Combining SuperTrend, QQE, and EMA Trend Filters
Summary
This strategy combines SuperTrend, QQE, and Trend Indicator A-V2 to seek aligned signals. SuperTrend supplies a directional trend state; QQE uses a smoothed RSI and adaptive bands to classify overbought or oversold conditions; A-V2 compares price and open EMAs as a longer-term trend check. A long signal requires an uptrend, an oversold QQE reading, and rising A-V2 conditions. A short signal requires the converse. The settings include an option to trade long only or both directions.
The document describes the rules and parameter inputs, and gives a BTC/USDT Binance futures backtest configuration spanning late 2022 to late 2023. It reports no performance statistics, so the configuration alone does not establish profitability. The strategy has no explicit stop-loss rule in the provided entry and close logic. The text identifies risks from parameter choices, anomalous price moves, and fundamental reversals, and suggests position sizing, market-specific tuning, and further testing as safeguards or improvements.
Key ideas
- The strategy requires SuperTrend, QQE, and A-V2 conditions to agree before entering.
- QQE applies smoothed RSI with adaptive bands to identify overbought or oversold states.
- A-V2 compares EMAs of close and open prices to filter signals by trend direction.
- The source closes positions when the required conditions no longer hold, but specifies no explicit stop loss.
- The published backtest settings do not include performance results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.