Bollinger band reversion strategyvsMACD trend with ADX strength filter strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · MACD trend with ADX strength filter strategy: Take MACD long crossovers only when ADX confirms a trend actually exists.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- MACD (12 / 26 / 9)
- ADX (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.
- MACD line crosses above signal AND
- ADX(14) is above 20 — there's a real trend, not just chop.
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- MACD line crosses below signal.
- Hard 4% stop; 3% trailing stop locks in winners.
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.
Trades less frequently than vanilla MACD because the ADX gate sits open only in directional regimes. Equity curve is flatter through chop and adds when a sustained trend kicks in.
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 MACD trend with ADX strength filter strategy
- You expect filtered, selective — the thesis is "Take MACD long crossovers only when ADX confirms a trend actually exists."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (MACD (12 / 26 / 9), ADX (period 14)).
Take MACD long crossovers only when ADX confirms a trend actually exists.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
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