Hi,

I just started working with PRT. I tried to create a system that works with the Bollinger Bands. Basically the idea is to sell if the price crosses the upper band and vice versa (in 1h timeframe).

That´s the code I have so far:

a = Average[20](close)

IF barindex >= 20-1 THEN
sumy2 = 0
sumy = 0
FOR i = 0 TO 20-1 do
sumy2 = sumy2 + SQUARE(close[i])
sumy = sumy + close[i]
NEXT
STDDEV =SQRT(sumy2 / 20 - SQUARE(sumy / 20))
ELSE
STDDEV = undefined
ENDIF

up = a+STDDEV*3
down = a-STDDEV*3

// Bedingungen zum Einstieg in Long-Positionen
c1 = time>070000
c2 = time<220000
c3 = time=220000

IF NOT SHORTONMARKET and c1 and c2 THEN
Buy 1 SHARES AT down limit
SET STOP PLOSS 5
SET TARGET PPROFIT 15
ENDIF

// Bedingungen zum Ausstieg aus Long-Positionen


IF c3  THEN
Sell  AT Market
ENDIF

// Bedingungen zum Einstieg in Short-Positionen

IF NOT LONGONMARKET and c1 and c2 THEN
SELLSHORT 1 SHARES AT up limit
SET STOP PLOSS 5
SET TARGET PPROFIT 15
ENDIF

// Bedingungen zum Ausstieg aus Short-Positionen


IF c3 THEN
ExitShort  AT Market
ENDIF

The Problem now is that it buys/sells at the previous and not at the current bollinger value. Does someone have an idea how to solve this problem?

Thank you!

Regards Thomas