Multi-Timeframe EMA and Supertrend Trend-Following Rules

Summary

This system combines a 200-period EMA on a one-hour chart with Supertrend direction on a 15-minute chart. Price above or below the higher-timeframe EMA sets the permitted trade direction, while a newly aligned Supertrend signal triggers an entry. The stop is set at the Supertrend value recorded at entry, and the target is described as twice the stop distance in the code; the accompanying text also mentions 1.5 times, so the target description is inconsistent. A new opposite signal closes any existing position. The published settings identify a Binance TRUMP/USDT futures test window, but no performance results are provided.

The document frames higher-timeframe filtering as a way to avoid countertrend entries and uses ATR-based Supertrend levels for volatility-sensitive stops. It warns that the EMA can lag at turning points, ranging markets can generate repeated false signals, and slippage may enlarge losses. Supertrend parameters may also need market-specific adjustment. The proposed additions—such as trend-strength filters, volume checks, partial exits, and adaptive targets—are suggestions rather than tested findings.

Key ideas

• The one-hour EMA defines the directional filter, and 15-minute Supertrend direction supplies entries.
• The initial stop is placed at the Supertrend value recorded when the trade opens.
• The target multiple differs between the written explanation and code.
• Opposite signals close an existing position before another entry is taken.
• Ranging conditions, lag, slippage, and parameter sensitivity can undermine results.

Tags

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