LBR Aberration Trend Following Strategy by uzair2join
By uzair2join
Performance Metrics
- Author: uzair2join
- Symbol: ICMARKETS:XAUUSD
- Timeframe: 1 minute
- Net P&L: +1,190.19 USD (+1.19%)
- Win Rate: 34.1%
- Profit Factor: 1.107
- Max Drawdown: 859.20 USD (0.84%)
- Total Trades: 1,470
Description
Linda Bradford Raschke's Aberration Trend Following StrategyOverviewThis strategy implements a directional Bollinger Band breakout model with volatility normalization and trend alignment.Instead of trading every band breakout, the system applies:• Trend bias using EMA• ATR-based volatility regime filtering• Volatility-adjusted stop-loss placement• Fixed risk-to-reward targetingCore Logic:[Bollinger Band Expansion:Entries trigger when price breaks beyond the outer band during acceptable volatility conditions.Trend Confirmation:Long trades require price above the trend EMA.Short trades require price below the trend EMA.Volatility Filter:ATR is compared against its rolling percentile median to avoid extremely low or extreme volatility environments.Risk Management:Stops are ATR-based and targets are defined using configurable risk-reward ratios.This strategy is designed for trending environments and performs best during volatility expansion phases.