Super Guppy EMA Trend Signals and Early Entry Modes
Summary
This strategy uses two groups of exponential moving averages (EMAs) to identify trend direction and signal trades. Seven faster averages cover periods from 3 to 21, while a slower group runs from 24 to 66; a 200-period EMA can also be displayed. The source code classifies the slower group by its ordering and uses changes in that classification to trigger entries and exits. An optional early-signal mode reacts to directional changes sooner, while the standard mode waits for clearer trend states. Short trades can be disabled.
The document describes a one-minute BTC/USDT futures backtest setup, but reports no performance results, so it provides no evidence that the rules are profitable. It identifies lag, parameter-selection difficulty, and possible prolonged exposure in choppy markets as risks. It suggests volatility-based stops and additional filters, but these are proposed improvements rather than implemented or tested features.
Key ideas
- The strategy uses ordered groups of fast and slow EMAs to represent short- and longer-term direction.
- Changes in the slow EMA group’s classification drive the core entry and exit signals in the source code.
- An early-signal option responds to directional changes sooner, while a more conservative mode waits for clearer alignment.
- The document provides backtest settings but no performance results, so profitability is unsubstantiated.
- Choppy conditions and EMA lag can produce false signals or delay exits.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.