Hi everyone,
Currently, I am learning using pipeline. However, I am stuck on Quantopian's data source again.
For both algos attached below, I applied same strategy(basic bollinger bands) and same parameters([1.9,350]) for same stock('BAC'). Only difference is that for one I use pipeline, for another I didn't.
Further details of my bollinger bands strategy:
1. Calculate the bands using historical close price
2. Compare the next date open price to the bands and generate trading signal. (open>upperbb --> short; open long)
In my opinion, they should return identical backtest results. However, they didn't. After I digged in, I found the bands were different for both, even the open and close price somehow.
Anyone can helps? Thank you!
Regards,
Gabriel