Moving Average and Supertrend Signals with a 44-Period Stop

Summary

This strategy combines directional trend readings with price and moving average behavior to generate long and short entries. It uses a Supertrend indicator, a 14-period exponential moving average whose slope is checked, and a 44-period exponential moving average described as the trailing stop reference. Long entries are associated with a bullish Supertrend, price at or above the short average, and a rising average; short entries reverse those conditions. The document also describes a short and long moving average crossover as a trend signal, although the supplied entry logic relies on the shorter average's direction rather than an explicit crossover.

The published configuration is for BTC-USDT futures, using ten-minute bars over a one-week period. It provides no performance results, so the claimed signal quality and stop effectiveness cannot be assessed. There is also a material mismatch: the prose describes stops near the 44-period average, but the source code does not place stop orders or otherwise use that average in its entry conditions. Failed breakouts, stop placement, and sensitivity to parameter choices remain stated risks.

Key ideas

• The strategy combines Supertrend direction with price relative to a short exponential moving average and its slope.
• The prose describes 14- and 44-period averages, but the code uses the 44-period average only for plotting.
• The document describes the 44-period average as a stop reference, while the code contains no stop order.
• The published setup specifies BTC-USDT futures on ten-minute bars but reports no backtest performance.

Tags

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