Pivot Point SuperTrend with a Moving-Average Trend Filter

Summary

This trend-following method combines pivot highs and lows with an ATR-based trailing band. Recent pivots are blended into a center line, and volatility-scaled upper and lower bands define trend state changes. A separate SuperTrend calculation and moving average provide additional directional conditions for entries, while pivot levels can also be displayed as support and resistance.

The document outlines possible benefits and risks but supplies no measured backtest results; its settings specify BTC/USDT futures over roughly one year. It notes sensitivity to ATR and pivot parameters, false reversals, and the possibility of missed moves after price gaps. The code's entry logic combines filtered SuperTrend flips with pivot-based signals, so the filter does not govern every entry equally. Pivot confirmation also depends on later bars, which can affect when a pivot becomes available and how historical signals should be interpreted.

Key ideas

• Pivot highs and lows are blended into a center line that anchors volatility-adjusted trend bands.
• Trend changes in the bands generate signals, with moving-average conditions added to some entries.
• Pivot levels can provide support and resistance context alongside the trend state.
• No performance statistics are supplied, and parameter sensitivity, reversals, gaps, and pivot confirmation timing limit interpretation.

Tags

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