#日内交易策略 Strategy 1: Breakout Retest**

- **Logic**: Capture the momentum after key price level breakouts

- **Trigger Conditions**:

- Price breaks above the previous day's high/low or **15-minute Bollinger Bands (20,2)** outer band

- Volume expands to an average of **150%+**

- **Entry Point**:

> Retest the breakout level and form a **Pin Bar** / **Engulfing Candle** (success rate ↑)

- **Case Study** (July 12, 2025 BTC):

> Price breaks $63,200 (previous day's high) → Retests $63,050 without breaking → Enter long position → Target $63,800 (1R risk-reward)

#### **Strategy 2: Mean Reversion**

- **Applicable Scenarios**: Sideways market (VIX > 60) or overbought/oversold zones

- **Indicator Combination**:

- **RSI(14) >70 for short / <30 for long** (combined with trend filtering)

- **4-hour EMA(50) as the dividing line for long and short**

- **Entry Validation**:

> Appearance of **TD Sequential 9** or **MACD Divergence** enhances signal

- **Take Profit Technique**:

→ Fibonacci Retracement 38.2% / previous swing high

#### **Strategy 3: Order Flow Trading**

- **Tool Requirements**:

- Exchange Depth Chart (Binance/Bybit Level 2 data)

- Volume Distribution Chart (Volume Profile)