Strategy Turtle Bollinger Break Out

Long term strategy "Bollinger Break Out"


Default Settings

Long Entry - Close Breakout SMA350 + stdev * 2.5
Short Entry - Close Breakout SMA350 - stdev * 2.5
Exit - Close cross SMA350


Performance

* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017

win - 45.91%
risk reward ratio - 2.95
total trades - 159
ruin risk - 0%
edge / risk - 0.81
edge * trades - 128.79


Functions

Strategy
Loss cut On/Off
Pyramiding On/Off
Timed Exit On/Off
Set Start and End