Bollinger Band mean-reversion works in ranges but fails systematically in trend formation. When ADX rises above 25 and bandwidth expands, band touches often precede breakouts, creating clustered losses under a fixed-rule strategy.
Meta-labeling splits direction from trade selection. A primary Bollinger signal provides side; a secondary classifier outputs {take, skip} plus a probability used for position sizing, with calibration required before bet sizing.
Secondary features include %B and normalized bandwidth, plus bandwidth momentum and a percentile-based regime flag with one-bar lag to prevent leakage. Deployment targets MQL5 via ONNX, using a two-EA file-bus and strict feature-order parity between Python and terminal.
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2August 29, 2026 13K 15
