SMA breakout (Donchian-style) strategyvsVFI Volume Flow strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · VFI Volume Flow strategy: Long when smart-money flow turns positive and crosses up; short on the mirrored signal.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
VFI Volume Flow strategy
Long when smart-money flow turns positive and crosses up; short on the mirrored signal.
Indicators
- SMA (period 20)
- VFI (length 130, signal EMA 5)
Timeframes
Bias
Long only
Long & short
Market fit
Volatility expansion
Volume-led participation
Entry rules
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Long when VFI crosses up through its signal line AND VFI is above zero (confirmed accumulation).
- Short on the mirrored down-cross below zero.
Exit rules
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- Opposite VFI/signal crossover 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.
Slow oscillator — fewer trades than a price-based crossover, but each one is volume-confirmed. Equity curve is patient: long quiet stretches punctuated by participation surges.
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 VFI Volume Flow strategy
- You expect volume-led participation — the thesis is "Long when smart-money flow turns positive and crosses up; short on the mirrored signal."
- You want a long & short bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (VFI (length 130, signal EMA 5)).
Long when smart-money flow turns positive and crosses up; short on the mirrored signal.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
VFI Volume Flow strategy
Long when smart-money flow turns positive and crosses up; short on the mirrored signal.
Related comparisons
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