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Prior Period Levels strategyvsRSI mean reversion strategy

Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low. · RSI mean reversion strategy: Buy when the market is overextended below the mean, ride it back to fair value.

Seguimiento de tendenciaLargos y cortos

Prior Period Levels strategy

PDH / PDL breakouts — long above the prior day high, short below the prior day low.

Reversión a la mediaSolo largos

RSI mean reversion strategy

Buy when the market is overextended below the mean, ride it back to fair value.

Indicadores

  • Prior Period Levels (daily / weekly / monthly)
  • SMA(1) close wrapper
  • RSI (period 14)

Marcos temporales

15m1h4h
15m1h4h

Sesgo

Largos y cortos

Solo largos

Ajuste al mercado

Strong directional trends

Range-bound

Reglas de entrada

  • Long when close crosses above the prior day's high.
  • Short when close crosses below the prior day's low.
  • Enter long when RSI(14) prints below 30 — the textbook oversold threshold.
  • Only one position at a time; the cooldown blocks immediate re-entry after an exit.

Reglas de salida

  • Opposite-side breakout closes the trade.
  • 4% trailing stop, 2-bar cooldown.
  • Close the position when RSI(14) recovers above 70.
  • Hard stop-loss at 3% below entry; take-profit at 5%.

Comportamiento esperado

Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.

Choppy zig-zag equity curve with frequent small wins and the occasional outlier loss when a sharp downtrend leaves RSI pinned in the oversold zone. Fits range-bound chop; struggles in strong directional regimes.

Complejidad

2 ind · 2 entry · 2 exitMás avanzada
1 ind · 2 entry · 2 exitMás simple

¿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 Prior Period Levels strategy

  • You expect strong directional trends — the thesis is "PDH / PDL breakouts — long above the prior day high, short below the prior day low."
  • You want a long & short bot on 15m–4h candles with a balanced rule-set.
  • You're comfortable monitoring 2 indicators (Prior Period Levels (daily / weekly / monthly), SMA(1) close wrapper).

PDH / PDL breakouts — long above the prior day high, short below the prior day low.

Cuándo elegir RSI mean reversion strategy

  • You expect range-bound — the thesis is "Buy when the market is overextended below the mean, ride it back to fair value."
  • You want a long-only bot on 15m–4h candles with a balanced rule-set.
  • You're comfortable monitoring 1 indicator (RSI (period 14)).

Buy when the market is overextended below the mean, ride it back to fair value.

Prior Period Levels strategy

PDH / PDL breakouts — long above the prior day high, short below the prior day low.

RSI mean reversion strategy

Buy when the market is overextended below the mean, ride it back to fair value.

Comparaciones relacionadas

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