SMA breakout (Donchian-style) strategyvsOB retest with structure filter strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · OB retest with structure filter strategy: Fine-grained order-block retest, gated by a slower market-structure regime.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
OB retest with structure filter strategy
Fine-grained order-block retest, gated by a slower market-structure regime.
Indicadores
- SMA (period 20)
- Order Block (swing 10)
- Market Structure (swing 30)
Marcos temporales
Sesgo
Solo largos
Largos y cortos
Ajuste al mercado
Volatility expansion
Strong directional trends
Reglas de entrada
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Long on a bullish OB retest while market-structure state is +1.
- Short on a bearish OB retest while state is -1.
Reglas de salida
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- OB mitigation closes the trade — the SMC thesis is invalidated.
- 4% trailing stop, 3-bar cooldown.
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.
Stricter than the bare Order Block strategy — the regime filter throws out counter-trend OBs. Fewer trades but cleaner ones; long flat stretches when fine and coarse SMC disagree.
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 OB retest with structure filter strategy
- You expect strong directional trends — the thesis is "Fine-grained order-block retest, gated by a slower market-structure regime."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Order Block (swing 10), Market Structure (swing 30)).
Fine-grained order-block retest, gated by a slower market-structure regime.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
OB retest with structure filter strategy
Fine-grained order-block retest, gated by a slower market-structure regime.
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