EMA breakout with ATR sizing strategyvsBollinger band reversion strategy

EMA breakout with ATR sizing strategy: Cross above a 20-bar EMA, trail the position with ATR-aware stop bands. · Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

VolatilitéLong uniquement

EMA breakout with ATR sizing strategy

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

Mean reversionLong uniquement

Bollinger band reversion strategy

Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

Indicateurs

EMA (period 20)
ATR (period 14)

Bollinger Bands (period 20, σ × 2)

Unités de temps

1h4h1d

15m1h4h

Biais

Long uniquement

Adéquation au marché

Volatility shifts

Range-bound

Règles d'entrée

Enter long when close crosses above EMA(20).
Cooldown of 4 bars after exit.

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.

Règles de sortie

Cross back below EMA(20) closes the trade.
Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.

Exit when close pushes back above the middle band.
Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.

Comportement attendu

Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.

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.

Complexité

2 ind · 2 entry · 2 exitPlus avancée

1 ind · 2 entry · 2 exitPlus simple

Laquelle te convient ?

Déduit du biais, de l'unité de temps et du profil d'indicateurs de chaque stratégie — ce n'est pas une prévision de backtest.

Quand choisir EMA breakout with ATR sizing strategy

You expect volatility shifts — the thesis is "Cross above a 20-bar EMA, trail the position with ATR-aware stop bands."
You want a long-only bot on 1h–1d candles with a balanced rule-set.
You're comfortable monitoring 2 indicators (EMA (period 20), ATR (period 14)).

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

Quand choisir 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.

EMA breakout with ATR sizing strategy

Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.

Essayer EMA breakout with ATR sizing strategy dans le dashboard →Lire l'analyse complète →

Bollinger band reversion strategy

Fade a 2-sigma stretch below the mean and exit when price tags the middle band.

Essayer Bollinger band reversion strategy dans le dashboard →Lire l'analyse complète →

Comparaisons associées

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