SMA breakout (Donchian-style) strategyvsMACD trend with ADX strength filter strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · MACD trend with ADX strength filter strategy: Take MACD long crossovers only when ADX confirms a trend actually exists.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
Indicadores
- SMA (period 20)
- MACD (12 / 26 / 9)
- ADX (period 14)
Marcos temporales
Sesgo
Solo largos
Solo largos
Ajuste al mercado
Volatility expansion
Filtered, selective
Reglas de entrada
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- MACD line crosses above signal AND
- ADX(14) is above 20 — there's a real trend, not just chop.
Reglas de salida
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- MACD line crosses below signal.
- Hard 4% stop; 3% trailing stop locks in winners.
Comportamiento esperado
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.
Trades less frequently than vanilla MACD because the ADX gate sits open only in directional regimes. Equity curve is flatter through chop and adds when a sustained trend kicks in.
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 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.
Cuándo elegir MACD trend with ADX strength filter strategy
- You expect filtered, selective — the thesis is "Take MACD long crossovers only when ADX confirms a trend actually exists."
- You want a long-only bot on 1h–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (MACD (12 / 26 / 9), ADX (period 14)).
Take MACD long crossovers only when ADX confirms a trend actually exists.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
MACD trend with ADX strength filter strategy
Take MACD long crossovers only when ADX confirms a trend actually exists.
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