Adaptive SuperTrend Signals with Regime Filters and Weighted Scoring

Summary

This SuperTrend strategy varies its ATR multiplier according to market conditions identified with an ATR ratio and ADX. It describes trend, high-volatility, and ranging regimes, adjusting the multiplier in volatile or quiet conditions. Entries require a weighted signal score based on volume, price displacement from the SuperTrend line, EMA alignment, and regime quality, alongside optional trend, volume, and ranging-market filters and a cooldown. The document presents a default score threshold of 65 and outlines ATR, percentage, and SuperTrend exit modes, with optional trailing stops and risk-reward take-profit settings.

The material gives parameter examples and reports that adaptive settings reduce false signals, but supplies no performance statistics to substantiate that claim. Its published backtest settings cover a short hourly interval on PAXG/USDT futures, and the source excerpt is incomplete, limiting independent assessment of the implementation and results. The document itself cautions that past testing does not establish future performance and that extreme conditions may produce consecutive losses. Its recommendations for thresholds and position limits are guidance, not demonstrated outcomes.

Key ideas

• ATR ratio and ADX are used to classify market regimes and adapt the SuperTrend multiplier.
• A weighted score combines volume, price displacement, EMA alignment, and regime information to screen entries.
• Optional filters can exclude ranging conditions, weak volume, or trades that conflict with the EMA direction.
• The strategy offers several stop modes and supports trailing stops and risk-reward-based profit targets.
• The short published backtest interval and incomplete source excerpt limit evaluation of the stated benefits.

Tags

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