Bollinger band reversion strategyvsFair Value Gap strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Fair Value Gap strategy: Buy the imbalance bar of a fresh bullish FVG; short the mirror. Exit when the gap fills.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Fair Value Gap strategy
Buy the imbalance bar of a fresh bullish FVG; short the mirror. Exit when the gap fills.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- Fair Value Gap (min gap 0.1%)
Unités de temps
Biais
Long uniquement
Long & short
Adéquation au marché
Range-bound
Range-bound
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.
- Long on the bar a bullish FVG opens (bull_signal > 0).
- Short on a bearish FVG.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Position closes the bar the gap is filled (rebalanced).
- 4% trailing stop, 3-bar cooldown.
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.
Momentum-into-imbalance — fires on explosive bars, exits when the imbalance reverts. Equity curve is choppy with frequent small trades; works best when price respects imbalances and gives the bot a chance to ride the displacement.
Complexité
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 Fair Value Gap strategy
- You expect range-bound — the thesis is "Buy the imbalance bar of a fresh bullish FVG; short the mirror. Exit when the gap fills."
- You want a long & short bot on 5m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Fair Value Gap (min gap 0.1%)).
Buy the imbalance bar of a fresh bullish FVG; short the mirror. Exit when the gap fills.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Fair Value Gap strategy
Buy the imbalance bar of a fresh bullish FVG; short the mirror. Exit when the gap fills.
Comparaisons associées
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