Break of Structure
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 4H candles, long and short, category Market Structure.
Rules
Entry. A swing high is a candle whose high is above the 3 candles on each side of it (so it is confirmed 3 candles later); a swing low the same for lows. On a closed 4H candle, go long when the close crosses above the last swing high and the last swing low is higher than the one before it. Go short when the close crosses below the last swing low and the last swing high is lower than the one before it.
Managing the trade. Close a long when a candle closes below the last swing low; close a short when one closes above the last swing high.
Stop and target. Stop 2 x ATR(14) from the entry. No fixed target.
Exact rules
timeframe: 4H
long entry: CROSS_UP(close, SWING_HIGH(3))
long entry: SWING_LOW(3) > SWING_LOW(3, 1)
short entry: CROSS_DOWN(close, SWING_LOW(3))
short entry: SWING_HIGH(3) < SWING_HIGH(3, 1)
long exit: close < SWING_LOW(3)
short exit: close > SWING_HIGH(3)
stop: 2 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 377 | +235.1% | 1.51 | 28.8% | 32.6% |
| Judged on | 257 | +17.8% | 1.11 | 26.0% | 32.3% |
| Whole period | 634 | +295.2% | 1.29 | 28.8% | 32.5% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.