Multi-Timeframe Bollinger, RSI, and Moving-Average Strategy

Summary

This strategy combines a 15-minute moving-average trend filter with 5-minute Bollinger bands and RSI conditions. A bullish moving-average relationship and sufficiently high RSI trigger a stop entry at the upper band; a bearish relationship and sufficiently low RSI trigger a stop entry at the lower band. Once in a position, it tracks the trade’s extreme price and places a trailing stop whose distance scales with the current Bollinger-band width. Position size is fixed by a configurable parameter.

The code specifies lookback and threshold settings, updates indicators through bar generators, and cancels outstanding orders on each new 5-minute bar. It provides no backtest results, market selection, transaction-cost assumptions, or rationale for the parameter values. There are also implementation details that merit review, including the 15-minute indicator initialization condition and a short-position stop call that appears inconsistent with the surrounding long-position logic. The document therefore describes a candidate ruleset, not evidence of a validated edge.

Key ideas

• A 15-minute moving-average comparison defines the directional trend filter.
• Five-minute Bollinger bands provide stop-entry levels, while RSI confirms entry conditions.
• Trailing exits use the in-trade price extreme and a distance scaled to band width.
• The strategy uses a configured fixed position size and cancels orders on each 5-minute bar.
• No performance evidence is supplied, and parts of the implementation warrant review.

Tags

From a private course collection; the original is not published.