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.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- Premium/Discount Zones (lookback 200)
Timeframe
Bias
Solo long
Long e short
Adatto al mercato
Volatility expansion
Range-bound
Regole d'ingresso
- 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).
Regole di uscita
- 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.
Comportamento atteso
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.
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 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.
Quando scegliere 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.
Confronti correlati
Altri abbinamenti che coinvolgono una di queste strategie.
Vuoi vedere un altro confronto?
Prova un altro confronto →