ENV Strategy Templates

Strategy Overview

1. ENV Breakout + ADX — Trend-confirmed breakouts
2. ENV + RSI — Band touch + momentum
3. ENV Mean Reversion — Trade in ranging markets

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Strategy 1: ENV Breakout + ADX

Overview

Trade ENV band breaks in trending markets.

When This Works Best

• Trending markets
• 4H to 1D

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	40% of equity (REL)
Order Type	MARKET
Timeout	COOLDOWN_ONLY, 3 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_above_upperBand	—
Required	ADX	adx_above_threshold	25

Long Exit Conditions

Setting	Value
Required	ENV · price_below_lowerBand
Stop Loss	5% (REL), trailing
Take Profit	12% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_below_lowerBand	—
Required	ADX	adx_above_threshold	25

Short Exit Conditions

Setting	Value
Required	ENV · price_above_upperBand
Stop Loss	5% (REL), trailing
Take Profit	12% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
ENV	Period	20 bars	Standard
ADX	Threshold	25	Trend filter

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Strategy 2: ENV + RSI Reversal

Overview

Trade ENV band touches confirmed by RSI extremes in ranging markets.

When This Works Best

• Ranging markets
• 1H to 4H

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	30% of equity (REL)
Order Type	MARKET
Timeout	COOLDOWN_ONLY, 5 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_below_lowerBand	—
Required	RSI	rsi_below_threshold	30

Long Exit Conditions

Setting	Value
Required	RSI · rsi_above_threshold · 60
Stop Loss	4% (REL)
Take Profit	8% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_above_upperBand	—
Required	RSI	rsi_above_threshold	70

Short Exit Conditions

Setting	Value
Required	RSI · rsi_below_threshold · 40
Stop Loss	4% (REL)
Take Profit	8% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
ENV	Period	20 bars	Standard
RSI	Period	14	Momentum

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Strategy 3: ENV Mean Reversion

Overview

Trade reversals at ENV bands when market is ranging (ADX < 20).

When This Works Best

• Ranging/sideways markets
• 1H to 4H

Algorithm Configuration

Setting	Value
Type	BOTH
Position Size	30% of equity (REL)
Order Type	MARKET
Timeout	COOLDOWN_ONLY, 5 bars

Long Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_below_lowerBand	—
Required	ADX	adx_below_threshold	20

Long Exit Conditions

Setting	Value
Required	ENV · price_above_upperBand
Stop Loss	3% (REL)
Take Profit	6% (REL)

Short Entry Conditions

Group	Indicator	Signal	Threshold
Required	ENV	price_above_upperBand	—
Required	ADX	adx_below_threshold	20

Short Exit Conditions

Setting	Value
Required	ENV · price_below_lowerBand
Stop Loss	3% (REL)
Take Profit	6% (REL)

Recommended Parameters

Indicator	Parameter	Value	Notes
ENV	Period	20 bars	Standard
ADX	Threshold	20	Range filter

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Backtesting Recommendations

• Test ENV period: Find the lookback that captures meaningful breakouts
• Compare ENV with BB: See which provides better signals for your asset

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Note

Pro Tip: When building strategies in Reversion, put your primary signal in the Required group and confirmation signals in Optional. This ensures the core signal must always be present while allowing flexibility in confirmation. Always backtest parameters per asset — crypto often benefits from adjusted settings due to higher volatility.