Bollinger band reversion strategyvsMACD trend with ADX strength filter strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · MACD trend with ADX strength filter strategy: Take MACD long crossovers only when ADX confirms a trend actually exists.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- MACD (12 / 26 / 9)
- ADX (period 14)
Timeframe
Bias
Solo long
Solo long
Adatto al mercato
Range-bound
Filtered, selective
Regole d'ingresso
- 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.
- MACD line crosses above signal AND
- ADX(14) is above 20 — there's a real trend, not just chop.
Regole di uscita
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- MACD line crosses below signal.
- Hard 4% stop; 3% trailing stop locks in winners.
Comportamento atteso
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.
Trades less frequently than vanilla MACD because the ADX gate sits open only in directional regimes. Equity curve is flatter through chop and adds when a sustained trend kicks in.
Complessità
Quale è giusta per te?
Derivato da bias, timeframe e profilo degli indicatori di ogni strategia — non una previsione di backtest.
Quando scegliere 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.
Quando scegliere MACD trend with ADX strength filter strategy
- You expect filtered, selective — the thesis is "Take MACD long crossovers only when ADX confirms a trend actually exists."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (MACD (12 / 26 / 9), ADX (period 14)).
Take MACD long crossovers only when ADX confirms a trend actually exists.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
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