I was proving a very simple strategy with Bollinger Bands for a intraday timeframe (1 minute) that buy on lower band and sell in a higher band (Very common strategy), but in backtesting in E-Mini SP 500 at 1999 I think that it generated interesting results. This the graphic:
It's not winner but for a long period of the year it was profitable. First, considering that I'm a newbie i could like that you tell me if it can achieve to something profitable with some optimization, and if it so, what kind of optimization can I implement? or if it's a rubbish and I should try with other stuff
I was thinking that maybe I could implement some kind of machine learning for detect abrupt raises or falls prices which are the main problem as show in the image below
Or something with statistics that I should learn (my statistic knowledge it's not very widely) and prove
Any advice it would be greatly appreciated