Envelopes or Bollinger Bands?

They answer different questions. Bollinger asks 'is price unusual relative to current volatility', because its width is a multiple of measured deviation. Envelopes ask 'is price more than X percent from its average', full stop. If you want a rule whose meaning is fixed and explainable, use envelopes; if you want one that adapts as the market speeds up, use Bollinger.

What deviation percentage should I use?

There is no portable number — it depends entirely on the instrument. A 0.1% envelope is a meaningful distance on EUR/USD and noise on a volatile index. Start from the instrument's own typical daily range, pick a width that produces a sensible number of touches, then test it. Copying a percentage across symbols is the fastest way to get a channel that never touches or never stops touching.

Where is the middle line?

iEnvelopes does not publish one. It returns only UPPER_LINE (buffer 0) and LOWER_LINE (buffer 1). If a rule needs the centre — to exit a fade at the mean, for instance — add a separate moving-average node with the same period, method and applied price.

Should I fade the envelope or trade through it?

Both work in their own regime, and they are opposites. Fading assumes price returns to the average, which holds in a range. Trading through assumes the break continues, which holds in a trend. Attach a regime filter and let it choose, rather than running both and hoping.

Can I build an Envelopes EA without coding?

Yes. The Envelope Reversal template wires both bands against a Price node with period, method, deviation and applied price exposed as EA inputs, so you can compile, backtest and optimise it per pair without writing MQL5. Choosing the width for a new instrument is the part a template cannot do for you.

How should I validate settings before going live?

Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.

Tren Mean ReversionChannelFilter Tersedia di Builder

Envelopes

Envelopes place two bands a fixed percentage above and below a moving average. Unlike Bollinger Bands the width never adapts, which makes them predictable, easy to reason about, and a clean way to express 'price has gone too far' as a single number you control.

Template settings: 20 / 0.10%
Bands: Upper / Lower
Width: Fixed percentage

Buat di Builder Resep strategi

Ilustratif — data sintetis, bukan kutipan langsung.

What Envelopes tell you

An envelope says price is more than X percent away from its own average. That is a simpler statement than a Bollinger touch, because the distance does not change when volatility does — which is a weakness in a market that speeds up, and a strength when you want a rule whose meaning stays fixed.

Price at the upper line: it is X% above its own average
Price at the lower line: X% below
The width never adapts — the same touch means the same distance in every regime

1 Average the applied price over N bars
2 Add and subtract a fixed percentage
3 Compare price to the two resulting lines

Tampilkan rumus & detail perhitungan

Envelopes are the simplest possible channel — a moving average plus and minus a fixed proportion:

Compute a moving average of the applied price over the period, using the chosen method.
Raise it by the deviation percentage to get UPPER_LINE, buffer 0: UPPER = MA × (1 + D/100).
Lower it by the same percentage to get LOWER_LINE, buffer 1: LOWER = MA × (1 − D/100).

Because the width is a proportion of the average rather than of measured dispersion, the channel scales with price but not with volatility. On a market whose price doubles, the envelope widens proportionally; on a market whose range doubles at the same price, it does not move at all. That single difference is what separates envelopes from Bollinger Bands, and it is the reason the deviation setting has to be chosen per instrument rather than copied.

In MQL5 the call is iEnvelopes(symbol, period, ma_period, ma_shift, ma_method, applied_price, deviation) and it returns a handle to two buffers — upper and lower only, with no middle line. Both ma_method and applied_price are real arguments, so the underlying average is as configurable as a standalone moving average.

Sinyal

Sinyal yang dapat di-backtest dari Envelopes — dan kondisi pasar yang cocok untuk masing-masing.

Envelope Touch

Siap di Builder

Kondisi: Price reaches the upper or lower line
Kondisi terbaik: Ranging markets
Penggunaan umum: Fade back toward the average — with a trend filter

Return to the Middle

Siap di Builder

Kondisi: Price crosses back through the moving average
Kondisi terbaik: Either regime
Penggunaan umum: Exit a faded position at the mean

Envelope Breakout

Siap di Builder

Kondisi: Price closes beyond a line and keeps going
Kondisi terbaik: Trending markets
Penggunaan umum: Trade the same level in the opposite direction when a trend exists

Width Calibration

Interpretasi manual

Kondisi: Choosing the percentage from the instrument's own behaviour
Kondisi terbaik: Any
Penggunaan umum: Set a width that produces a sensible number of touches

Implementasi MT5

Apa yang benar-benar dihitung dan digambar MetaTrader 5 — acuan bagi setiap aturan di halaman ini.

Buffer

Indeks	Buffer	Digambar di MT5 sebagai	Isinya
0	UPPER_LINE	Line	The moving average raised by the deviation percentage.
1	LOWER_LINE	Line	The same average lowered by the same percentage. Note that iEnvelopes does not publish the middle line — you add a separate MA if a rule needs it.

Catatan platform

Fungsi MQL5

iEnvelopes

Applied price

Close Close · Open · High · Low · Median · Typical · Weighted

Di Builder

The Builder's Envelope node exposes period, method, deviation and applied price as EA inputs and passes them to iEnvelopes, with a Band selector choosing the upper or lower buffer.

Catatan implementasi

iEnvelopes publishes only the upper and lower lines — there is no middle-line buffer. A rule that needs the centre adds a separate MA node with the same period and method.
Comparing price to an envelope needs a Price node as the other side of the Compare; a line on its own is a level, not a condition.
Choosing the deviation percentage is not something an EA can do for you — it depends on the instrument's typical range, which is why the width sits in the manual category above.

Bekerja paling baik / gunakan dengan hati-hati

Tidak ada indikator yang merupakan keunggulan universal. Inilah di mana Envelopes membantu — dan di mana ia menyesatkan.

Bekerja paling baik

Ranging markets
Instruments with stable volatility
When you want a fixed, explainable distance
With a trend filter attached

Gunakan dengan hati-hati

Markets whose volatility changes regime
One width across different instruments
Touches as standalone entries
Optimised widths without validation

Buat strategi Envelopes

Hubungkan sinyal ke aturan masuk dan keluar, lalu ekspor EA MT5 yang dapat dikompilasi — tanpa kode.

Lower envelope (20, 0.10%)
Upper envelope (20, 0.10%)
Bid below the lower line → Open Buy · SL 30 / TP 60
Bid above the upper line → Open Sell

Gabungkan Envelopes dengan indikator lain

Satu indikator jarang berdiri sendiri. Kombinasi ini menutupi titik buta Envelopes.

Envelopes + RSI

Bid below lower envelope
RSI < 30
Buy

Mengapa: Require a momentum extreme at the same moment as the distance extreme, so a slow drift out of the channel does not count as a signal
Kondisi terbaik: Ranging

No single-flow template pairs Envelopes with RSI — the portfolio template that holds both runs them as separate legs. Start from Envelope Reversal and add an RSI node with a Compare at 30.

Buka Builder →

Envelopes + ADX

ADX < 20
Bid below lower envelope
Buy

Mengapa: Only fade the envelope while trend strength is low, since a fixed-width channel is broken through and left behind in any real trend
Kondisi terbaik: Range filtering

No single-flow template pairs Envelopes with ADX. Start from Envelope Reversal and add an ADX node with a Compare below 20.

Buka Builder →

Envelopes + ATR

Bid below lower envelope
ATR sets the stop distance
Buy

Mengapa: Compensate for the fixed width by sizing the stop from current volatility, so the same percentage behaves sanely in a fast market
Kondisi terbaik: Any

No single-flow template pairs Envelopes with ATR. Add an ATR node feeding a risk-based lot or stop node.

Buka Builder →

Parameter

Nilai awal untuk divalidasi pada pasangan dan timeframe Anda sendiri — bukan pengaturan yang dijamin.

Parameter	Default	Rentang uji yang disarankan	Fungsinya
Period	20	10–50	Window for the underlying moving average. Sets where the centre of the channel sits and how fast it follows price.
Deviation	0.1	0.05–1.0	Half-width of the channel as a percentage of the average. This is the number that decides how often price touches, and it is instrument-specific — 0.1% is meaningful on a major FX pair and trivial on an index.
Method	SMA	SMA / EMA / SMMA / LWMA	How the centre average is weighted. Same ENUM_MA_METHOD choices as a plain moving average.
Applied price	Close	Close / Open / High / Low / Median / Typical / Weighted	Price series the centre average runs on. iEnvelopes accepts any ENUM_APPLIED_PRICE value.

Preset awal

Tight 20 / 0.05% Frequent touches, scalping horizon

Template baseline 20 / 0.10% The Builder template's setting

Wide 20 / 0.50% Rare, larger excursions

Contoh pasar

Di mana Envelopes bekerja, di mana ia gagal, dan bagaimana filter mengubah hasilnya.

Berhasil

Fade inside a stable range

Price stretches to the lower line in a quiet session and returns to the average — the case a fixed-width channel describes best.

Gagal

Volatility outgrows the channel

The session's range doubles and price spends the whole day outside the upper line. Every touch is a sell signal and every one of them is early.

Difilter

Trend filter changes the direction

With a strength filter attached, the same upper-line touches are traded through rather than faded once a trend is confirmed — one level, two rules, selected by regime.

Indikator terkait

Bollinger Bands Lihat panduan →

Moving Average Lihat panduan →

ATR Lihat panduan →

Keltner Channel Lihat panduan →

FAQ

Envelopes or Bollinger Bands?: They answer different questions. Bollinger asks 'is price unusual relative to current volatility', because its width is a multiple of measured deviation. Envelopes ask 'is price more than X percent from its average', full stop. If you want a rule whose meaning is fixed and explainable, use envelopes; if you want one that adapts as the market speeds up, use Bollinger.
What deviation percentage should I use?: There is no portable number — it depends entirely on the instrument. A 0.1% envelope is a meaningful distance on EUR/USD and noise on a volatile index. Start from the instrument's own typical daily range, pick a width that produces a sensible number of touches, then test it. Copying a percentage across symbols is the fastest way to get a channel that never touches or never stops touching.
Where is the middle line?: iEnvelopes does not publish one. It returns only UPPER_LINE (buffer 0) and LOWER_LINE (buffer 1). If a rule needs the centre — to exit a fade at the mean, for instance — add a separate moving-average node with the same period, method and applied price.
Should I fade the envelope or trade through it?: Both work in their own regime, and they are opposites. Fading assumes price returns to the average, which holds in a range. Trading through assumes the break continues, which holds in a trend. Attach a regime filter and let it choose, rather than running both and hoping.
Can I build an Envelopes EA without coding?: Yes. The Envelope Reversal template wires both bands against a Price node with period, method, deviation and applied price exposed as EA inputs, so you can compile, backtest and optimise it per pair without writing MQL5. Choosing the width for a new instrument is the part a template cannot do for you.
How should I validate settings before going live?: Backtest on quality tick data first, then run the EA on a demo account before risking money. When optimising, hold back data the search never saw and prefer settings that stay profitable across periods over the single in-sample peak — chasing that peak is overfitting the noise. No default or preset here is a performance promise; every value is a starting point to re-validate on your own pair and broker.

Glossary

Istilah kunci

Volatilitas Backtest Overfitting