Bollinger band help

Hello, I would like to make the algorithm eventually liquidate the trades that go through rather than hold on to them indefinately.

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?

from clr import AddReference

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar

class RollingWindowAlgorithm(QCAlgorithm):

def Initialize(self):

self.SetStartDate(2013, 6, 1) #Set Start Date
self.SetEndDate(2017, 7, 1) #Set End Date
self.SetCash(10000) #Set Strategy Cash
self.AddForex("EURUSD", Resolution.Daily)

self.window = RollingWindow[QuoteBar](2)

# create a bollinger band
self.Bolband = self.BB("EURUSD", 20, 0.75, MovingAverageType.Simple, Resolution.Daily)
self.Bolband.Updated += self.BolbandUpdated
self.BolbandWin = RollingWindow[IndicatorDataPoint](5)

# set warmup period

def BolbandUpdated(self, sender, updated):
'''Adds updated values to rolling window'''

def OnData(self, data):

if not (self.window.IsReady and self.BolbandWin.IsReady): return

holdings = self.Portfolio["EURUSD"].Quantity
price = self.window[0].Close
previousPrice = self.window[1].Close
Buy_below_lowerband = (if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value:
self.SetHoldings("EURUSD", 1.0))

if holdings <= 0:

if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value:
self.SetHoldings("EURUSD", 1.0)

if holdings > 0:

if previousPrice >= self.Bolband.UpperBand.Current.Value and price < self.Bolband.UpperBand.Current.Value:

if previousPrice <= self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value:
self.SetHoldings("EURUSD", 1.0)

if Buy_below_lowerband = True:
if price = self.Bolband.MiddleBand.Current.Value:

I made an attempt but it is wrong

Update Backtest

Hi Alex, the way you define "Buy_below_lowerband" is incorrect. 

Buy_below_lowerband = self.Bolband.LowerBand.Current.Value and price > self.Bolband.LowerBand.Current.Value

Please see the attached algorithm


Thanks very muchg for your help


Update Backtest


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