Bollinger squeeze breakout strategyvsPrior Period Levels strategy
Bollinger squeeze breakout strategy: Ride the volatility expansion when price breaks out of a tight Bollinger range. · Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
Indicatori
- Bollinger Bands (period 20, σ × 2)
- Prior Period Levels (daily / weekly / monthly)
- SMA(1) close wrapper
Timeframe
Bias
Solo long
Long e short
Adatto al mercato
Volatility expansion
Strong directional trends
Regole d'ingresso
- Enter long when close crosses above the upper Bollinger band.
- Single position at a time; 3-bar cooldown after exit.
- Long when close crosses above the prior day's high.
- Short when close crosses below the prior day's low.
Regole di uscita
- Close as soon as price slips back below the middle band (the 20-bar SMA).
- Trailing 4% stop on the runner so a failed breakout dies cheaply.
- Opposite-side breakout closes the trade.
- 4% trailing stop, 2-bar cooldown.
Comportamento atteso
Lots of small chop with a handful of clean runs that come after periods of low realised volatility. Quiet markets feed the strategy with setups; the payoff is asymmetric — many small losses, few large wins.
Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.
Complessità
Quale è giusta per te?
Derivato da bias, timeframe e profilo degli indicatori di ogni strategia — non una previsione di backtest.
Quando scegliere Bollinger squeeze breakout strategy
- You expect volatility expansion — the thesis is "Ride the volatility expansion when price breaks out of a tight Bollinger range."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 1 indicator (Bollinger Bands (period 20, σ × 2)).
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Quando scegliere 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.
Bollinger squeeze breakout strategy
Ride the volatility expansion when price breaks out of a tight Bollinger range.
Prior Period Levels strategy
PDH / PDL breakouts — long above the prior day high, short below the prior day low.
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