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At the risk of beating this topic to death, here are variations from my own
research:
Instead of using a simple or exponential moving average as the midpoint for
the Bollinger Bands, try some other moving average methods. To date, the
best I've found is the time series forecast (linear regression) moving
average method. When tested across a basket of twenty commodities, it was a
decent system. It still has the typical drawbacks of the original (few
trades per time period). And the exits can be greatly improved. But as
many others have mentioned, the system is just another example of a trend
following breakout system. If this isn't your style of trading, you won't
like any of this.
Ross Kovacs
rossrk@xxxxxxxxxxxxxx
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