Bollinger bands
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Trend-following trading strategy based on Bollinger Bands.
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- 1. Bollinger Bands – 3-Phase Model: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/bollinger-bands Commission & Slippage: $0 Figure 1.1 Profit Factor.
- 2. Figure 1.2 Sharpe Ratio.
- 3. Figure 1.3 Ulcer Performance Index.
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- 5. Figure 1.5 Maximum Drawdown.
- 6. Figure 1.6 Percent Profitable Trades.
- 7. Figure 1.7 Average Win/Average Loss Ratio.
- 8. Figure 1.8 Equity ($): Sensitivity Test.