EMA breakout with ATR sizing strategyvsRSI mean reversion strategy
EMA breakout with ATR sizing strategy: Cross above a 20-bar EMA, trail the position with ATR-aware stop bands. · RSI mean reversion strategy: Buy when the market is overextended below the mean, ride it back to fair value.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Indikatoren
- EMA (period 20)
- ATR (period 14)
- RSI (period 14)
Timeframes
Bias
Nur Long
Nur Long
Marktpassung
Volatility shifts
Range-bound
Eintrittsregeln
- Enter long when close crosses above EMA(20).
- Cooldown of 4 bars after exit.
- Enter long when RSI(14) prints below 30 — the textbook oversold threshold.
- Only one position at a time; the cooldown blocks immediate re-entry after an exit.
Ausstiegsregeln
- Cross back below EMA(20) closes the trade.
- Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.
- Close the position when RSI(14) recovers above 70.
- Hard stop-loss at 3% below entry; take-profit at 5%.
Erwartetes Verhalten
Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.
Choppy zig-zag equity curve with frequent small wins and the occasional outlier loss when a sharp downtrend leaves RSI pinned in the oversold zone. Fits range-bound chop; struggles in strong directional regimes.
Komplexität
Welche passt zu dir?
Abgeleitet aus Bias, Timeframe und Indikator-Profil jeder Strategie — keine Backtest-Prognose.
Wann EMA breakout with ATR sizing strategy wählen
- You expect volatility shifts — the thesis is "Cross above a 20-bar EMA, trail the position with ATR-aware stop bands."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (EMA (period 20), ATR (period 14)).
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Wann RSI mean reversion strategy wählen
- You expect range-bound — the thesis is "Buy when the market is overextended below the mean, ride it back to fair value."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (RSI (period 14)).
Buy when the market is overextended below the mean, ride it back to fair value.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
RSI mean reversion strategy
Buy when the market is overextended below the mean, ride it back to fair value.
Verwandte Vergleiche
Andere Paarungen, die eine dieser Strategien enthalten.
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