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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.

BreakoutLong only

Bollinger squeeze breakout strategy

Ride the volatility expansion when price breaks out of a tight Bollinger range.

Trend followingLong & short

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, Οƒ Γ— 2)
  • Prior Period Levels
  • SuperTrend (ATR 10, factor 3.0)
  • SMA(1) close wrapper

Timeframes

15m1h4h
15m1h4h

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

1 ind Β· 2 entry Β· 2 exitSimpler
3 ind Β· 2 entry Β· 2 exitMore advanced

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 15m–4h candles with a balanced rule-set.
  • You're comfortable monitoring 1 indicator (Bollinger Bands (period 20, Οƒ 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 15m–4h 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

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