Supertrend, MACD, and VWAP Trend Confirmation with Crossover Exits

Summary

The strategy combines Supertrend direction with MACD line position to define bullish or bearish conditions, then requires the close to be above or below VWAP for entry. It exits a long when MACD crosses beneath its signal line and exits a short on the opposite crossover. The documented parameter defaults include a 10-period ATR for Supertrend and standard 12/26/9 MACD settings. A BTC-USDT futures backtest setup is provided for hourly bars over about a month, but no results are reported.

The article also describes adaptive and trailing stops, yet the published source only calculates stop levels and a trailing offset without submitting stop orders; its actual exits are MACD crossover closes. Thus those risk controls are proposed concepts rather than implemented behavior in the example. Repeated entry conditions may also submit entries while a position is open, depending on the platform's strategy handling. The document recommends testing across market conditions, tuning parameters, and managing position and portfolio risk, but offers no evidence that the combined filters improve performance.

Key ideas

• Entries require Supertrend and MACD to agree on direction, with price also on the corresponding side of VWAP.
• MACD signal-line crossovers close positions in the opposite direction.
• The article describes stop-loss and trailing controls, but the provided script does not execute those calculated stops.
• The published BTC-USDT futures setup contains no reported performance results.
• Parameter testing and portfolio risk controls remain necessary before practical use.

Tags

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