Supertrend, EMA, and RSI Filters with ATR-Based Exits

Summary

This short-term strategy combines Supertrend direction, price position relative to an EMA, and RSI thresholds to qualify long and short entries. It also limits trading to one position at a time and sets stop and target distances using a percentage stop parameter and an ATR-based profit distance. The stated example describes use on intraday charts, while the published backtest configuration uses ETH/USDT futures on Binance at a three-minute interval over a brief period.

The document provides entry rules, indicator parameters, and a test setup, but no return, drawdown, or trade-count results. Its claims about signal reliability and adaptive risk control therefore remain unverified. The described risks include indicator delay, stops being hit often in volatile conditions, sensitivity to parameter choices, and trading costs from frequent signals. The source also presents its stop as percentage-based and its target distance as ATR-based, so the two exit distances do not adapt in the same way.

Key ideas

• Long entries require bullish Supertrend direction, price above the EMA, and RSI above the stated lower threshold.
• Short entries require bearish Supertrend direction, price below the EMA, and RSI below the stated upper threshold.
• The setup uses a percentage-based stop and an ATR-scaled profit target, with one position allowed at a time.
• The published test settings cover a short three-minute ETH/USDT futures sample and report no performance statistics.

Tags

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