BollingerMeanReversion

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class backtide.strategies.BollingerMeanReversion(period=20, std_dev=2.0)

Mean-reversion strategy using Bollinger Band boundaries.

A mean-reversion strategy that enters long when the price touches or crosses below the lower Bollinger Band and exits when it reaches the upper band. The assumption is that price will revert to its moving average after an extreme excursion. Useful in range-bound or mean-reverting markets.

Parameters	period : int, default=20 Number of bars for the Bollinger Band moving average. std_dev : float, default=2.0 Number of standard deviations for the band width.
Attributes	name : str Human-readable strategy name. is_multi_asset : bool Whether this is a multi-asset strategy.

See Also

MultiBollingerRotation

Multi-asset Bollinger Bands breakout rotation strategy.

Rsi

Relative Strength Index combined with Bollinger Bands for dual confirmation.

SmaCrossover

Simple Moving Average crossover strategy using fast and slow periods.

Methods

description	Short explanation of what the strategy does.
required_indicators	Indicators that must be computed up-front for this

method backtide.strategiesdescription()

Short explanation of what the strategy does.

Returns

str The description.

method backtide.strategiesrequired_indicators()

Indicators that must be computed up-front for this

strategy.

Returns a list of indicator instances, already parameterised with this strategy's current settings, that the engine will auto-include before the simulation starts.

Returns

list The required indicator instances.