Bollinger band reversion strategyvsSuperTrend + VFI confluence strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · SuperTrend + VFI confluence strategy: SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
SuperTrend + VFI confluence strategy
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- SuperTrend (ATR 10, factor 3.0)
- VFI
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 SuperTrend flips bullish AND VFI is positive.
- Short when SuperTrend flips bearish AND VFI is negative.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Any SuperTrend flip closes the trade.
- 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.
Cleaner than vanilla SuperTrend — the volume filter cuts the low-conviction flips that fire in chop. Fewer trades, smoother equity curve, occasional missed early-trend entries when volume lags price.
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 SuperTrend + VFI confluence strategy
- You expect strong directional trends — the thesis is "SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (SuperTrend (ATR 10, factor 3.0), VFI).
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
SuperTrend + VFI confluence strategy
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
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