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Trend followingLong & short15m1h4h

Prior Period Levels strategy

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

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Thesis

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

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.

Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.

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: Prior Day H/L breakout
  category: trend_following
  skill: beginner
name: prior_period_levels
weight: 1.0
long_only: false
indicators:
  ppl:
    kind: prior_period_levels
  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}}
    - combine: AND
      direction: short
      rules:
        - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: ppl, field: pdl}}
exit:
  combine: OR
  rules:
    - {lhs: {indicator: c}, op: crosses_down, rhs: {indicator: ppl, field: pdh}}
    - {lhs: {indicator: c}, op: crosses_up, rhs: {indicator: ppl, field: pdl}}
risk:
  trailing_stop_pct: 0.04
  cooldown_bars: 2

Indicators

  • pplPrior Period Levels (daily / weekly / monthly)

    Clean-room tracker for prior-period high, low, open and close. The default rule uses pdh / pdl — prior day's high and low — for the classic intraday breakout.

  • cSMA(1) close wrapper

    Wraps close as an indicator with a tracked previous value so the crossing predicates fire.

Entry conditions

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

  • Long when close crosses above the prior day's high.
  • Short when close crosses below the prior day's low.

Exit conditions

Any of the conditions below will close the position.

  • Opposite-side breakout closes the trade.
  • 4% trailing stop, 2-bar cooldown.

Expected behavior

Intraday classic — fires on the first decisive break of yesterday's range. Strong in trend days, choppy when price oscillates around the PDH/PDL.

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.