Combining Four Supertrend Filters for EURUSD on Four-Hour Bars

Summary

This strategy proposal combines four trend measures on four-hour EURUSD bars to filter weaker signals: an ATR-based Andrew Abraham trend method, a simplified price-based Supertrend, an adaptive Supertrend whose period responds to an R-squared calculation, and a standard Supertrend. Entries require price to align with three measures, while a minimum separation between two trend lines acts as an additional filter. The author says most parameters follow their original versions and identifies the separation threshold as the main adjustment.

The rules open long or short positions when the entry conditions align and close positions when lines converge or multiple indicators confirm a move against the position. The document supplies rules and indicator settings, but no backtest, transaction-cost assumptions, sample period, or performance statistics. Some exit conditions are asymmetric, and the supplied text does not explain their rationale. The strategy should therefore be read as a rule set to investigate, not evidence that combining the indicators improves results.

Key ideas

• The strategy combines four trend indicators to filter EURUSD entries on four-hour bars.
• Entry direction depends on price aligning with several trend measures.
• A minimum distance between two trend lines is used as an additional entry filter.
• Exit rules use line convergence or confirmation of a move against the position.
• The document provides no performance evaluation or trading-cost analysis.

Tags

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