SMA breakout (Donchian-style) strategyvsTrend Magic strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · Trend Magic strategy: CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Indikatoren
- SMA (period 20)
- Trend Magic (period 20, ATR 5, coeff 1.0)
- SMA(1) wick wrappers (low / high)
Timeframes
Bias
Nur Long
Long & Short
Marktpassung
Volatility expansion
Strong directional trends
Eintrittsregeln
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Long when the bar's low wick crosses up through the Trend Magic trail line.
- Short when the high wick crosses down through the trail line.
Ausstiegsregeln
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- CCI regime flip through zero closes the active position.
- 4% trailing stop, 2-bar cooldown.
Erwartetes Verhalten
Trendy growth in directional regimes punctuated by ugly chop when price oscillates around the SMA. Best paired with a higher-timeframe trend filter to skip the chop.
Selective entries — the wick-cross condition is strict, so trades fire only when momentum really pushes through. Strong in trending regimes, quiet during balanced ranges.
Komplexität
Welche passt zu dir?
Abgeleitet aus Bias, Timeframe und Indikator-Profil jeder Strategie — keine Backtest-Prognose.
Wann SMA breakout (Donchian-style) strategy wählen
- You expect volatility expansion — the thesis is "Buy a fresh push above the 20-bar mean and trail the winner until it folds."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (SMA (period 20)).
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Wann Trend Magic strategy wählen
- You expect strong directional trends — the thesis is "CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Trend Magic (period 20, ATR 5, coeff 1.0), SMA(1) wick wrappers (low / high)).
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Verwandte Vergleiche
Andere Paarungen, die eine dieser Strategien enthalten.
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