SMA breakout (Donchian-style) strategyvsSuperTrend + VFI confluence strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · SuperTrend + VFI confluence strategy: SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
SuperTrend + VFI confluence strategy
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
Indicators
- SMA (period 20)
- SuperTrend (ATR 10, factor 3.0)
- VFI
Timeframes
Bias
Long only
Long & short
Market fit
Volatility expansion
Strong directional trends
Entry rules
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Long when SuperTrend flips bullish AND VFI is positive.
- Short when SuperTrend flips bearish AND VFI is negative.
Exit rules
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- Any SuperTrend flip closes the trade.
- 4% trailing stop, 3-bar cooldown.
Expected behavior
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.
Cleaner than vanilla SuperTrend — the volume filter cuts the low-conviction flips that fire in chop. Fewer trades, smoother equity curve, occasional missed early-trend entries when volume lags price.
Complexity
Which one is right for you?
Derived from the bias, timeframe and indicator profile of each strategy — not a back-test forecast.
When to pick SMA breakout (Donchian-style) strategy
- 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.
When to pick SuperTrend + VFI confluence strategy
- You expect strong directional trends — the thesis is "SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (SuperTrend (ATR 10, factor 3.0), VFI).
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
SuperTrend + VFI confluence strategy
SuperTrend regime flip filtered by Volume Flow direction — only trade flips backed by volume.
Related comparisons
Other pairings that involve one of these strategies.
Want to look at a different match-up?
Try another comparison →