Bollinger band reversion strategyvsTrend Magic strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Trend Magic strategy: CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Indicadores
- Bollinger Bands (period 20, σ × 2)
- Trend Magic (period 20, ATR 5, coeff 1.0)
- SMA(1) wick wrappers (low / high)
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 the bar's low wick crosses up through the Trend Magic trail line.
- Short when the high wick crosses down through the trail line.
Reglas de salida
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- CCI regime flip through zero closes the active position.
- 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.
Selective entries — the wick-cross condition is strict, so trades fire only when momentum really pushes through. Strong in trending regimes, quiet during balanced ranges.
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 Trend Magic strategy
- You expect strong directional trends — the thesis is "CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Trend Magic (period 20, ATR 5, coeff 1.0), SMA(1) wick wrappers (low / high)).
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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