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Premium/Discount Zones strategyvsPrior Period Levels strategy

Premium/Discount Zones strategy: Buy the discount extreme, fade the premium extreme, exit at equilibrium. · Prior Period Levels strategy: PDH / PDL breakouts — long above the prior day high, short below the prior day low.

Mean reversionLong e short

Premium/Discount Zones strategy

Buy the discount extreme, fade the premium extreme, exit at equilibrium.

Trend followingLong e short

Prior Period Levels strategy

PDH / PDL breakouts — long above the prior day high, short below the prior day low.

Indicatori

  • Premium/Discount Zones (lookback 200)
  • Prior Period Levels (daily / weekly / monthly)
  • SMA(1) close wrapper

Timeframe

1h4h1d
15m1h4h

Bias

Long e short

Long e short

Adatto al mercato

Range-bound

Strong directional trends

Regole d'ingresso

  • Long when price is inside the discount zone (current_zone = +1).
  • Short when price is inside the premium zone (current_zone = -1).
  • Long when close crosses above the prior day's high.
  • Short when close crosses below the prior day's low.

Regole di uscita

  • Position closes when price returns to equilibrium.
  • 4% trailing stop, 5-bar cooldown.
  • Opposite-side breakout closes the trade.
  • 4% trailing stop, 2-bar cooldown.

Comportamento atteso

Range trader — fits balanced markets where extremes get bought / faded back to mid. Stacks losses in strong trends that camp at one extreme for many bars.

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

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 Premium/Discount Zones strategy

  • You expect range-bound — the thesis is "Buy the discount extreme, fade the premium extreme, exit at equilibrium."
  • You want a long & short bot on 1h–1d candles with a balanced rule-set.
  • You're comfortable monitoring 1 indicator (Premium/Discount Zones (lookback 200)).

Buy the discount extreme, fade the premium extreme, exit at equilibrium.

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.

Premium/Discount Zones strategy

Buy the discount extreme, fade the premium extreme, exit at equilibrium.

Prior Period Levels strategy

PDH / PDL breakouts — long above the prior day high, short below the prior day low.

Confronti correlati

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