Bollinger squeeze breakout strategyvsMulti-period trend confluence strategy
Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range. · Multi-period trend confluence strategy: Fast and slow trend regimes must agree before opening — long or short.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
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
Volatility expansion
Strong directional trends
Règles d'entrée
- Enter long when close crosses above the upper Bollinger band.
- Single position at a time; 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
- Close as soon as price slips back below the middle band (the 20-bar SMA).
- Trailing 4% stop on the runner so a failed breakout dies cheaply.
- Exit immediately when the slower trend100 regime flips to 0 (chop).
- 7% trailing stop on the runner.
Comportement attendu
Lots of small chop with a handful of clean runs that come after periods of low realised volatility. Quiet markets feed the strategy with setups; the payoff is asymmetric — many small losses, few large wins.
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 squeeze breakout strategy
- You expect volatility expansion — the thesis is "Ride the volatility expansion when price breaks out of a tight Bollinger range."
- 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)).
Ride the volatility expansion when price breaks out of a tight Bollinger range.
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 squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Multi-period trend confluence strategy
Fast and slow trend regimes must agree before opening — long or short.
Comparaisons associées
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