Supermind Pressure and Support Line Crossover Trading System

Summary

This Supermind example turns a pressure-and-support indicator into a simple long-only trading system. It computes a price measure from the open, high, low, and close, then scales it within the recent 34-period low-to-high range. Two moving averages smooth that value: a 13-period average and a 3-period average of the first. A crossover of the faster series above the slower one triggers a buy; a downward crossover triggers a sell.

The position size is calculated from a fixed cash allocation of 500,000, rounded to 100-share lots. The rules buy only when there is no current holding and sell the entire available holding when the exit signal occurs. The document provides indicator and execution logic but no backtest, performance evidence, or risk controls. Results may depend on the platform’s signal timing, price data, and order assumptions.

Key ideas

• The indicator normalizes a weighted price measure within the preceding 34-period low-to-high range.
• A 13-period moving average and a 3-period smoothing generate the two crossover series.
• An upward crossover enters a long position, while a downward crossover exits it.
• Position size targets 500,000 in value and rounds the share count to 100-share lots.
• The document supplies no performance results or evidence that the rules are profitable.

Tags

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