Hypotheses

Myquant BOLL_STOCK: Three Rising Bollinger Bands on CSCO Daily Bars

Hypothesis

Derived by the Research Lead from Myquant's Apache-2.0 BOLL_STOCK: preserve its long-only, three-band rising entry, band-decline exit, daily action lock, re-entry cooldown and optional close-evaluated protective exits. The supplied Python file reads all trading parameters from boll_stock.ini without assigning defaults; attempts to retrieve that configuration failed. Therefore this is a distilled specification with explicitly chosen provisional parameters, not a verified exact-default reproduction. Use CSCO.USEQ daily split-adjusted bars, 1x exposure and platform spread/impact costs. Chosen parameters are boll_period=20, nbdev_up=2.0, nbdev_down=2.0, ma_type=0 (SMA), hist_size=60, open_max_days=10, is_fixation_stop=1, is_movement_stop=1, stop_fixation_profit=0.10, stop_fixation_loss=0.05 and stop_movement_profit=0.03. Replace the source's configured share lot with equity-relative sizing. These values must not be attributed to Myquant. Source: [BOLL_STOCK by Myquant](https://github.com/myquant/strategy/blob/17595e6bf4a118e1fa87c90bfb0fd78afa69a60b/BOLL_STOCK/python/boll_stock.py).

Analysis

BOLL_STOCK

Backtest and paper results are hypothetical. Trading involves risk of loss.