ADX-Filtered Pivot SuperTrend Breakouts for BTC Futures

Summary

This strategy builds a trailing trend line from pivot points and an ATR range, then combines it with directional and trend-strength checks. In the supplied code, a long entry requires price above the trailing line and a simple moving average, along with ADX above a fixed threshold. A close below the trailing line exits a long position. Although the prose describes both long and short trades on qualifying breaks, the code does not implement symmetric short entries.

The document includes a BTC/USDT futures backtest configuration and several pivot and ATR inputs, but it provides no performance statistics to support its claims about drawdown or risk-reward. It flags gap moves, threshold sensitivity, and trading costs as concerns, and suggests tuning the ATR and ADX settings or adding a stop loss. The strategy's high-frequency characterization is not substantiated by execution or trade-frequency data.

Key ideas

• Pivot highs and lows are used to update a center level, with an ATR range defining trailing trend boundaries.
• The code opens long positions when price is above both the trailing line and a simple moving average, and ADX clears its threshold.
• A close below the trailing line triggers an exit from a long position; the code does not define the short entries claimed in the prose.
• Gaps, parameter choices, and transaction costs may impair the method.
• The backtest configuration is provided without performance results.

Tags

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