Bollinger band reversion strategyvsEMA fast/slow crossover strategy

Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · EMA fast/slow crossover strategy: Catch sustained moves by going long when the fast EMA crosses above the slow EMA.

Mean reversionLong uniquement

Bollinger band reversion strategy

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

Suivi de tendanceLong uniquement

EMA fast/slow crossover strategy

Catch sustained moves by going long when the fast EMA crosses above the slow EMA.

Indicateurs

Bollinger Bands (period 20, σ × 2)

EMA (period 12)
EMA (period 26)

Unités de temps

15m1h4h

1h4h1d

Biais

Long uniquement

Adéquation au marché

Range-bound

Strong directional trends

Règles d'entrée

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.

Enter long the bar after EMA(12) crosses above EMA(26).
Cooldown of 2 bars after an exit prevents instant whipsaw re-entries.

Règles de sortie

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

Close on the down-cross: EMA(12) back below EMA(26).
Trailing stop of 4% locks in profits if the cross reverses without a clean down-cross.

Comportement attendu

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.

Long flat periods broken by sharp upward jumps when a sustained trend lines up — and visible drawdowns during ranging markets when the cross fires both ways inside a few bars.

Complexité

1 ind · 2 entry · 2 exitPlus simple

2 ind · 2 entry · 2 exitPlus avancée

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 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.

Quand choisir EMA fast/slow crossover strategy

You expect strong directional trends — the thesis is "Catch sustained moves by going long when the fast EMA crosses above the slow EMA."
You want a long-only bot on 1h–1d candles with a balanced rule-set.
You're comfortable monitoring 2 indicators (EMA (period 12), EMA (period 26)).

Catch sustained moves by going long when the fast EMA crosses above the slow EMA.

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 →

EMA fast/slow crossover strategy

Catch sustained moves by going long when the fast EMA crosses above the slow EMA.

Essayer EMA fast/slow crossover strategy dans le dashboard →Lire l'analyse complète →

Comparaisons associées

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