Bollinger Reversal Strategie für ProRealTime

// ============================================================
// Bollinger Reversal
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false
DEFPARAM PreloadBars = 1000

// --- Parameters ---
positionSize = 1          // contracts per trade
bandPeriod = 100          // SMA at the centre of the band
stdDevPeriod = 10         // standard deviation length
bandWidth = 1             // band distance in standard deviations
bandDiscount = 0.975      // close must be this fraction of the lower band or lower
trendPeriod = 200         // SMA that must be falling
trendLag = 2              // compare the trend SMA with its value this many bars ago
rsiPeriod = 10            // RSI length
oversoldLevel = 20        // RSI must be below this
maxBarsInTrade = 2        // exit after this many bars
stopLossPct = 2.5         // protective stop, percent of entry price

// --- Indicators ---
midBand = Average[bandPeriod](close)
stdDevValue = STD[stdDevPeriod](close)
lowerBand = midBand - bandWidth * stdDevValue
trendMA = Average[trendPeriod](close)
rsiValue = RSI[rsiPeriod](close)