EMA Crossover Trend Following with Pivot and SuperTrend Filters
Summary
This strategy combines moving average crossovers with pivot points and an ATR-based SuperTrend calculation to identify trend direction and potential trades. It uses fixed-timeframe price data, calculates 8- and 21-period EMAs and smooths them with moving averages, then treats a crossover as valid only when it occurs within three bars of a detected pivot. The script enters long or short positions on those filtered signals and tracks the latest pivot highs and lows as potential resistance and support.
The document describes the signal logic and parameters, and gives published backtest settings for BTC-USDT futures on a daily chart from December 2019 to December 2024. It provides no performance statistics, so the settings alone do not establish profitability. The author notes that lag, false signals in ranging markets, missed trades from pivot filtering, and parameter overfitting are risks. The source also includes a plotted SuperTrend but does not use its direction as an entry condition, and it does not specify stop-loss or take-profit orders.
Key ideas
- A crossover between smoothed 8- and 21-period EMAs provides the directional signal.
- A crossover is accepted only when a pivot high or low was detected within the prior three bars.
- An ATR-based SuperTrend and pivot-derived support and resistance are calculated, but the SuperTrend is not used to filter entries.
- The published test settings cover BTC-USDT futures on daily bars from late 2019 through late 2024, without reporting performance results.
- Lag, range-bound false signals, missed opportunities, and overfitting are stated limitations.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.