SMA breakout (Donchian-style) strategyvsTrend Magic strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · Trend Magic strategy: CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Indicateurs
- SMA (period 20)
- Trend Magic (period 20, ATR 5, coeff 1.0)
- SMA(1) wick wrappers (low / high)
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 the bar's low wick crosses up through the Trend Magic trail line.
- Short when the high wick crosses down through the trail line.
Règles de sortie
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- CCI regime flip through zero closes the active position.
- 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.
Selective entries — the wick-cross condition is strict, so trades fire only when momentum really pushes through. Strong in trending regimes, quiet during balanced ranges.
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 Trend Magic strategy
- You expect strong directional trends — the thesis is "CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror."
- You want a long & short bot on 15m–1d candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (Trend Magic (period 20, ATR 5, coeff 1.0), SMA(1) wick wrappers (low / high)).
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
Trend Magic strategy
CCI-gated ATR ratchet — long on a bullish wick break of the trail, short on the mirror.
Comparaisons associées
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