Dual-Triangle Breakouts Filtered by Three Supertrends and an EMA

Summary

This strategy combines breakout signals from a dual-triangle channel with three Supertrend indicators and a 233-period exponential moving average. The EMA and Supertrend positions are used to define broader direction, while a majority of Supertrend direction changes inform entries and exits. Long entries follow bullish alignment and an upper-channel breakout; shorts use the corresponding bearish conditions and lower-channel breakout. The settings also include separate one-percent stop-loss inputs for long and short positions. The published test configuration uses BTC-USDT futures on ten-minute bars, but no performance statistics are supplied.

The source includes detailed indicator and order logic, though the prose describes some conditions more simply than the code implements them. In particular, the source uses Supertrend relationships to the EMA for broad direction and calculates exits from indicator state changes and partial take-profit conditions. The document warns that sideways markets can trigger repeated entries and stop-outs, and that EMA length involves a responsiveness tradeoff. It also acknowledges that fixed percentage stops do not adapt to changing volatility and suggests testing ATR-based adjustments. Claims of high win rate are not supported by reported test results.

Key ideas

• Three Supertrend indicators with different ATR settings represent shorter and longer trend signals.
• An EMA filter and channel breakout conditions guide long and short entries.
• Indicator state changes and fixed percentage stop inputs are used to manage exits and risk.
• The published BTC-USDT futures test settings include no performance results.
• Sideways conditions, parameter sensitivity, and volatility-insensitive stops are identified as limitations.

Tags

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