Bollinger band reversion strategyvsPrior Period Levels strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- Prior Period Levels (daily / weekly / monthly)
- 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 the prior day's high.
- Short when close crosses below the prior day's low.
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.
- 4% trailing stop, 2-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.
Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.
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 Prior Period Levels strategy
- You expect strong directional trends — the thesis is "PDH / PDL breakouts — long above the prior day high, short below the prior day low."
- You want a long & short bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Prior Period Levels (daily / weekly / monthly), SMA(1) close wrapper).
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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