Bollinger band reversion strategyvsMACD trend with ADX strength 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 ADX strength filter strategy: Take MACD long crossovers only when ADX confirms a trend actually exists.

Mean reversionLong uniquement

Bollinger band reversion strategy

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

ConfluenceLong uniquement

MACD trend with ADX strength filter strategy

Take MACD long crossovers only when ADX confirms a trend actually exists.

Indicateurs

Bollinger Bands (period 20, σ × 2)

MACD (12 / 26 / 9)
ADX (period 14)

Unités de temps

15m1h4h

1h4h1d

Biais

Long uniquement

Adéquation au marché

Range-bound

Filtered, selective

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 signal AND
ADX(14) is above 20 — there's a real trend, not just chop.

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 below signal.
Hard 4% stop; 3% trailing stop locks in winners.

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.

Trades less frequently than vanilla MACD because the ADX gate sits open only in directional regimes. Equity curve is flatter through chop and adds when a sustained trend kicks in.

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 MACD trend with ADX strength filter strategy

You expect filtered, selective — the thesis is "Take MACD long crossovers only when ADX confirms a trend actually exists."
You want a long-only bot on 1h–1d candles with a balanced rule-set.
You're comfortable monitoring 2 indicators (MACD (12 / 26 / 9), ADX (period 14)).

Take MACD long crossovers only when ADX confirms a trend actually exists.

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 →

MACD trend with ADX strength filter strategy

Take MACD long crossovers only when ADX confirms a trend actually exists.

Essayer MACD trend with ADX strength filter strategy dans le dashboard →Lire l'analyse complète →

Comparaisons associées

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