Trade both long and short.
> Very simple & back
> tests great on the SPY. Ten year performance over 2X
> that of buy and
> hold, 207 trades in ten years 140 of which were
> profitable....
>
> Code -
>
> Buy & Buy to cover:
>
> Cross(CLOSE, BBandBot(CLOSE, 6, SIMPLE, 1.6))
>
> Sell & Sell Short:
>
> Cross(CLOSE, BBandTop(CLOSE, 6, SIMPLE, 1.6))
>
>
>
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