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Trend followingLong & short15m1h4h

PDH/PDL breakout with SuperTrend filter strategy

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

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Thesis

Prior-day-range breakouts, but only the ones that align with the SuperTrend regime.

Fits Trend following setups — works best when the underlying market behavior matches the thesis, and breaks down when it doesn't. Pair with the backtester's walk-forward mode before committing real capital.

Cleaner than a vanilla PDH/PDL bot — the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.

YAML rule-set

Paste this into the Strategy Designer's Text tab, or use the dashboard button above to load it as a template.

_template:
  title: PDH/PDL breakout filtered by SuperTrend
  category: trend_following
  skill: intermediate
name: pdh_pdl_breakout_with_supertrend
weight: 1.0
long_only: false
indicators:
  ppl:
    kind: prior_period_levels
  st:
    kind: super_trend
    atr_period: 10
    factor: 3.0
  c:
    kind: sma
    period: 1
entry:
  combine: OR
  rules:
    - combine: AND
      direction: long
      rules:
        - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: ppl, field: pdh}}
        - {lhs: {indicator: st, field: state}, op: eq, rhs: {value: 1}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: ppl, field: pdl}}
        - {lhs: {indicator: st, field: state}, op: eq, rhs: {value: -1}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: ppl, field: pdl}}
    - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: ppl, field: pdh}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 3

Indicators

  • pplPrior Period Levels

    Tracker for prior-day high / low (the rule uses pdh and pdl).

  • stSuperTrend (ATR 10, factor 3.0)

    Higher-quality trend filter. state = +1 confirms a bullish regime for PDH longs; state = -1 confirms bearish for PDL shorts.

  • cSMA(1) close wrapper

    Wraps close so the crossing predicates have a tracked previous value.

Entry conditions

The bot opens a position the bar after every condition below has fired.

  • Long when close crosses above PDH AND SuperTrend state = +1.
  • Short when close crosses below PDL AND SuperTrend state = -1.

Exit conditions

Any of the conditions below will close the position.

  • Opposite-side breakout closes the trade — momentum has flipped.
  • 4% trailing stop, 3-bar cooldown.

Expected behavior

Cleaner than a vanilla PDH/PDL bot — the SuperTrend filter cuts counter-trend breakouts that fizzle. Fewer trades but better quality; sits out range days where prior-range breaks fail.

Equity-curve character, not a return forecast. Backtests are not promises about live performance.

Try it on your own data

Open the template in the dashboard to backtest it on BTC, ETH, or any CCXT symbol — or copy the YAML into the Strategy Designer to edit it first.

Open in dashboard →

Past behavior on backtests is not a guarantee of future performance. Markets change; rule sets need re-validation. Trade at your own risk.