Breakout Confirmed by On-Balance Volume
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long and short, category Funding and Flow.
Rules
Entry. On a closed daily candle, go long when the close is above the highest high of the previous 20 days and on-balance volume is at its highest of the last 20 days. Go short when the close is below the lowest low of the previous 20 days and on-balance volume is at its lowest.
Managing the trade. Close a long on a daily close below the lowest low of the previous 20 days; close a short on a close above the highest high of the previous 20.
Stop and target. Stop 3 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
timeframe: 1D
long entry: close > PRIOR_HIGH(20)
long entry: OBV >= HIGHEST(20, OBV)
short entry: close < PRIOR_LOW(20)
short entry: OBV <= LOWEST(20, OBV)
long exit: close < PRIOR_LOW(20)
short exit: close > PRIOR_HIGH(20)
stop: 3 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 | 37 | +76.0% | 4.11 | 17.2% | 37.8% |
| Judged on | 27 | +0.9% | 1.08 | 8.8% | 40.7% |
| Whole period | 64 | +77.6% | 2.71 | 17.2% | 39.1% |
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.