Hi,
I have been looking at setting up a trigger for when the stock price dips below the lower bollinger band. The bands I want to use are 30 min periods with 100 periods and 2 deviations, which is what I track on Google Finance charts.
Here, with my algorithm, I'm using the price history of 3000 periods with 1 min periods, and I am logging a message saying that the stock order would have been triggered.
My issue is that when I do a backtest with a longer algorithm, with a longer time frame, across multiple stocks, then the processing can take a while. I'm not even sure everything is correct, but I get the feeling there are more efficient ways of doing this.
Any help would be great. Thanks!