SuperTrend Reversals with RSI, SMA, and Time Filters

Summary

This partial strategy script combines SuperTrend direction changes with RSI and an optional SMA trend filter for trading VN30F1M futures. It defines SuperTrend parameters, RSI overbought and oversold thresholds, a 200-period SMA filter, trade direction choices, fixed stop-loss and optional take-profit distances, and a time window. The visible signal logic identifies when SuperTrend switches between rising and falling states, which can serve as reversal triggers.

The document ends as RSI calculation begins, so it does not show how the RSI thresholds and SMA filter are applied to entries or exits. It also provides no backtest results, transaction cost assumptions, or evidence of profitability. The supplied settings are therefore a configurable strategy outline rather than a complete basis for judging performance. Users would need the remaining code and instrument-specific validation to assess signal behavior, execution, and risk.

Key ideas

• The script uses SuperTrend direction changes to identify potential trend reversals.
• RSI thresholds are defined as filters against buying overbought conditions and selling oversold conditions.
• An optional SMA filter is configured to screen trades by broader trend direction.
• Fixed stop-loss and optional take-profit distances, trade direction, and trading hours are configurable.
• The excerpt ends before showing the full entry logic or any performance evidence.

Tags

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