Supertrend Entries Filtered by RSI and ADX

Summary

The document describes a long-only strategy that combines Supertrend direction changes with RSI conditions and an ADX strength filter. It specifies a long entry when Supertrend changes direction, several RSI readings meet the stated conditions, and ADX is above 20; a Supertrend direction change in the opposite direction closes the position. The listed settings include a 10-period ATR length and factor of 3, alongside ADX smoothing and DI lengths of 7.

The text calls this a dual moving average strategy, but the provided logic uses Supertrend and RSI rather than moving-average crossovers. It gives no performance figures or detailed backtest results, despite describing parameter testing favorably. It identifies frequent signals and indicator failures as risks, and suggests parameter adjustment and stop losses. The supplied backtest settings specify BTC/USDT Binance futures over roughly one year, but do not report outcomes.

Key ideas

• The entry logic combines a Supertrend direction change with multiple RSI conditions and an ADX threshold.
• The described entry is long-only, while an opposite Supertrend direction change closes the position.
• The overview refers to moving-average crosses, but the supplied strategy logic uses Supertrend instead.
• Frequent signals and unreliable indicator readings are identified as risks.
• The backtest settings identify a BTC/USDT futures market and date range but provide no performance results.

Tags

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