MACD and Supertrend Confirmation for Trend-Following Entries

Summary

This strategy combines a MACD crossover with the direction of a Supertrend calculation. It opens a long position only when the MACD line crosses above its signal line while Supertrend indicates an upward trend. The document describes a 20-period ATR-based Supertrend with a factor of 2 and standard 12/26/9 MACD settings. It specifies a percentage stop and an unusually distant take-profit level; the source logic contains long entries only, despite broader claims of bidirectional trading.

The document reports a 46% accuracy rate and 46% return, but gives no supporting trade data or enough detail to assess the calculation, costs, or robustness. The stated backtest covers about a month of hourly BTC/USDT futures data, limiting what can be inferred. Both indicators can lag and produce false signals in ranging markets, while fixed percentage exits may not suit changing volatility. Suggested refinements include ATR-based stops, market-condition and volume filters, and adaptive position sizing.

Key ideas

• A long entry requires both a bullish MACD crossover and an upward Supertrend direction.
• The described settings use a 20-period ATR-based Supertrend and 12/26/9 MACD parameters.
• The source specifies percentage-based exits, including a very distant profit target.
• The reported accuracy and return lack supporting detail and come from a short hourly futures test.
• Lagging signals, ranging markets, and fixed exits are key limitations.

Tags

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