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SuperTrend and CCI Rules for Intraday Crude Oil Trading

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Summary

This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line and CCI below an upper threshold. Positions exit when price crosses back through the trend condition. The example also sets a stop loss and a cash profit target, disables accumulating positions, and includes an optional reinvestment-based sizing section.

The author reports testing on a historical period from December 2015 to October 2016 and gives parameter settings, but provides no performance statistics or validation across other periods. The strategy was not tried with real money, despite the author's optimistic opinion. The author advises adjusting parameters for other timeframes and markets. The short test window and absence of out-of-sample results make the rules exploratory rather than evidence of a reliable live approach.

Key ideas

  • The strategy combines SuperTrend direction with CCI thresholds to trigger long and short entries.
  • Positions exit when price reaches the opposite SuperTrend condition.
  • The example includes a fixed stop loss, a cash profit target, and optional reinvestment sizing.
  • The reported test covers crude oil on 30-minute bars during a limited historical period.
  • The author did not trade the method with real money, and no performance statistics are supplied.

Tags

CommoditiesFuturesTrend followingTechnical indicatorsBacktesting

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