It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average). Now I created a Bollinger Bands strategy where basis level is EVWMA. It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often. In the next version, I will try to eliminate these issues.
Entry for this strategy happens when price crossover upper for long and lower for short. I exit both short and long on basis level.
Spotted an error in the backtest for this algo. At specific settings it packs the majority of the trades into just the first few days of a count, giving completely wrong backtest.