SMA and Parabolic SAR Trend-Following Rules for VN30 Futures

Summary

This script describes a trend-following approach for VN30 futures using a simple moving average and Parabolic SAR. A rising average together with price above SAR defines a long signal; a falling average and price below SAR define a short signal. Exits use an either-or rule: a change in the average's slope or a move across SAR is sufficient. Users can choose long trades, short trades, or both, and configure a time window, point-based stop, and optional point-based profit target.

The source identifies the intended market and shows default indicator and trade-management settings, but the supplied text ends before all order-handling logic is visible. It contains no backtest configuration, performance report, or empirical evidence. The rules are therefore a description of a script's intended behavior, not evidence of profitability; the time filter and fixed-point exits may also need market-specific evaluation.

Key ideas

• Long signals require a rising SMA and price above Parabolic SAR; short signals require the reverse.
• An SMA slope change or a move across SAR can trigger an exit.
• The script offers direction selection, a time filter, a stop, and an optional profit target.
• The provided excerpt contains no backtest results and ends before all execution logic is shown.

Tags

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