Bollinger Bands strategy moved to operate3.

cinar · Jan 2, 2024 · 920be6d · 920be6d
1 parent 9dd5e4b
commit 920be6d
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Showing 2 changed files with 5 additions and 18 deletions.
diff --git a/strategy/volatility/README.md b/strategy/volatility/README.md
@@ -83,7 +83,7 @@ func (*BollingerBandsStrategy) Name() string
 Name returns the name of the strategy.
 
 <a name="BollingerBandsStrategy.Report"></a>
-### func \(\*BollingerBandsStrategy\) [Report](<https://github.com/cinar/indicator/blob/v2/strategy/volatility/bollinger_bands_strategy.go#L82>)
+### func \(\*BollingerBandsStrategy\) [Report](<https://github.com/cinar/indicator/blob/v2/strategy/volatility/bollinger_bands_strategy.go#L69>)
 
 ```go
 func (b *BollingerBandsStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

diff --git a/strategy/volatility/bollinger_bands_strategy.go b/strategy/volatility/bollinger_bands_strategy.go
@@ -37,33 +37,20 @@ func (*BollingerBandsStrategy) Name() string {
 func (b *BollingerBandsStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
 	closings := helper.Duplicate(
 		asset.SnapshotsAsClosings(snapshots),
-		3,
+		2,
 	)
 
 	uppers, middles, lowers := b.BollingerBands.Compute(closings[0])
-
 	go helper.Drain(middles)
 
 	closings[1] = helper.Skip(closings[1], b.BollingerBands.IdlePeriod())
 
-	aboveUppers := helper.Subtract(
-		closings[1],
-		uppers,
-	)
-
-	closings[2] = helper.Skip(closings[2], b.BollingerBands.IdlePeriod())
-
-	belowLowers := helper.Subtract(
-		closings[2],
-		lowers,
-	)
-
-	actions := helper.Operate(aboveUppers, belowLowers, func(aboveUpper, belowLower float64) strategy.Action {
-		if aboveUpper > 0 {
+	actions := helper.Operate3(uppers, lowers, closings[1], func(upper, lower, closing float64) strategy.Action {
+		if closing > upper {
 			return strategy.Buy
 		}
 
-		if belowLower < 0 {
+		if lower > closing {
 			return strategy.Sell
 		}