OPENING: Bollingerbands crossover SE crossunder LE CLOSING: at the open of the second new bar after the trade was generated

If there are currently NO open positions, then:

Buy x LOTS if ask crosses under lower bb. Execute at the tick level only once per bar

Sell x Lots if bid crosses over upper bb. Execute at the tick level only once per bar.

After the first trade is open, then: Close all position at the open of the second candle after the trade was opened

INPUTS would be: Standard Bollinger band inputs. (Period 20, Deviations 2, Shift 0, Apply to Close)

I'd like the code to be open so I can make slight modifications myself. I think that's it, but let me know if I'm forgetting something.