Pivot Percentile Trend Signals with SuperTrend Confirmation

Summary

This strategy combines percentile calculations over several lookback lengths with a longer reference range to estimate bullish and bearish conditions. It calculates upper-price percentiles and lower-price percentiles, counts how often these values sit beyond reference thresholds, and uses those counts alongside SuperTrend analysis to assess trend direction and strength. The source describes configurable trade direction and a starting lookback length, with multiple lengths derived from that input.

The available document ends partway through the count calculation, so it does not show the complete signal rules, exits, or full strategy implementation. It also provides no performance results or market-specific evaluation. The accompanying comments present the method as a way to combine percentile-based momentum assessment with trend analysis, but the claimed precision is not supported by evidence here. The partial code includes an apparent index overwrite when populating the lookback lengths, so its intended multi-length setup may differ from what the displayed implementation actually computes.

Key ideas

• The method compares price percentiles across several lookback lengths with longer-range percentile thresholds.
• It counts percentile conditions to represent bullish, bearish, and weaker trend readings.
• The strategy description says percentile counts are combined with SuperTrend analysis.
• The supplied source is incomplete, so its entry and exit rules cannot be fully assessed.
• The displayed length-array assignments overwrite two entries, which may affect the intended calculation.

Tags

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