zkBacktest/examples/bollinger_breakout.json at main · aryaethn/zkBacktest · GitHub

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{
  "settings": {
    "initial_capital": 429496729600,
    "commission_pct": 0,
    "slippage_ticks": 2,
    "tick_size": 42949672
  },
  "vars": [
    ["sma_mid",    {"BbandsMid":   {"series": "Close", "k": 5}}],
    ["upper_band", {"BbandsUpper": {"series": "Close", "k": 5, "mult": 10737418240}}],
    ["lower_band", {"BbandsLower": {"series": "Close", "k": 5, "mult": 10737418240}}]
  ],
  "signal": null,
  "statements": [
    {
      "Entry": {
        "id": "EL",
        "direction": "Long",
        "qty": null,
        "limit": null,
        "stop": null,
        "when": {"Crossover": ["Close", {"Var": "upper_band"}]}
      }
    },
    {
      "Exit": {
        "id": "EL",
        "from": null,
        "qty": null,
        "profit": null,
        "loss": null,
        "trail_offset": null,
        "when": {"Crossunder": ["Close", {"Var": "sma_mid"}]}
      }
    },
    {
      "Entry": {
        "id": "ES",
        "direction": "Short",
        "qty": null,
        "limit": null,
        "stop": null,
        "when": {"Crossunder": ["Close", {"Var": "lower_band"}]}
      }
    },
    {
      "Exit": {
        "id": "ES",
        "from": null,
        "qty": null,
        "profit": null,
        "loss": null,
        "trail_offset": null,
        "when": {"Crossover": ["Close", {"Var": "sma_mid"}]}
      }
    }
  ]
}