Bollinger band reversion strategyvsRSI dip with trend filter strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · RSI dip with trend filter strategy: Buy oversold RSI dips, but only when price is still above the 50 EMA.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
RSI dip with trend filter strategy
Buy oversold RSI dips, but only when price is still above the 50 EMA.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- RSI (period 14)
- EMA (period 50)
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.
- RSI(14) below 35 AND
- Close is above the 50-bar EMA — the dip is with the trend, not against it.
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- RSI(14) above 65, OR close drops below EMA(50).
- Hard 2.5% 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.
Cleaner equity curve than vanilla RSI mean reversion because the EMA filter cuts the worst counter-trend trades. Fewer setups, but each one comes with a stacked deck.
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 RSI dip with trend filter strategy
- You expect filtered, selective — the thesis is "Buy oversold RSI dips, but only when price is still above the 50 EMA."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (RSI (period 14), EMA (period 50)).
Buy oversold RSI dips, but only when price is still above the 50 EMA.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
RSI dip with trend filter strategy
Buy oversold RSI dips, but only when price is still above the 50 EMA.
Comparaciones relacionadas
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