Bollinger band reversion strategyvsEMA fast/slow crossover strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · EMA fast/slow crossover strategy: Catch sustained moves by going long when the fast EMA crosses above the slow EMA.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
EMA fast/slow crossover strategy
Catch sustained moves by going long when the fast EMA crosses above the slow EMA.
Indikatoren
- Bollinger Bands (period 20, σ × 2)
- EMA (period 12)
- EMA (period 26)
Timeframes
Bias
Nur Long
Nur Long
Marktpassung
Range-bound
Strong directional trends
Eintrittsregeln
- Enter long when close is below the lower Bollinger band — a 2σ stretch below the 20-bar mean.
- Single position; 3-bar cooldown after exit.
- Enter long the bar after EMA(12) crosses above EMA(26).
- Cooldown of 2 bars after an exit prevents instant whipsaw re-entries.
Ausstiegsregeln
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Close on the down-cross: EMA(12) back below EMA(26).
- Trailing stop of 4% locks in profits if the cross reverses without a clean down-cross.
Erwartetes Verhalten
Smooth equity curve in low-volatility regimes with frequent small wins. Sharp drawdowns when a trend extends and price stays pinned below the lower band — the strategy expects mean reversion that may not arrive.
Long flat periods broken by sharp upward jumps when a sustained trend lines up — and visible drawdowns during ranging markets when the cross fires both ways inside a few bars.
Komplexität
Welche passt zu dir?
Abgeleitet aus Bias, Timeframe und Indikator-Profil jeder Strategie — keine Backtest-Prognose.
Wann Bollinger band reversion strategy wählen
- You expect range-bound — the thesis is "Fade a 2-sigma stretch below the mean and exit when price tags the middle band."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Bollinger Bands (period 20, σ × 2)).
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Wann EMA fast/slow crossover strategy wählen
- You expect strong directional trends — the thesis is "Catch sustained moves by going long when the fast EMA crosses above the slow EMA."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (EMA (period 12), EMA (period 26)).
Catch sustained moves by going long when the fast EMA crosses above the slow EMA.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
EMA fast/slow crossover strategy
Catch sustained moves by going long when the fast EMA crosses above the slow EMA.
Verwandte Vergleiche
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