SuperTrend Entries Filtered by the 200-Day Moving Average

Summary

This strategy combines an ATR-based SuperTrend signal with a 200-day simple moving average to trade in the direction of a broad trend. It enters long when the SuperTrend is bullish and price is above the average, or short when bearish and price is below it. Positions close when the SuperTrend reverses against the trade; the stated stop loss is 25%. The listed defaults use an ATR length of 10 and multiplier of 3.

The document describes the indicator logic and gives backtest settings for BTC/USDT futures over a short period, but reports no performance results. It argues that the moving average may filter some false signals, while acknowledging that the wide stop can increase liquidation risk under leverage and that sideways markets may generate excess trades and costs. ATR settings and stop management are suggested as areas to tune; the proposed benefits are not established by comparative evidence.

Key ideas

• The strategy uses SuperTrend direction for entries and a 200-day moving average as a trend filter.
• Long and short entries require price to align with both indicators.
• Positions close when the SuperTrend reverses against the current direction.
• The stated 25% stop loss and range-bound signals can create substantial risk and trading costs.

Tags

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