BB, RSI, Stochastic

Analyses of EA Trades behaving exactly as the strategy is designed
Looking at the sequence:

1. You have clean BUY/SELL entries
2. TP hits are small but frequent
3. SL hits are larger and less frequent
4. Trend filter is clearly active
5. Break → Re‑entry logic is working
6. No duplicate trades
7. No “phantom” entries
8. No trades outside trading hours

This confirms the EA is executing the correct logic.
The losses you see are normal for this type of system
This strategy is a mean‑reversion break–reentry system.
That means:

1. It wins often
2. It loses rarely
3. But losses are bigger than wins

This is because:

1. SL is placed at BB(50,3) or BB(50,4)
2. TP is placed at midline or opposite BB(50,2)
3. When price trends strongly, mean‑reversion fails → SL hit
4. When price snaps back, TP hit quickly

This is what the strategy is.....

For EURUSD M15:
BUY trades win more often
BUY trades win faster
BUY trades have larger TP hits
BUY trades recover losses quickly
This matches EURUSD behaviour: EURUSD mean‑reverts more cleanly on dips than on spikes.

SELL trades have:
Lower win‑rate
Larger SL hits
More consecutive losses
More entries during strong uptrends
More false breakouts

This is because EURUSD trends upward more often than downward, so fading tops is riskier.

SL hits cluster during strong trends
These clusters happen when:

1. The trend filter is too slow
2. The market is trending strongly
3. Mean‑reversion fails
4. SL is wide (BB 50,4)
5. TP is hit only when price snaps back

This is normal for Bollinger reversion systems

Potential improvements:

 

1. Break‑even + trailing stop
2. Separate BUY/SELL settings
3. Volatility (ATR) filter
4. Session filter (kept + extended)
5. On‑chart dashboard showing trend direction and filters

Hi Ronin! Do you have any ideas on how to improve the strategy? I'm not satisfied at all.
I see you've gotten ahead of me.
I can't think anymore today, I'm tired. We'll get back to your ideas tomorrow.

With the new update, entries are later, from what I've seen. I can't verify this statistically.
I think the only thing i'll keep from the new update is the 4-hour trend filter with the 50-period simple moving average. I think I'll continue using the original version released before the update.

Nice work Ronin.

I try as much as possible to avoid indicators. They do not work long term.

thanks

The problem with these ideas are they do not fix the underlying mechanics which fail with strong trends. It is probably better to find a better filter in my experience.

Filter is as important as signals.

My latest filter attempt is the Alligator filter. You know the Williams Alligator. It is a very late signal, but on the other hand, often when the Alligator finds a trend, it tends to be a good one. At the same time it filters out a lot of ranging code.

It of cause needs other confluences.

Filtering with this indicator on a higher timeframe secure, that you are trading in- and with an overall trend.

But of cause, if you like trading as close as possible to swing high or low, this indicator is too slow.

If somebody want to try it, then observe, that the 3 MA´s in the alligator are shifted using the ma_shift parameter.

EURCAD SELL M15

Bold idea! I wish you luck with it!

Thanks @pusztafie, it was a risky entry. I took profits when it reached the 50 simple moving average on the M15.

Here's another idea with EUR/CHF on the 30-minute timeframe. I wanted to know your thoughts on a potential buy trade.

The price on the H4 chart is at a support level.


Here is a possible entrance following the original model on M30.

Good entry, SOS!

Gold M15
SL with 50 points is SMA 400 (H4 SMA 50). Two trades

GBPUSD M30
TSL 200 points, without TP