This is a long only strategy for daily swing trades. It doesn't give that many signals, it has large draw downs but good success rate.
Code:
# BollingerBandsTradingStrategy_RaynerTeos
# v1.0 - barbaros
def sma200 = SimpleMovingAvg(close, 200);
def sma20 = SimpleMovingAvg(close, 20);
def stddev = StandardDeviation(close, 20);
def upper = sma20 + 2.5 * stddev;
def lower = sma20 - 2.5 * stddev;
def rsi2 = RSI(2);
def buySignal = close > sma200 and close < lower;
def buyEntry = if BuySignal then close * 0.97 else buyEntry[1];
def exitSignal = rsi2 > 50;
addOrder(OrderType.BUY_TO_OPEN, buySignal and buyEntry >= low[-1], buyEntry);
addOrder(orderType.SELL_TO_CLOSE, exitSignal);