Bollinger band reversion strategyvsPDH/PDL breakout with SuperTrend filter strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · PDH/PDL breakout with SuperTrend filter strategy: Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- Prior Period Levels
- SuperTrend (ATR 10, factor 3.0)
- SMA(1) close wrapper
Marcos temporales
Sesgo
Solo largos
Largos y cortos
Ajuste al mercado
Range-bound
Strong directional trends
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.
- Long when close crosses above PDH AND SuperTrend state = +1.
- Short when close crosses below PDL AND SuperTrend state = -1.
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Opposite-side breakout closes the trade — momentum has flipped.
- 4% trailing stop, 3-bar cooldown.
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.
Cleaner than a vanilla PDH/PDL bot — the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.
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 PDH/PDL breakout with SuperTrend filter strategy
- You expect strong directional trends — the thesis is "Prior-day-range breakouts, but only the ones that align with the SuperTrend regime."
- You want a long & short bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 3 indicators (Prior Period Levels, SuperTrend (ATR 10, factor 3.0), SMA(1) close wrapper).
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
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