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SMA breakout (Donchian-style) strategyvsOB retest with structure filter strategy

SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · OB retest with structure filter strategy: Fine-grained order-block retest, gated by a slower market-structure regime.

BreakoutSolo long

SMA breakout (Donchian-style) strategy

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

Trend followingLong e short

OB retest with structure filter strategy

Fine-grained order-block retest, gated by a slower market-structure regime.

Indicatori

  • SMA (period 20)
  • Order Block (swing 10)
  • Market Structure (swing 30)

Timeframe

1h4h1d
15m1h4h1d

Bias

Solo long

Long e short

Adatto al mercato

Volatility expansion

Strong directional trends

Regole d'ingresso

  • Enter long when close crosses above the 20-bar SMA.
  • 4-bar cooldown after exit reduces back-to-back whipsaws.
  • Long on a bullish OB retest while market-structure state is +1.
  • Short on a bearish OB retest while state is -1.

Regole di uscita

  • Close on a cross back below the SMA.
  • Trailing 5% stop catches deeper retracements before the SMA flips.
  • OB mitigation closes the trade — the SMC thesis is invalidated.
  • 4% trailing stop, 3-bar cooldown.

Comportamento atteso

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.

Stricter than the bare Order Block strategy — the regime filter throws out counter-trend OBs. Fewer trades but cleaner ones; long flat stretches when fine and coarse SMC disagree.

Complessità

1 ind · 2 entry · 2 exitPiù semplice
2 ind · 2 entry · 2 exitPiù avanzata

Quale è giusta per te?

Derivato da bias, timeframe e profilo degli indicatori di ogni strategia — non una previsione di backtest.

Quando scegliere 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.

Quando scegliere OB retest with structure filter strategy

  • You expect strong directional trends — the thesis is "Fine-grained order-block retest, gated by a slower market-structure regime."
  • You want a long & short bot on 15m–1d candles with a balanced rule-set.
  • You're comfortable monitoring 2 indicators (Order Block (swing 10), Market Structure (swing 30)).

Fine-grained order-block retest, gated by a slower market-structure regime.

SMA breakout (Donchian-style) strategy

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

OB retest with structure filter strategy

Fine-grained order-block retest, gated by a slower market-structure regime.

Confronti correlati

Altri abbinamenti che coinvolgono una di queste strategie.

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