Bollinger band reversion strategyvsTrend Magic strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Trend Magic strategy: CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- Trend Magic (period 20, ATR 5, coeff 1.0)
- SMA(1) wick wrappers (low / high)
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 the bar's low wick crosses up through the Trend Magic trail line.
- Short when the high wick crosses down through the trail line.
Règles de sortie
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- CCI regime flip through zero closes the active position.
- 4% trailing stop, 2-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.
Selective entries — the wick-cross condition is strict, so trades fire only when momentum really pushes through. Strong in trending regimes, quiet during balanced ranges.
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 Trend Magic strategy
- You expect strong directional trends — the thesis is "CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Trend Magic (period 20, ATR 5, coeff 1.0), SMA(1) wick wrappers (low / high)).
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
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