Kurgusal Strateji Bollinger

Periods := 20; {Bollinger Bantı Periyodu}
Multiplier := 2; {Standart Sapma Çarpanı}
OrtaBant := Mov(C, Periods, S);
UstBant := BBandTop(C, Periods, s,Multiplier);
AltBant := BBandBot(C, Periods, s,Multiplier);
{Bollinger yön belirleme}
OrtaBantYonu := If(OrtaBant > Ref(OrtaBant, -1) AND Ref(OrtaBant, -1) > Ref(OrtaBant, -2), 1,
                 If(OrtaBant < Ref(OrtaBant, -1) AND Ref(OrtaBant, -1) < Ref(OrtaBant, -2), -1, 0));
UstBantYonu := If(UstBant > Ref(UstBant, -1) AND Ref(UstBant, -1) > Ref(UstBant, -2), 1,
                 If(UstBant < Ref(UstBant, -1) AND Ref(UstBant, -1) < Ref(UstBant, -2), -1, 0));
AltBantYonu := If(AltBant > Ref(AltBant, -1) AND Ref(AltBant, -1) > Ref(AltBant, -2), 1,
                 If(AltBant < Ref(AltBant, -1) AND Ref(AltBant, -1) < Ref(AltBant, -2), -1, 0));
{Koşullar}
KapanisOrtaBantGecis := Ref(C, -1) <= Ref(OrtaBant, -1) AND C > OrtaBant;
Uzaklik := (C - OrtaBant) / OrtaBant * 100;
UzaklikKosulu := Uzaklik >= 0 AND Uzaklik <= 5;
OzelKosul := (UstBantYonu = 1) AND (OrtaBantYonu = 1) AND (AltBantYonu = -1);
{Sonuçları filtreleme}
KapanisOrtaBantGecis AND UzaklikKosulu

periyot := 20;
stdKat := 2;

ortaBant := Mov(C, periyot, S);
stdSapma := Std(C, periyot);
ustBant := ortaBant + (stdKat * stdSapma);
altBant := ortaBant - (stdKat * stdSapma);

sonKapanis := C;
oncekiKapanis := Ref(C, -1);
oncekiOrtaBant := Ref(ortaBant, -1);

ustBantYonu := If(Ref(ustBant, -2) < Ref(ustBant, -1) AND Ref(ustBant, -1) < ustBant, 1,
              If(Ref(ustBant, -2) > Ref(ustBant, -1) AND Ref(ustBant, -1) > ustBant, -1, 0));

ortaBantYonu := If(Ref(ortaBant, -2) < Ref(ortaBant, -1) AND Ref(ortaBant, -1) < ortaBant, 1,
               If(Ref(ortaBant, -2) > Ref(ortaBant, -1) AND Ref(ortaBant, -1) > ortaBant, -1, 0));

altBantYonu := If(Ref(altBant, -2) < Ref(altBant, -1) AND Ref(altBant, -1) < altBant, 1,
              If(Ref(altBant, -2) > Ref(altBant, -1) AND Ref(altBant, -1) > altBant, -1, 0));

uzaklik := ((sonKapanis - ortaBant) / ortaBant) * 100;

kosul1 := oncekiKapanis <= oncekiOrtaBant AND sonKapanis > ortaBant;
kosul2 := uzaklik >= 0 AND uzaklik <= 5;

kosul3 := ustBantYonu = 1 AND ortaBantYonu = 1 AND altBantYonu = -1;

Filtre := kosul1 AND kosul2;
ÖzelKosul := Filtre AND kosul3;

Filtre OR ÖzelKosul