Bollinger Bands — volatility + mean reversion strategia

Marek 12 marca 2024 EUR/USD 4h chart. Bollinger Bands upper 1.0905, MA 1.0870, lower 1.0835. Cena touches upper 1.0905. Bearish engulfing candle. Marek short 1.0900, SL 1.0915, TP 1.0840 (lower band). 4h później +60 pip filled. R:R 1:4. Bollinger Bands universal volatility tool. Pokazujemy framework.

Bollinger Bands podstawy

John Bollinger 1980s wprowadził. 20-period MA + 2 standard deviations upper/lower bands. Volatility-adjusted dynamic bands.

Calculation

„Middle band = 20-period SMA. Upper band = SMA + 2σ. Lower band = SMA - 2σ. 95% prices fall within bands (statistical assumption). Outside bands = extremes."

3 setupy

Setup 1 — Squeeze

Bands narrow = low volatility. Pre-breakout signal. Wait direction confirmed = entry. WR 60%, R:R 1:3 explosive moves.

Setup 2 — Expansion

Bands wide = high volatility. Trend continuation strong. NIE counter-trend setups. Trade in direction.

Setup 3 — Mean reversion

Cena touches upper/lower band + reversal candle = mean reversion to MA. WR 60%, R:R 1:2.5. Top setup ranges.

Marek case

Confluence

• S/R level + band touch = top quality
• Reversal candle + band touch
• RSI divergence + band touch
• Multi-timeframe alignment

Common mistakes

1. Trading band touch alone (NIE confluence)
2. Mean reversion strong trends (continuation)
3. Counter-trend bez confirmation
4. Small timeframes (5-min noise)

Limitations

• NIE works strong trends (continuous band touch)
• Top range/sideways markets
• Standalone weak — confluence essential
• Hindsight bias clear

Wnioski

Bollinger Bands = John Bollinger 1980s. 20-period SMA + 2σ upper/lower. Volatility-adjusted dynamic.

3 setupy: squeeze (pre-breakout), expansion (trend continuation), mean reversion (top setup ranges).

Marek mean reversion case: upper band touch + bearish engulfing = +60 pip 4h. R:R 1:4.

Confluence: S/R, reversal candles, RSI divergence, multi-timeframe = top quality.

Common mistakes: band touch alone, mean reversion strong trends, counter-trend, small timeframes.

Limitations: NIE strong trends, top ranges, standalone weak, hindsight bias.

Konkluzja: Bollinger Bands universal volatility tool. Top dla range markets mean reversion. Combine z S/R + candles + multi-timeframe = WR 60% sustainable.

Powiązane: Stoch RSI, MACD divergence, S/R flips.

Głębsza analiza — Bollinger Bands deep dive ForexMechanics.