Hello everyone,

I am having problems implementing a Bollinger Strategy.

The following code should buy and sell with the shown condition. But we have trouble with the exits. They do not as they should

defparam cumulateorders = false

startTradingTime = 090500
stopTradingTime = 210000

positionSize = 1

// TRADING HOURS
timeCondition = 0
IF(time >= startTradingTime) AND (time <= stopTradingTime) THEN
timeCondition = 1
ENDIF

AmountOfSigmas = 2
BollingerAmountOfPeriods = 20
BollingerBandsMeanAtCurrentClose = average[BollingerAmountOfPeriods,0](close)
standardDeviation = STD[BollingerAmountOfPeriods](close)
upperBollingerBand = BollingerBandsMeanAtCurrentClose + (AmountOfSigmas * standardDeviation)
lowerBollingerBand = BollingerBandsMeanAtCurrentClose - (AmountOfSigmas * standardDeviation)

AmountOfSigmascloseMean = 0.1
UpperBollingerCloseMean = BollingerBandsMeanAtCurrentClose + AmountOfSigmascloseMean*standardDeviation
LowerBollingerCloseMean = BollingerBandsMeanAtCurrentClose - AmountOfSigmascloseMean*standardDeviation

// Onboard Condition
CurrentValueAboveUpperBollinger = close > upperBollingerBand // BollingerUp[BollingerAmountOfPeriods](close)//upperBollingerBand //BollingerUp[BollingerAmountOfPeriods](close)
CurrentValueBelowLowerBollinger = close < lowerBollingerBand //BollingerDown[BollingerAmountOfPeriods](close)//lowerBollingerBand// BollingerDown[BollingerAmountOfPeriods](close) //

BuyShortCondition = CurrentValueAboveUpperBollinger AND timeCondition
BuyLongCondition = CurrentValueBelowLowerBollinger AND timeCondition 

// EXIT CONDITION
sellLongCondition = close >= LowerBollingerCloseMean
sellShortCondition = close <= UpperBollingerCloseMean

sellstoplong = 40
sellstopshort = 40
IF BuyLongCondition AND NOT LONGONMARKET THEN
 BUY positionSize PERPOINT AT MARKET
 //SET STOP PLOSS sellstoplong
 SET TARGET PROFIT (BollingerBandsMeanAtCurrentClose +AmountOfSigmascloseMean*standardDeviation)*pipsize // POINT WHERE IT SHOULD SELL
ENDIF


IF BuyShortCondition AND NOT SHORTONMARKET THEN

 SELLSHORT positionSize PERPOINT AT MARKET
 //SET STOP PLOSS sellstopshort
 SET TARGET PROFIT (BollingerBandsMeanAtCurrentClose-AmountOfSigmascloseMean*standardDeviation)*pipsize // POINT WHERE IT SHOULD SELL
ENDIF