Bollinger Bands with LumiBot.
Use LumiBot's indicators interface to calculate Bollinger Bands from historical prices. Define your signal and test it without using future data.
Open The Indicators GuideBollinger Bands describe how price sits around a moving average and a measure of its recent variation. A band crossing becomes a trading rule only after you define the period, price input, direction and conditions for entering and exiting.
The current LumiBot indicators API includes bbands. Give the calculation enough history to warm up and handle missing values before placing an order. In a backtest, use observations available at the strategy's current time, not bars from later in the test.
Where to begin.
- Choose the asset, bar interval and indicator settings before writing the entry condition.
- Handle an unavailable or incomplete indicator value explicitly instead of treating it as a signal.
- Compare signals with the corresponding price bars and inspect the strategy's actual trades.
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