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.
Indicatori
- SMA (period 20)
- Trend Magic (period 20, ATR 5, coeff 1.0)
- SMA(1) wick wrappers (low / high)
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 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.
Regole di uscita
- 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.
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.
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.
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 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.
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