I seem to be getting unexpected results when testing a strategy on Bollinger bands. For the purposes of trying to work out what the issue is, I’ve totally stripped down the code to just the below – from this it seems to be an issue with bollinger bands alone. Was wondering if anyone else had this issue.
It doesnt enter when I thought it should. I.e. when the close is above the lower bollinger band. INstead it enters at some random point – see screen shot. THis is EUR USD (1 hour)
Hi Nicolas. It is set at the same properties. But looks like I made an error – many, many apologies all! The real issue seems to be with the average true range. I didnt include it in the previous message as didnt think there was an issue with this. Anyhow see below – full code. Any idea what the problem can be? I want to use the atr as part of the buy and stop loss as a risk management method. When i change it to for example ‘buy 1 perpoint at market’ and similar for stop loss then it seems to work fine.