Bollinger squeeze breakout strategyvsPDH/PDL breakout with SuperTrend filter strategy
Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range. Β· PDH/PDL breakout with SuperTrend filter strategy: Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Indicators
- Bollinger Bands (period 20, Ο Γ 2)
- Prior Period Levels
- SuperTrend (ATR 10, factor 3.0)
- SMA(1) close wrapper
Timeframes
Bias
Long only
Long & short
Market fit
Volatility expansion
Strong directional trends
Entry rules
- Enter long when close crosses above the upper Bollinger band.
- Single position at a time; 3-bar cooldown after exit.
- Long when close crosses above PDH AND SuperTrend state = +1.
- Short when close crosses below PDL AND SuperTrend state = -1.
Exit rules
- Close as soon as price slips back below the middle band (the 20-bar SMA).
- Trailing 4% stop on the runner so a failed breakout dies cheaply.
- Opposite-side breakout closes the trade β momentum has flipped.
- 4% trailing stop, 3-bar cooldown.
Expected behavior
Lots of small chop with a handful of clean runs that come after periods of low realised volatility. Quiet markets feed the strategy with setups; the payoff is asymmetric β many small losses, few large wins.
Cleaner than a vanilla PDH/PDL bot β the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.
Complexity
Which one is right for you?
Derived from the bias, timeframe and indicator profile of each strategy β not a back-test forecast.
When to pick Bollinger squeeze breakout strategy
- You expect volatility expansion β the thesis is "Ride the volatility expansion when price breaks out of a tight Bollinger range."
- You want a long-only bot on 15mβ4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Bollinger Bands (period 20, Ο Γ 2)).
Ride the volatility expansion when price breaks out of a tight Bollinger range.
When to pick PDH/PDL breakout with SuperTrend filter strategy
- You expect strong directional trends β the thesis is "Prior-day-range breakouts, but only the ones that align with the SuperTrend regime."
- You want a long & short bot on 15mβ4h candles with a balanced rule-set.
- You're comfortable monitoring 3 indicators (Prior Period Levels, SuperTrend (ATR 10, factor 3.0), SMA(1) close wrapper).
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Related comparisons
Other pairings that involve one of these strategies.
- Bollinger squeeze breakout strategy vs RSI mean reversion strategy
- PDH/PDL breakout with SuperTrend filter strategy vs RSI mean reversion strategy
- Bollinger squeeze breakout strategy vs EMA fast/slow crossover strategy
- EMA fast/slow crossover strategy vs PDH/PDL breakout with SuperTrend filter strategy
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