Here I am looking at code for a robot to implement the Bollinger Squeeze strategy.
The Bollinger Squeeze Strategy is a technical analysis trading strategy that attempts to exploit the squeeze that occurs when volatility tightens and the bands contract.
To create a trading robot for this strategy I need to have a clearly defined method to identify the contraction. I do this by specifying a minimum number of bars and a maximum range from highest bands value to lowest bands value over that range.
The code for this robot uses the Orchard Framework.
The robot is on GitHub at:
The framework is also on Github at: