An Adaptive SuperTrend Using Z-Scores, Volume, and Multiple Timeframes
Summary
The document describes a trend-following indicator that adjusts its Average True Range multiplier using Z-score normalization. The stated aim is to widen its trend boundary during volatility spikes and tighten it in steadier conditions, addressing the lag and false reversals associated with fixed multipliers. It also proposes a volume confirmation rule: signals count as confirmed when tick volume exceeds an institutional-average benchmark.
A dashboard is said to display trend status across several intraday and daily timeframes. Green and red markers denote bullish and bearish conditions, while a star marks cases where volume and trend strength agree. These are product feature descriptions rather than demonstrated research findings: the document provides no formula details, definition of the volume benchmark, backtest, or performance evidence. Users would need to test the rules on their instruments and account for false signals, data limitations, and execution costs before relying on them.
Key ideas
- The indicator adapts its ATR multiplier using a Z-score-based volatility measure.
- Its trend boundary is intended to expand during volatility spikes and contract in calmer conditions.
- Tick volume is proposed as a confirmation filter for trend signals.
- A multi-timeframe display summarizes bullish or bearish status across several chart periods.
- The document offers no empirical validation or detailed calculation method.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.