Bollinger band reversion strategyvsMarket Structure (BOS/CHoCH) strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Market Structure (BOS/CHoCH) strategy: Catch the first bar of a Change-of-Character — early reversal signal off swing structure.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Market Structure (BOS/CHoCH) strategy
Catch the first bar of a Change-of-Character — early reversal signal off swing structure.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- Market Structure (swing length 50)
Unités de temps
Biais
Long uniquement
Long & short
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.
- Long on bullish CHoCH — the first sign of an up-regime.
- Short on bearish CHoCH.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- An opposite-direction CHoCH closes the position.
- 4% trailing stop, 5-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.
Patient — CHoCH signals are sparse by design. The strategy sits flat for long stretches and then catches the early bar of a regime change.
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 Market Structure (BOS/CHoCH) strategy
- You expect strong directional trends — the thesis is "Catch the first bar of a Change-of-Character — early reversal signal off swing structure."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Market Structure (swing length 50)).
Catch the first bar of a Change-of-Character — early reversal signal off swing structure.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Market Structure (BOS/CHoCH) strategy
Catch the first bar of a Change-of-Character — early reversal signal off swing structure.
Comparaisons associées
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