Bollinger band reversion strategyvsMACD trend with histogram filter strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · MACD trend with histogram filter strategy: Confirm an EMA-style cross with a widening histogram before committing capital.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with histogram filter strategy
Confirm an EMA-style cross with a widening histogram before committing capital.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- MACD (12 / 26 / 9)
Unités de temps
Biais
Long uniquement
Long uniquement
Adéquation au marché
Range-bound
Accelerating moves
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.
- MACD line crosses above its signal line AND
- Histogram is positive — momentum is widening, not contracting.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- MACD line crosses back below the signal line.
- Hard 4% stop; 3% trailing stop on the runner.
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.
Slower than a pure EMA cross — fewer false starts, later entries. Equity curve shows fewer trades, smoother PnL, occasional missed early-trend acceleration.
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 MACD trend with histogram filter strategy
- You expect accelerating moves — the thesis is "Confirm an EMA-style cross with a widening histogram before committing capital."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (MACD (12 / 26 / 9)).
Confirm an EMA-style cross with a widening histogram before committing capital.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with histogram filter strategy
Confirm an EMA-style cross with a widening histogram before committing capital.
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