Smoothed Bollinger% Strategy Daily

Smoothed Bollinger% Strategy Daily

This strategy uses Smoothed Bollinger %b indicator, posted by Nicolas: “This is the modified% bollinger bands oscillator remade by Sylvain Vervoort. It’s using an Heiken Ashi closing price instead of the classic close value with Fears average. This indicator tend to accurate dark be and less choppy for intendifying turning points of the Dow theory by counting reverse oscillation of curved the”.

I have thought to post it because I believe that a winning portfolio must be founded on  daily strategies, that works with good values for a long time.
I don’t believe in the strategies with time frame inferior to the daily. And I believe that a winning portfolio must be composed from strategies that have little gain but costant,  It’s the whole portfolio that will bring to good results.

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Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Vonasi • 01/03/2018 #

    Thanks for sharing this ALE. I think it will take a little studying to fully understand how it all works but one part immediately caught my attention – the trailing start calculation using a blend of ATR and price. very interesting and definitely something that may find its way into some other strategies I think.

    • ALE • 01/03/2018 #

      Yes Vonasi
      You can use and improve trailing stop in every strategy, I can suggest to use graph fuction of it’s value to adapt it to other markets

    • Altares • 01/03/2018 #

      Ciao Ale, ho notato che in molti usate l’ATR per i TS, ma devo avere qualche problema alla mia piattaforma, l’ATR dei CFD di IG ha un andamento totalmente diverso da quello dei mercati ufficiali, è comunque attendibile ed utilizzabile con profitto?

  2. ALE • 01/03/2018 #

    Per come l’ho usato qui si.

  3. Kv6 • 01/03/2018 #

    In demo mode (100,000 periods) I don’t get those ratios… I get a 76.95% winning and 1.75 winners/ losers operations

    • ALE • 01/03/2018 #

      Please try again

  4. andreag76 • 01/03/2018 #

    Grazie Ale,
    li proverò e modificherò con timeframe più bassi, sui 15 e 30 minuti

    • patrick356 • 01/03/2018 #

      Hi Andreag76,
      Did you test it in shorter time frames? Any success?
      / Patrick

  5. borzack91 • 01/03/2018 #

    e un casino mettere apposto tutte le variabili, non tornano i nomi con sui sono stati ottimizzate

    • ALE • 01/03/2018 #

      Hello, can i help you in the topic?

  6. maxgomma • 01/03/2018 #

    Hello Ale first of all congratulations for the strategy … I’m asking you something .. if I try to put any of these strategies in real the system tells me:
    1) I have to replace the variables with a specific value and I have to replace these variables with a specific numerical value in the code of the trading system
    2) that the “Graph” instruction can not be used in automatic mode ..
    At this point, since I’m almost new to automatic trading, I’m asking for help on how to solve these two problems … Meanwhile, thanks for the help and for all the work you do!

  7. ALE • 01/03/2018 #

    Hello Max Gomma,
    Thanks for your attention, I’ve open a Topic “Smoothed Bollinger% Strategy Daily_Topic”

  8. maxgomma • 01/03/2018 #

    Thanks for the Graph at the bottom of the code? how should i change it?

  9. ALE • 01/03/2018 #

    Yes, cancel graph function not else

  10. maxgomma • 01/03/2018 #

    Thanks for the availability …

  11. Frank • 01/03/2018 #

    Hi, will the strategy ever go short? In back-test it was only long trades…

  12. ALE • 01/03/2018 #

    Yes of course

  13. Pere • 01/03/2018 #

    If you remove the Takeprofit and the exit parts, and let work the trailing stop strategy, in the DAX strategy the results are better. I didn’t try it in the other index.

    //Nicolas_Smoothed Bollinger %b indicator_11.12.2015
    //Market: Dax
    //Time Frame: Daily
    //No Tested on Real market yet

    DEFPARAM CumulateOrders = FALSE
    ONCE avgEnterEnabled = 1//AVGE //Moving Average Entry Filter – 0 OFF, 1 ON
    ONCE trailingStopType = 1//TRT // Trailing Stop – 0 OFF, 1 ON
    ONCE stoploss = SL100 // Stop Loss %
    ONCE trailingstoplong = TSL // Trailing Stop Atr Relative Distance
    ONCE trailingstopshort = TSS // Trailing Stop Atr Relative Distance
    ONCE atrtrailingperiod = ATRSP // Atr parameter Value
    ONCE minstop = MINSTP // Minimum Trailing Stop Distance

    // MOVING AVERAGE – Parameter
    ONCE avgLongPeriod = AVG // 100
    // Smoothed Bollinger %b indicator – Parameters
    ONCE period = PRD
    ONCE TeAv = TEV
    ONCE SveEnterLongThreshold = SVL
    ONCE SveEnterShortThreshold = SVS

    atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000
    trailingstartl = round(atrtrail*trailingstoplong)
    trailingstartS = round(atrtrail*trailingstopshort)
    if trailingStopType = 1 THEN
    TGL =trailingstartl
    if not onmarket then
    MAXPRICE = 0
    MINPRICE = close
    if longonmarket then
    if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    if MAXPRICE-tradeprice(1)>=MINSTOP then
    if shortonmarket then
    if tradeprice(1)-MINPRICE>=TGS*pointsize then
    if tradeprice(1)-MINPRICE>=MINSTOP then
    if onmarket and PREZZOUSCITA>0 then
    longAvg = Average[avgLongPeriod] (close)
    avgFilterEnterLong = (close>longAvg OR NOT avgEnterEnabled)
    avgFilterEnterShort = (close<longAvg OR NOT avgEnterEnabled)

    //Smoothed Bollinger %b indicator
    haOpen = ((Open[1]+High[1]+Low[1]+Close[1])/4 + (Open[2]+High[2]+Low[2]+Close[2]))/2
    haC = ((Open+High+Low+Close)/4 + haOpen + Max(high,haOpen) + Min(low,haOpen)) /4
    TMA1 = tema[TeAv](haC)
    TMA2 = tema[TeAv](TMA1)
    Diff = TMA1-TMA2
    ZlHA = TMA1+Diff
    percb = (tema[TeAv](ZLHA)+2*STD[period](tema[TeAv](ZLHA))-weightedaverage[period](tema[TeAv](ZLHA))) / (4*STD[period](tema[TeAv](ZLHA)))*100
    SveFilterEnterLong = (percb SveEnterShortThreshold )


    IF NOT LongOnMarket AND avgFilterEnterLong AND SvEFilterEnterLong THEN

    IF NOT ShortOnMarket AND avgFilterEnterShort AND SveFilterEnterShort THEN

    SET STOP %LOSS stoploss

    • ALE • 01/03/2018 #

      thanks Pere, please uses the topic mentioned above to add further comments, analysis, test and contributions, thanks

  14. maxgomma • 01/03/2018 #

    Hello everyone .. I try to do backtest of the latest version of Pere gives me this error on line 78. Syntax error .. complete the syntax of this line … SveFilterEnterLong = (percb SveEnterShortThreshold)
    How do you correct? thank you

  15. ALE • 01/03/2018 #

    Hello maxgomma please use relative topic

  16. lizmerrill • 01/03/2018 #

    re:AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000, can you explain to how the input of ((close/10)*pipsize) is incorporated into the calculation of averagetruerange?

  17. ALE • 01/03/2018 #

    There is not a particular motive, that formula allows to find a relative value of the price, necessary to make to work the trailing stop in varying way and I don’t fix.

  18. GiGi10 • 01/03/2018 #

    Buon giorno Alessandro e complimenti per la strategia. Sono un neofita di ProRealTime e di ProRealCode. Vorrei fare girare sul demo la tua strategia su EUR/USD per studiare ed imparare. Ho provato ad avviarla, ma senza successo, Mi puoi dare qualche consiglio? Pensavo che il file .ITF potesse già essere attivato su un conto demo. Grazie. Buon lavoro.

    • ALE • 01/03/2018 #

      Hello gigi, ok no problem I’ll explain it in the topic of This strategy

    • ALE • 01/03/2018 #

      Hello Gigi
      Could you explain your question in the Topic?

  19. frovira • 01/03/2018 #

    I’ve tested it and I can onl say that it is amazing! Many thanks !!
    If I can I will try to improve it, but for now it is working in my real account perfectly for EEUU 100 Tech and S&P.
    Many thanks for this big strategy!!

  20. Ruark Baker • 01/03/2018 #

    Hello, I have back tested you system and found that the ATR variable of 9 works well in low volatility situations but leads to a significant loss in February when the ATR had spiked. Would there be a way to add a variable such as a max trailing distance to allow for high volatility?


  21. lumarino • 01/03/2018 #

    Bom dia Ale. Obrigado pela partilha. Você tem alguma das suas estratégias operando em Modo Real?? Quais são as estrategias? é com a IG? Obrigado.

    • ALE • 01/03/2018 #


  22. lumarino • 01/03/2018 #

    Qual é então a sua Estrategia de eleição ALE??

  23. Wester • 01/03/2018 #

    HI, which values do I need to change before I can use it?

    • ALE • 01/03/2018 #

      Hello Wester,
      you can change or not every variables that are in the code.

      if you need assistence , please write in the forum here:

  24. LancerX • 01/03/2018 #

    This catch my attention, tried to load in pro order but not coming through. What variables need to change?

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