Multi-Timeframe Supertrend Entries with SMA Cross Exits

Summary

This strategy combines a Supertrend level from a selectable higher timeframe with fast and slow simple moving averages. Long entries require price at or above the selected Supertrend level while the SMA-cross state is bullish; short entries use the inverse conditions. The fast and slow averages also supply exits: a bearish cross closes longs, and a bullish cross closes shorts. The settings allow long-only, short-only, or two-sided trading and expose the Supertrend factor, period, and timeframe.

The document describes the rules and publishes a sample configuration for BTC-USDT futures, using two-hour bars over a one-month window with a 15-minute base period. It gives no performance results, trade statistics, or comparison against a benchmark. Although the introductory text claims stop losses and low risk, the supplied strategy logic contains no stop-loss order; risk therefore cannot be assessed from the stated rules. Its higher-timeframe data handling and crossover-state logic also warrant careful validation before interpreting a backtest.

Key ideas

• Long and short entries require price to align with a selected higher-timeframe Supertrend level and the SMA-cross state.
• Fast and slow SMA crossovers close positions in the opposing direction.
• The configuration supports long-only, short-only, or two-sided orders and several Supertrend timeframes.
• The published sample covers BTC-USDT futures, but reports no performance statistics.
• The source does not implement the stop losses claimed in the prose.

Tags

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