Bollinger squeeze breakout strategyvsPremium/Discount Zones strategy
Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range. · Premium/Discount Zones strategy: Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- Premium/Discount Zones (lookback 200)
Unités de temps
Biais
Long uniquement
Long & short
Adéquation au marché
Volatility expansion
Range-bound
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 price is inside the discount zone (current_zone = +1).
- Short when price is inside the premium zone (current_zone = -1).
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.
- Position closes when price returns to equilibrium.
- 4% trailing stop, 5-bar cooldown.
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.
Range trader — fits balanced markets where extremes get bought / faded back to mid. Stacks losses in strong trends that camp at one extreme for many bars.
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 Premium/Discount Zones strategy
- You expect range-bound — the thesis is "Buy the discount extreme, fade the premium extreme, exit at equilibrium."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Premium/Discount Zones (lookback 200)).
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Premium/Discount Zones strategy
Buy the discount extreme, fade the premium extreme, exit at equilibrium.
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