EMA breakout with ATR sizing strategyvsBollinger band reversion strategy
EMA breakout with ATR sizing strategy: Cross above a 20-bar EMA, trail the position with ATR-aware stop bands. · Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Indicadores
- EMA (period 20)
- ATR (period 14)
- Bollinger Bands (period 20, σ × 2)
Marcos temporales
Sesgo
Solo largos
Solo largos
Ajuste al mercado
Volatility shifts
Range-bound
Reglas de entrada
- Enter long when close crosses above EMA(20).
- Cooldown of 4 bars after exit.
- 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.
Reglas de salida
- Cross back below EMA(20) closes the trade.
- Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
Comportamiento esperado
Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.
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.
Complejidad
¿Cuál es la adecuada para ti?
Derivado del sesgo, marco temporal y perfil de indicadores de cada estrategia — no es una previsión de backtest.
Cuándo elegir EMA breakout with ATR sizing strategy
- You expect volatility shifts — the thesis is "Cross above a 20-bar EMA, trail the position with ATR-aware stop bands."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (EMA (period 20), ATR (period 14)).
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Cuándo elegir Bollinger band reversion strategy
- 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.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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