Adaptive SuperTrend Signals with Learning, Filters, and Risk Controls

Summary

This document describes a MetaTrader 5 SuperTrend indicator that adapts its volatility bands and selected trade parameters using prior signal outcomes. It offers reversal and failed-breakout signal modes, with optional confirmation from RSI, tick-volume surges, and the size of the price swing. A regime and volatility grid stores weighted outcome statistics, while an optimizer, decaying outcome records, and optional small-batch updates inform parameter adjustments. A risk guard can limit signal frequency after losses or when session limits are reached.

Signals receive a confidence score in a hidden buffer that an Expert Advisor can read for filtering or position sizing. A chart dashboard reports simulated and historical signal measures, but its PnL relies on ATR-based assumptions rather than broker execution. The document explains the design and parameter options but provides no independent performance evidence. Adaptive parameters and confidence scores do not establish predictive value; results depend on implementation and market data, and should be evaluated with realistic costs and out-of-sample testing before live use.

Key ideas

• The indicator builds SuperTrend bands from an ATR envelope and adapts selected parameters using prior outcomes.
• Signals can use reversal or failed-breakout logic and optional RSI, volume, and structural-level filters.
• A regime grid and decaying outcome records inform confidence estimates and optimizer updates.
• Session limits, loss pauses, and streak rules can block additional signals.
• Dashboard PnL is simulated and does not capture actual broker execution conditions.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.