Pivot Supertrend Entries with EMA Filters and ATR Exits

Summary

This strategy uses pivot-derived Supertrend direction changes as trade triggers, with optional entries on ordinary Supertrend signals as well. EMA ordering can filter direction, while a DEMA level and DEMA angle provide additional trend checks. The default configuration uses the pivot Supertrend signal, a DEMA filter and angle filter, and places the stop at the normal Supertrend. If that stop mode is disabled, ATR-based stop and profit distances apply. Optional rules can move the stop to entry after price reaches it and close a chosen portion of the position at that point.

The document says the strategy works better on AUD/USD at a 15-minute timeframe, but its published test settings specify BTC_USDT Binance futures over February 1–11, 2022, with five-minute base data. It provides no performance metrics to reconcile that difference or support the market-specific claim. Results may depend on filters, pivot and ATR settings, and the short published test window; the source also describes position sizing tied to an assumed equity risk fraction, which does not establish live risk or execution outcomes.

Key ideas

• Pivot Supertrend direction changes generate the default long and short entries.
• Optional EMA ordering, DEMA position, and DEMA angle conditions filter trades.
• Stops can follow the normal Supertrend or use ATR distances, with optional partial profit taking and stop movement to entry.
• The document’s AUD/USD recommendation differs from its published BTC_USDT futures test settings.
• No performance metrics are provided, and the stated test covers only a short date range.

Tags

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