Separate Long and Short SuperTrend Signals with Rate-of-Change Filters

Summary

This configurable trend strategy generates long and short signals from separate SuperTrend calculations, each with its own ATR period and multiplier. It filters each side using a separately tuned rate-of-change measure, intended to suppress signals when price movement is too weak or choppy. Users can enable either direction or both, and select fixed-percentage or ATR-derived stop losses independently for long and short positions.

The document explains the chart colors and stop lines and provides default parameter settings. Its published test settings use BTC-USDT futures on Binance at ten-minute intervals over about a month in 2022; no performance metrics are reported, and the source's configurable test-period inputs are not evidence of broader results. The strategy is described as unfinished. Its many independent parameters create room for tuning but also leave robustness and sensitivity unestablished; the document supplies no analysis comparing the long and short configurations.

Key ideas

• Long and short SuperTrend signals use distinct ATR settings.
• Separate rate-of-change filters govern whether each direction can trade in a choppy market.
• Long and short stop losses can be configured independently as fixed or ATR-derived levels.
• The strategy allows longs, shorts, or both to be enabled.
• The published short backtest period has no reported performance results.

Tags

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