SuperTrend and EMA Trend Strategy with Choppiness Filters
Summary
This Bitcoin-dollar strategy combines SuperTrend direction with a fast and slow EMA relationship. It opens a long after a bullish SuperTrend flip when the fast EMA is above the slow EMA, or after a bullish EMA crossover while SuperTrend is already bullish; the short logic mirrors these conditions. SuperTrend can be calculated on a selected timeframe using confirmed prior-bar values, while the EMA signals and filters use the chart timeframe.
Entry signals are gated by optional ADX strength, minimum EMA separation, and Choppiness Index thresholds. Exits occur on an opposing SuperTrend flip regardless of those filters. The document also describes a webhook workflow for routing order-fill alerts to an exchange, including quantity formatting and position setup. Although the script includes a strategy report interface and configurable assumptions, the supplied text gives no backtest outcomes or market-specific validation. Multi-timeframe confirmation, costs, and exchange execution details may materially affect results.
Key ideas
- Entries require aligned SuperTrend and EMA direction, with either a trend flip or EMA crossover initiating the signal.
- ADX, EMA separation, and Choppiness Index filters can restrict entries during weak or choppy conditions.
- Positions close on an opposite SuperTrend flip even when entry filters fail.
- SuperTrend can use confirmed values from a selected timeframe while the EMA calculations remain on the chart timeframe.
- Webhook order routing is described, but no performance evidence or independent validation is reported.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.