Bollinger band reversion strategyvsPrior Period Levels strategy
Bollinger band reversion strategy: Fade a 2-sigma stretch below the mean and exit when price tags the middle band. · Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- Prior Period Levels (daily / weekly / monthly)
- SMA(1) close wrapper
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 close crosses above the prior day's high.
- Short when close crosses below the prior day's low.
Regole di uscita
- Exit when close pushes back above the middle band.
- Hard 3% stop-loss; 2% trailing stop locks in any reversion gain.
- Opposite-side breakout closes the trade.
- 4% trailing stop, 2-bar cooldown.
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.
Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.
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 Prior Period Levels strategy
- You expect strong directional trends — the thesis is "PDH / PDL breakouts — long above the prior day high, short below the prior day low."
- You want a long & short bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Prior Period Levels (daily / weekly / monthly), SMA(1) close wrapper).
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Bollinger band reversion strategy
Fade a 2-sigma stretch below the mean and exit when price tags the middle band.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Confronti correlati
Altri abbinamenti che coinvolgono una di queste strategie.
Vuoi vedere un altro confronto?
Prova un altro confronto →