Bollinger Reversal Entries with Volatility-Scaled DCA and Basket Exits

Summary

D-Man V3 is described as a Bollinger Band reversal strategy that uses closed candles to identify extremes. It scales a dollar-cost averaging grid and the target for exiting the position basket according to the Bollinger half-width, linking spacing and exits to recent volatility. The introduction says the interface has 13 core parameters, while the visible source constants set additional operational rules, including entry expiry, cooldown, stop and trailing behavior, and a minimum profit condition.

Most of the supplied material focuses on execution and fault handling rather than backtest evidence. It describes explicit symbol use, bounded command polling and REST timeouts, persistent state, order reconciliation, error handling, data-freeze recovery, and halting when order outcomes are uncertain. These controls aim to limit duplicate orders and state errors; they do not establish trading profitability. The source is truncated, so entry, grid-sizing, and exit mechanics cannot be fully assessed from the provided excerpt, and no performance results are included.

Key ideas

• The strategy uses closed-candle Bollinger Band extremes to seek reversals.
• It scales DCA grid spacing and basket exit targets using Bollinger half-width.
• The described implementation includes stop and trailing rules alongside order expiry and cooldown controls.
• Persistent state, bounded polling, timeouts, and order reconciliation address operational failures and uncertain order outcomes.
• The source excerpt is incomplete and provides no backtest performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.