MSFT: Bollinger band re-entry, 15m (2026-07-03 to 2026-09-30)

TradesViz example study: Bollinger band re-entry on MSFT.US, 15-minute bars, 2026-07-03 through 2026-09-30. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests whether a close back inside the lower Bollinger band is followed by a return toward its middle band. Entry: [CROSSED(input_col=close, input_col2=BOLLBANDS_LOWER(period=20, sd_levels=2), direction=above)] Exit: [close > BOLLBANDS_MIDDLE(period=20, sd_levels=2)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Session 09:30 to 16:00 in exchange time (selected hours). Positions close at the end of each session. Assumed costs: 0.01% of traded value commission per side and 0.01 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: Volatility bands do not bound losses; a strong downtrend can continue after a re-entry signal. The catalog includes preset markets and periods without selecting winners. This recent-intraday window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2026-07-03 to 2026-09-30. Available test data: 2026-07-06 to 2026-09-30, 1,274 bars (America/New_York dates). Simulated historical strategy test for MSFT.US using 15-minute bars from 2026-07-03 to 2026-09-30. Asset class: stocks. Indicators and functions used: BOLLBANDS_LOWER, BOLLBANDS_MIDDLE, CROSSED; Box 1 condition: [CROSSED(input_col=close, input_col2=BOLLBANDS_LOWER(period=20, sd_levels=2), direction=above)]; Box 2 condition: [close > BOLLBANDS_MIDDLE(period=20, sd_levels=2)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.01 %. Slippage per fill: 0.01 points. Maximum holding period: 100 bars. Close positions at session end. Risk-setting ATR period: 14. Session: 09:30 to 16:00 (exchange time). Saved results. Trades: 23; Net P&L: 568.437203; Return: 2.273749%; Win rate: 91.304348%.

Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1