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Multi-period trend confluence strategyvsPDH/PDL breakout with SuperTrend filter strategy

Multi-period trend confluence strategy: Fast and slow trend regimes must agree before opening — long or short. · PDH/PDL breakout with SuperTrend filter strategy: Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Suivi de tendanceLong & short

Multi-period trend confluence strategy

Fast and slow trend regimes must agree before opening — long or short.

Suivi de tendanceLong & short

PDH/PDL breakout with SuperTrend filter strategy

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Indicateurs

  • Trend regime (period 20, slope 3)
  • Trend regime (period 100, slope 8)
  • Prior Period Levels
  • SuperTrend (ATR 10, factor 3.0)
  • SMA(1) close wrapper

Unités de temps

4h1d
15m1h4h

Biais

Long & short

Long & short

Adéquation au marché

Strong directional trends

Strong directional trends

Règles d'entrée

  • Long when BOTH trend20 = +1 AND trend100 = +1.
  • Short when BOTH trend20 = -1 AND trend100 = -1.
  • 8-bar cooldown after exit.
  • Long when close crosses above PDH AND SuperTrend state = +1.
  • Short when close crosses below PDL AND SuperTrend state = -1.

Règles de sortie

  • Exit immediately when the slower trend100 regime flips to 0 (chop).
  • 7% trailing stop on the runner.
  • Opposite-side breakout closes the trade — momentum has flipped.
  • 4% trailing stop, 3-bar cooldown.

Comportement attendu

Trend follower with patience. Long flat periods when the two timeframes disagree, then steady runs when the slow regime turns and the fast one confirms. Drawdowns are deeper because exits wait for chop, not a clean flip.

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

2 ind · 3 entry · 2 exitBalanced
3 ind · 2 entry · 2 exitBalanced

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 Multi-period trend confluence strategy

  • You expect strong directional trends — the thesis is "Fast and slow trend regimes must agree before opening — long or short."
  • You want a long & short bot on 4h–1d candles with a balanced rule-set.
  • You're comfortable monitoring 2 indicators (Trend regime (period 20, slope 3), Trend regime (period 100, slope 8)).

Fast and slow trend regimes must agree before opening — long or short.

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.

Multi-period trend confluence strategy

Fast and slow trend regimes must agree before opening — long or short.

PDH/PDL breakout with SuperTrend filter strategy

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

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