SMA breakout (Donchian-style) strategyvsPDH/PDL breakout with SuperTrend filter strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · PDH/PDL breakout with SuperTrend filter strategy: Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Indicateurs
- SMA (period 20)
- Prior Period Levels
- SuperTrend (ATR 10, factor 3.0)
- SMA(1) close wrapper
Unités de temps
Biais
Long uniquement
Long & short
Adéquation au marché
Volatility expansion
Strong directional trends
Règles d'entrée
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- Long when close crosses above PDH AND SuperTrend state = +1.
- Short when close crosses below PDL AND SuperTrend state = -1.
Règles de sortie
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- Opposite-side breakout closes the trade — momentum has flipped.
- 4% trailing stop, 3-bar cooldown.
Comportement attendu
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.
Cleaner than a vanilla PDH/PDL bot — the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.
Complexité
Laquelle te convient ?
Déduit du biais, de l'unité de temps et du profil d'indicateurs de chaque stratégie — ce n'est pas une prévision de backtest.
Quand choisir 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.
Quand choisir PDH/PDL breakout with SuperTrend filter strategy
- You expect strong directional trends — the thesis is "Prior-day-range breakouts, but only the ones that align with the SuperTrend regime."
- You want a long & short bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 3 indicators (Prior Period Levels, SuperTrend (ATR 10, factor 3.0), SMA(1) close wrapper).
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
PDH/PDL breakout with SuperTrend filter strategy
Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.
Comparaisons associées
Autres duels impliquant l'une de ces stratégies.
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- PDH/PDL breakout with SuperTrend filter strategy vs RSI mean reversion strategy
- SMA breakout (Donchian-style) strategy vs EMA fast/slow crossover strategy
- EMA fast/slow crossover strategy vs PDH/PDL breakout with SuperTrend filter strategy
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