Adaptive SuperTrend Regime Scoring with Position and Exit Controls
Summary
This Pine strategy combines a SuperTrend indicator with regime detection and a composite signal score. Its visible settings provide an ATR-based SuperTrend, an ADX trend threshold, a regime lookback, and an option to adapt the SuperTrend multiplier. The signal engine includes a trend EMA, a volume average, and a minimum score threshold, so entries are intended to require multiple forms of confirmation. Position controls offer risk-based, equity-based, or fixed-unit sizing, with an optional cap near unleveraged equity exposure.
Risk settings let users select ATR, percentage, or SuperTrend-based exits, alongside risk-reward, percentage, or no take-profit modes and an optional trailing stop. The excerpt ends partway through the inputs, so it does not show the complete entry and exit logic or any performance evidence. The listed parameter values describe defaults, not demonstrated results; the strategy would need independent testing with realistic costs and instrument-specific assumptions.
Key ideas
- The strategy combines SuperTrend direction with regime detection and a composite signal score.
- ADX, an EMA trend filter, and average volume are among the configurable signal inputs.
- Position sizing can be based on stop risk, equity notional, or fixed units.
- Stops and profit targets can use ATR, percentages, SuperTrend flips, or risk-reward settings.
- The excerpt does not provide complete trading logic or backtest results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.