SMA breakout (Donchian-style) strategyvsRSI dip with trend filter strategy
SMA breakout (Donchian-style) strategy: Buy a fresh push above the 20-bar mean and trail the winner until it folds. · RSI dip with trend filter strategy: Buy oversold RSI dips, but only when price is still above the 50 EMA.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
RSI dip with trend filter strategy
Buy oversold RSI dips, but only when price is still above the 50 EMA.
Indicatori
- SMA (period 20)
- RSI (period 14)
- EMA (period 50)
Timeframe
Bias
Solo long
Solo long
Adatto al mercato
Volatility expansion
Filtered, selective
Regole d'ingresso
- Enter long when close crosses above the 20-bar SMA.
- 4-bar cooldown after exit reduces back-to-back whipsaws.
- RSI(14) below 35 AND
- Close is above the 50-bar EMA — the dip is with the trend, not against it.
Regole di uscita
- Close on a cross back below the SMA.
- Trailing 5% stop catches deeper retracements before the SMA flips.
- RSI(14) above 65, OR close drops below EMA(50).
- Hard 2.5% stop; 5% take-profit.
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.
Cleaner equity curve than vanilla RSI mean reversion because the EMA filter cuts the worst counter-trend trades. Fewer setups, but each one comes with a stacked deck.
Complessità
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 RSI dip with trend filter strategy
- You expect filtered, selective — the thesis is "Buy oversold RSI dips, but only when price is still above the 50 EMA."
- You want a long-only bot on 15m–4h candles with a balanced rule-set.
- You're comfortable monitoring 2 indicators (RSI (period 14), EMA (period 50)).
Buy oversold RSI dips, but only when price is still above the 50 EMA.
SMA breakout (Donchian-style) strategy
Buy a fresh push above the 20-bar mean and trail the winner until it folds.
RSI dip with trend filter strategy
Buy oversold RSI dips, but only when price is still above the 50 EMA.
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