Combining SuperTrend, QQE, and EMA Signals for Futures Trading
Summary
This futures strategy combines three indicators to generate directional signals. SuperTrend supplies the main trend state, QQE evaluates smoothed RSI relative to dynamic bands, and Trend Indicator A-V2 compares EMAs of the open and close. A long signal requires bullish SuperTrend, a positive QQE condition, and the A-V2 bullish state; short signals require bearish SuperTrend and bearish states from the other filters. The strategy can be configured for long-only or long-and-short trading.
The document describes a BTC/USDT futures backtest spanning January 2024, with hourly strategy bars and 15-minute base data, but provides no return, drawdown, or trade-count results. It also does not specify explicit stop-loss or take-profit orders in the included strategy logic, despite discussing risk control and recommending such exits as a possible response to transaction costs and slippage. Indicator signals can be wrong in unusual market conditions, and parameter selection can materially affect outcomes. The stated gains are not supported by quantitative evidence in the document.
Key ideas
- SuperTrend defines the broad trend direction for trade selection.
- QQE derives dynamic RSI bands, while A-V2 compares smoothed open and close prices.
- Long and short entries require agreement across all three indicator conditions.
- A setting allows the strategy to operate long-only or in both directions.
- The backtest description gives no performance statistics, and the source has no explicit stop or target orders.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.