趨勢 Mean ReversionChannelFilter 在 Builder 中可用
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
示意性 — 合成資料，非即時報價。
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
顯示公式與計算詳情
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.
訊號
Envelopes 提供的可回測訊號 — 及每個訊號適合的市場狀態。
Return to the Middle
Builder 可實現Envelope Breakout
Builder 可實現Width Calibration
人工判讀MT5 實作
MetaTrader 5 實際計算與繪製的內容——本頁每條規則的依據。
緩衝區
| 索引 | 緩衝區 | MT5 中的繪製方式 | 存放內容 |
|---|---|---|---|
| 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. |
平台說明
最佳適用場景 / 謹慎使用
沒有任何指標具有普適優勢。以下是 Envelopes 發揮作用的場景 — 以及可能誤導的場景。
最佳適用場景
- Ranging markets
- Instruments with stable volatility
- When you want a fixed, explainable distance
- With a trend filter attached
謹慎使用
- Markets whose volatility changes regime
- One width across different instruments
- Touches as standalone entries
- Optimised widths without validation
構建 Envelopes 策略
將訊號接入進場和出場規則，然後匯出可編譯的 MT5 EA — 無需撰寫程式碼。
- 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
將 Envelopes 與其他指標組合
單一指標很少獨立有效。這些組合彌補了 Envelopes 的盲點。
Envelopes + RSI
- Bid below lower envelope
- RSI < 30
- Buy
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.
開啟 Builder →Envelopes + ADX
- ADX < 20
- Bid below lower envelope
- Buy
No single-flow template pairs Envelopes with ADX. Start from Envelope Reversal and add an ADX node with a Compare below 20.
開啟 Builder →Envelopes + ATR
- Bid below lower envelope
- ATR sets the stop distance
- Buy
No single-flow template pairs Envelopes with ATR. Add an ATR node feeding a risk-based lot or stop node.
開啟 Builder →參數
在您自己的貨幣對和時間框架上驗證的起始值 — 非保證設置。
| 參數 | 預設值 | 建議測試範圍 | 功能說明 |
|---|---|---|---|
| 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. |
初始預設
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
市場示例
Envelopes 有效的場景、失效的場景，以及篩選器如何改變結果。
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.
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.
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.
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.