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Super Guppy EMA Trend Signals and Early Entry Modes

Article Strategy library · Author: ChaoZhang

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.

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