Konigs | Bollinger Band Mean Reversion (Session Filter)

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Core Idea:
In sideways markets, price tends to revert to the mean (the middle band).

Strategy:
Buy when price touches or moves below the lower band.
Sell when price reaches or exceeds the upper band.
Exit at the middle band (20-period moving average).
Confirm with: RSI/Stochastic or candle patterns for reversal at the bands.

Only works with low-volatility instruments:
EURCHF

Filter certain time to avoid unexpected volatility

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Pine Script Source

//@version=5
strategy("Konigs | Bollinger Band Mean Reversion (Session Filter)",overlay = true,default_qty_type = strategy.percent_of_equity,default_qty_value = 10)

// === Input Parameters ===
bbLength = input.int(20, title="Bollinger Band Length")
bbMult   = input.float(2.0, title="Bollinger Band Multiplier")

// === Trading Session (18:00 – 15:00) ===
tradeSession = input.session("1800-1500", title="Trading Session")
inSession    = not na(time(timeframe.period, tradeSession))

// === Bollinger Band Calculation ===
basis = ta.sma(close, bbLength)
dev   = bbMult * ta.stdev(close, bbLength)
upper = basis + dev
lower = basis - dev

// === Entry Conditions (Session Restricted) ===
longCond  = close < lower and inSession
shortCond = close > upper and inSession

if longCond
    strategy.entry("Buy", strategy.long)

if shortCond
    strategy.entry("Sell", strategy.short)

// === Exit Conditions (Always Active) ===
exitLong  = strategy.position_size > 0 and close >= basis
exitShort = strategy.position_size < 0 and close <= basis

if exitLong
    strategy.close("Buy")

if exitShort
    strategy.close("Sell")

// === Plot Bollinger Bands ===
plot(basis, title="Basis (Mean)", color=color.orange)
plot(upper, title="Upper Band", color=color.red)
plot(lower, title="Lower Band", color=color.green)