Trend Break + Structure + Range Filter — Strategy by AIScripts
By AIScripts
Performance Metrics
- Author: AIScripts
- Symbol: BMV:MSTR
- Timeframe: 3 minutes
- Net P&L: +344.51 MXN (+0.34%)
- Win Rate: 48.8%
- Profit Factor: 1.143
- Max Drawdown: 462.98 MXN (0.46%)
- Total Trades: 80
Description
This strategy focuses on trading continuation moves after price breaks recent structure, while filtering out low-momentum conditions. The goal is to participate in directional markets and reduce entries during sideways activity.Concept Behind the StrategyMarkets tend to alternate between consolidation and expansion. Instead of reacting to every price movement, this approach waits for a clear break of recent highs or lows, aligned with the prevailing trend.By combining structure, trend bias, and range filtering, the strategy aims to improve trade selection quality.How It Works1. Trend Direction (EMA Filter)A moving average defines the primary market bias.Price above the EMA → bullish biasPrice below the EMA → bearish biasTrades are only taken in the direction of this bias.2. Structure BreakThe system monitors the highest high and lowest low over a defined lookback period.A trade is triggered when price breaks beyond that recent structure.3. Range Filter (Bollinger Logic)If price is moving inside a compressed range, entries are avoided.This helps reduce signals during low-momentum conditions.4. Risk ManagementStop-loss and take-profit levels are based on ATR (Average True Range), which adapts to current volatility.A configurable risk-to-reward ratio determines the target distance.5. Realistic Backtesting SetupCommission and slippage are included to simulate more practical conditions.Key CharacteristicsNon-repainting logicBreakout-based entriesTrend-aligned trade directionVolatility-adjusted exitsDesigned for structured testingWhen It May Perform BetterMarkets with sustained directional movementVolatility expansion phasesInstruments that respect breakout behaviorIt may underperform during prolonged sideways or low-volatility environments.Important NoteThis strategy is intended for research and testing purposes. Performance can vary across assets and timeframes. It should be evaluated across different market conditions before considering live use.