Simple Bollinger Bands algorithm help

Hello, would anyone know how to add to the code so that if the command to buy (if the previous price is below the lower band and the current price >= lower band) goes through, it would then liquidate if the price = middle band?

I made an attempt but it is wrong.

Update Backtest

Hi Alex, we have this example using Bollinger Band indicator.

You can use the rolling window to save the previous price. 

def Initialize(self):
self.window = RollingWindow[TradeBar](2)
def OnData(self, data):
if self.window.IsReady:
currBar = self.window[0]
previousBar = self.window[1]
currentClose = self.window[0].Close
previousClose = self.window[1].Close

For details, please refer to this example

Update Backtest


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