Volatility strategies generate signals based on a volatility indicator.
The BollingerBandsStrategy uses the upperBand, and lowerBand values that are generated by the BollingerBands indicator function to provide a SELL action when the asset's closing is above the upperBand, and a BUY action when the asset's closing is below the lowerBand values.
actions := indicator.BollingerBandsStrategy(asset)The ProjectionOscillatorStrategy uses po and spo values that are generated by the ProjectionOscillator indicator function to provide a BUY action when po is above spo, and SELL action when po is below spo.
actions := indicator.ProjectionOscillatorStrategy(period, smooth, asset)The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.
Copyright (c) 2021 Onur Cinar. All Rights Reserved.
The source code is provided under MIT License.