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

TradesViz example study: Bollinger band re-entry on BTC-USD.CC, 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 00:00 to 00:00 in exchange time (all day). Positions close at the end of each session. Assumed costs: 0.1% of traded value commission per side and 5 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: 2026-07-03 to 2026-09-30, 8,639 bars (UTC dates). Simulated historical strategy test for BTC-USD.CC using 15-minute bars from 2026-07-03 to 2026-09-30. 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: 0.1 %. Slippage per fill: 5 points. Maximum holding period: 100 bars. Close positions at session end. Risk-setting ATR period: 14. Session: 00:00 to 00:00 (exchange time). Saved results. Trades: 204; Net P&L: -2,089.52139; Return: -8.358086%; Win rate: 36.27451%.

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