Bollinger squeeze breakout strategyvsRSI mean reversion strategy
Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range. · RSI mean reversion strategy: Buy when the market is overextended below the mean, ride it back to fair value.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Indicateurs
- Bollinger Bands (period 20, σ × 2)
- RSI (period 14)
Unités de temps
Biais
Long uniquement
Long uniquement
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.
- Enter long when RSI(14) prints below 30 — the textbook oversold threshold.
- Only one position at a time; the cooldown blocks immediate re-entry after an 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.
- Close the position when RSI(14) recovers above 70.
- Hard stop-loss at 3% below entry; take-profit at 5%.
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.
Choppy zig-zag equity curve with frequent small wins and the occasional outlier loss when a sharp downtrend leaves RSI pinned in the oversold zone. Fits range-bound chop; struggles in strong directional regimes.
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 RSI mean reversion strategy
- You expect range-bound — the thesis is "Buy when the market is overextended below the mean, ride it back to fair value."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (RSI (period 14)).
Buy when the market is overextended below the mean, ride it back to fair value.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
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