[KL] Double Bollinger Bands Strategy (for Crypto/FOREX)

This strategy uses a setup consisting of two Bollinger Bands based on the 20 period 20-SMA +/-
(a) upper/lower bands of two standard deviations apart, and
(b) upper/lower bands of one standard deviation apart.

We consider price at +/- one standard deviation apart from 20-SMA as the "Neutral Zone".

If price closes above Neutral Zone after a period of consolidation, then it's an opportunity for entry. Strategy will long, anticipating for breakout.

The illustration below shows price closing above the Neutral Zone after a period of consolidation.

https://a.c-dn.net/b/33wV42/double-bollinger-band-strategy_body_EURGBPDBBbreakoutstrategy.png.full.png


Position is exited when prices closes at Neutral Zone (being lower than prior bars)

הערות שחרור:

Updates:
- new method for checking price consolidation (i.e. volatility of close price is low whenever coefficient of variation (cv) is below sma(cv,50))
- avoids buying on down trends by not entering if sma(close,20) is below previous bar's value

הערות שחרור:

New features:
- strategy will enter into both long and short positions
- trailing stop loss gets tightened when price moves sharply in favorable direction (can be toggled on/off for comparison)
- added alerts