SPARK Strategy: SuperTrend, RSI, and Dynamic Position Sizing

Summary

SPARK combines four SuperTrend calculations with RSI signals, while exposing controls for trading direction, minimum bars between trades, position size, and leverage. The trend component signals long or short when all four trend states agree; separate RSI conditions can also submit long entries in oversold conditions and short entries in overbought conditions. The described exits use fixed percentage take-profit and stop-loss levels, with configurable settings presented for fixed or dynamic handling.

The published example is configured for BTC-USDT futures on two-hour bars with fifteen-minute base data over a short historical interval. It gives no performance results, and the source’s order logic does not clearly demonstrate that the indicators act as a joint confirmation: SuperTrend and RSI entries are submitted through separate conditions. The code also calculates position size from initial capital and current price. Parameter sensitivity, overfitting, and losses in extreme markets are identified as risks, so the document does not establish profitability or robustness.

Key ideas

• The strategy calculates four SuperTrend states and uses their agreement for trend-based entries.
• Separate RSI thresholds can trigger entries independently of the SuperTrend conditions in the published source.
• Position quantity is derived from portfolio percentage, leverage, initial capital, and price.
• The example includes take-profit, stop-loss, trade-spacing, and direction settings but reports no performance results.
• Parameter choice, overfitting, and extreme market conditions remain stated risks.

Tags

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