Bollinger Reversion

Strategy based on Bollinger Bands mean reversion

Testing indicates an average annual return of about 118%. It performs best in the stocks market.

Bollinger Reversion fades moves outside the Bollinger Bands. Trades open against closes beyond the bands and close once price returns inside or hits a stop.

Standard deviation bands offer a statistical view of overextension. Entering after extreme closes aims to profit from the snap back toward the middle band.

Details

• Entry Criteria: Signals based on RSI, ATR, Bollinger.
• Long/Short: Both directions.
• Exit Criteria: Opposite signal or stop.
• Stops: Yes.
• Default Values:
  • BollingerPeriod = 20
  • BollingerDeviation = 2m
  • AtrMultiplier = 2m
  • CandleType = TimeSpan.FromMinutes(5)
• Filters:
  • Category: Mean Reversion
  • Direction: Both
  • Indicators: RSI, ATR, Bollinger
  • Stops: Yes
  • Complexity: Basic
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium