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SMA breakout (Donchian-style) strategyvsPrior Period Levels strategy

SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low.

BreakoutLong uniquement

SMA breakout (Donchian-style) strategy

Buy a fresh push above the 20-bar mean and trail the winner until it folds.

Suivi de tendanceLong & short

Prior Period Levels strategy

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

Indicateurs

  • SMA (period 20)
  • Prior Period Levels (daily / weekly / monthly)
  • SMA(1) close wrapper

Unités de temps

1h4h1d
15m1h4h

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 the prior day's high.
  • Short when close crosses below the prior day's low.

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.
  • 4% trailing stop, 2-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.

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

Complexité

1 ind · 2 entry · 2 exitPlus simple
2 ind · 2 entry · 2 exitPlus avancée

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 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.

SMA breakout (Donchian-style) strategy

Buy a fresh push above the 20-bar mean and trail the winner until it folds.

Essayer SMA breakout (Donchian-style) strategy dans le dashboard →Lire l'analyse complète →

Prior Period Levels strategy

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

Essayer Prior Period Levels strategy dans le dashboard →Lire l'analyse complète →

Comparaisons associées

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