EMA breakout with ATR sizing strategyvsBollinger squeeze breakout strategy
EMA breakout with ATR sizing strategy: Cross above a 20-bar EMA, trail the position with ATR-aware stop bands. · Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Indicadores
- EMA (period 20)
- ATR (period 14)
- Bollinger Bands (period 20, σ × 2)
Marcos temporales
Sesgo
Solo largos
Solo largos
Ajuste al mercado
Volatility shifts
Volatility expansion
Reglas de entrada
- Enter long when close crosses above EMA(20).
- Cooldown of 4 bars after exit.
- Enter long when close crosses above the upper Bollinger band.
- Single position at a time; 3-bar cooldown after exit.
Reglas de salida
- Cross back below EMA(20) closes the trade.
- Hard 5% stop; trailing 4% stop locks in winners as ATR shifts.
- 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.
Comportamiento esperado
Long stretches of flat or modest growth followed by occasional sharp jumps when a sustained trend follows the EMA-cross signal. Quiet markets generate few setups by design.
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 — many small losses, few large wins.
Complejidad
¿Cuál es la adecuada para ti?
Derivado del sesgo, marco temporal y perfil de indicadores de cada estrategia — no es una previsión de backtest.
Cuándo elegir EMA breakout with ATR sizing strategy
- You expect volatility shifts — the thesis is "Cross above a 20-bar EMA, trail the position with ATR-aware stop bands."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (EMA (period 20), ATR (period 14)).
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Cuándo elegir Bollinger squeeze breakout strategy
- You expect volatility expansion — 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, σ × 2)).
Ride the volatility expansion when price breaks out of a tight Bollinger range.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Comparaciones relacionadas
Otros emparejamientos que involucran una de estas estrategias.
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