SuperTrend Entries Filtered by RSI and EMA

Summary

This document describes a trend strategy using SuperTrend, RSI, and an optional EMA filter. The simple mode enters when SuperTrend direction changes, while the pullback mode looks for a prior-bar interaction with the SuperTrend line followed by a confirming price move. Long conditions can require RSI above a chosen threshold and price above the EMA; shorts can require RSI below its threshold and price below the EMA. Positions are limited to one at a time, and exits use percentage-based stop and take-profit orders. Published defaults include a 10-period ATR, factor of 3, 200-period EMA, and 14-period RSI.

The article presents the filters as ways to align trades with trend and reduce false signals, while acknowledging SuperTrend lag and the limits of EMA and RSI. Its example is configured for BTC/USDT Binance futures over a one-month daily-bar test with 15-minute base data. No results are reported. The entry logic and chosen settings therefore describe a testable hypothesis, not evidence of reliable returns; stop placement and indicator parameters may materially affect behavior.

Key ideas

• SuperTrend defines directional bias using ATR-based bands, with separate simple and pullback entry modes.
• RSI and an optional EMA filter can qualify long and short signals according to configurable thresholds.
• The example exits positions with fixed percentage stop-loss and take-profit orders.
• The document notes lag and whipsaw risks, and supplies backtest settings without reporting performance results.

Tags

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