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布林带回测结果 (Bollinger bands backtesting results)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:longshot_nl
发布日期:First Post: Jul 23, 2010 10:52am
Ok this trading strategy works as follows...
Every time a bollinger band is hit and a 4H candlestick closes below the upper bollinger band a short position is taken and all long positions are closed.
And opposite when the lower bolinger band is hit and a 4h candlestick closes above the lower band a long position is taken and all short positions are closed.
The simulation is done over a period of 3 months and all trades are of equal size.

First pic shows the bollinger bands.
2nd pic shows the buy and sell pairs (red=short trade and green=long trade).
3rd pic shows the equity and balance.

The strategy actually works better then i expected.
Except for the mega trend in the middle there is stable profit.
I will try to find some rules where i can filter out these mega trends.

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