Bollinger band reversion strategyvsMulti-period trend confluence strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Multi-period trend confluence strategy: Fast and slow trend regimes must agree before opening — long or short.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Multi-period trend confluence strategy
Fast and slow trend regimes must agree before opening — long or short.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- Trend regime (period 20, slope 3)
- Trend regime (period 100, slope 8)
Timeframe
Bias
Solo long
Long e short
Adatto al mercato
Range-bound
Strong directional trends
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.
- Long when BOTH trend20 = +1 AND trend100 = +1.
- Short when BOTH trend20 = -1 AND trend100 = -1.
- 8-bar cooldown after exit.
Regole di uscita
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Exit immediately when the slower trend100 regime flips to 0 (chop).
- 7% trailing stop on the runner.
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.
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.
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 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 band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Multi-period trend confluence strategy
Fast and slow trend regimes must agree before opening — long or short.
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