Shebat,

As middle line of bollinger bands is moving average you may use or modify existing price - moving average crossover strategy like this:

from quantopian.algorithm import (attach_pipeline, pipeline_output, order_optimal_portfolio,)  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
import quantopian.pipeline.filters as Filters  
import quantopian.pipeline.factors as Factors  
import quantopian.optimize as opt  
# -------------------------------------------  
STK_SET, MA, LEV = Filters.Q500US(), 126, 1.0  
# -------------------------------------------  
def initialize(context):  
    schedule_function(trade,date_rules.month_start(),time_rules.market_open(minutes = 65))  
    attach_pipeline(make_pipeline(), 'pipeline')

def make_pipeline():  
    middle  = Factors.SimpleMovingAverage(inputs = [USEquityPricing.close], window_length = MA, mask = STK_SET)  
    price   = USEquityPricing.close.latest

    volume  = USEquityPricing.volume.latest  
    avg_vol = Factors.SimpleMovingAverage(inputs = [USEquityPricing.volume], window_length = 5, mask = STK_SET)    

    pipe    = Pipeline(screen = STK_SET & (price > middle) & (volume > avg_vol))  
    return pipe

def trade(context, data):  
    securities = pipeline_output('pipeline').index  
    weights = {}  
    for sec in context.portfolio.positions: weights[sec] = LEV/500 if sec in securities else 0  
    for sec in securities: weights[sec] = LEV/500 if sec in securities else 0 

    order_optimal_portfolio(opt.TargetWeights(weights), [opt.MaxGrossExposure(LEV)])  
    record(leverage = context.account.leverage)  

Vladimir,

Great help, thanks a lot for your attention.

Shebat.