Multi-Timeframe Supertrend and Gann High-Low Breakout Strategy

Summary

This strategy combines an ATR-based Supertrend with rolling Gann high and low levels. It uses the 15-minute timeframe for entries: a long signal requires price above both the Supertrend line and the rolling high, while a short signal requires price below both the line and the rolling low. The 5-minute signals are used to close positions when price crosses the corresponding Supertrend and Gann levels.

The document describes adjustable indicator periods and multiplier, and discusses potential benefits of combining timeframe signals and requiring two confirmations. It also identifies lag, false breakouts in sideways markets, parameter sensitivity, conflicting timeframe signals, and fixed position sizing as risks. Suggested refinements include trend-strength or volume filters, more flexible exits, volatility-aware sizing, and market-state filters. Published settings specify a Binance SOL/USDT futures backtest over a limited period, but no performance results are provided; the claimed benefits therefore remain unverified, and the rules would need careful testing across markets and regimes.

Key ideas

• Entries use 15-minute Supertrend and rolling high-low levels as joint breakout conditions.
• Five-minute indicator conditions determine when existing positions are closed.
• The Supertrend adjusts to volatility through its ATR basis, while the high-low levels depend on a lookback period.
• Sideways price action, lag, parameter choices, and timeframe conflicts can weaken the signals.
• The document supplies backtest settings but no results demonstrating performance.

Tags

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