Bollinger band reversion strategyvsBuy-the-dip (Bollinger + RSI) strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Buy-the-dip (Bollinger + RSI) strategy: Two-condition confluence: lower-band stretch AND oversold RSI before taking the dip.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Buy-the-dip (Bollinger + RSI) strategy
Two-condition confluence: lower-band stretch AND oversold RSI before taking the dip.
Indicadores
- Bollinger Bands (period 20, σ × 2)✓ ambas
- Bollinger Bands (period 20, σ × 2)✓ ambas
- RSI (period 14)
Marcos temporales
Sesgo
Solo largos
Solo largos
Ajuste al mercado
Range-bound
Filtered, selective
Reglas de entrada
- 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.
- Close is below the lower Bollinger band AND
- RSI(14) is below 35 — momentum confirms the price stretch.
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Close returns above the 20-bar mean (the middle band).
- Hard 3% stop; 5% take-profit.
Comportamiento esperado
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.
Fewer trades than either rule alone — the AND filter is strict — but higher conviction per signal. Long flat periods waiting for the two conditions to align, then a cluster of trades during real selloffs.
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 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.
Cuándo elegir Buy-the-dip (Bollinger + RSI) strategy
- You expect filtered, selective — the thesis is "Two-condition confluence: lower-band stretch AND oversold RSI before taking the dip."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Bollinger Bands (period 20, σ × 2), RSI (period 14)).
Two-condition confluence: lower-band stretch AND oversold RSI before taking the dip.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Buy-the-dip (Bollinger + RSI) strategy
Two-condition confluence: lower-band stretch AND oversold RSI before taking the dip.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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