Bollinger band reversion strategyvsMulti-period trend confluence strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Multi-period trend confluence strategy: Fast and slow trend regimes must agree before opening — long or short.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Multi-period trend confluence strategy
Fast and slow trend regimes must agree before opening — long or short.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- Trend regime (period 20, slope 3)
- Trend regime (period 100, slope 8)
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 when BOTH trend20 = +1 AND trend100 = +1.
- Short when BOTH trend20 = -1 AND trend100 = -1.
- 8-bar cooldown after exit.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Exit immediately when the slower trend100 regime flips to 0 (chop).
- 7% 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.
Trend follower with patience. Long flat periods when the two timeframes disagree, then steady runs when the slow regime turns and the fast one confirms. Drawdowns are deeper because exits wait for chop, not a clean flip.
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 Multi-period trend confluence strategy
- You expect strong directional trends — the thesis is "Fast and slow trend regimes must agree before opening — long or short."
- You want a long & short bot on 4h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Trend regime (period 20, slope 3), Trend regime (period 100, slope 8)).
Fast and slow trend regimes must agree before opening — long or short.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Multi-period trend confluence strategy
Fast and slow trend regimes must agree before opening — long or short.
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