SuperTrend Trend Following with RSI and ATR Trailing Stops

Summary

This long-only system combines SuperTrend direction, an RSI filter, and a simple moving average to select entries. It buys when SuperTrend is bullish, RSI is below 65, and price is above the 50-period average. The stated exit is a bearish SuperTrend turn, with a trailing stop placed 1.5 ATR below price; the ATR and SuperTrend use a length of 14, and SuperTrend uses a multiplier of 3.

The document presents the indicators as complementary trend, momentum, and volatility checks. It warns that sideways conditions can produce false signals, fast moves can cause stop slippage, and lagging averages or sensitive settings can delay decisions. It lists a BTC/USDT futures test interval and parameters, but supplies no performance evidence. The source code also updates the trailing stop from the current price and maintains it as a nondecreasing level, details that should be examined when reproducing or evaluating the exit behavior.

Key ideas

• A long entry requires bullish SuperTrend, RSI below 65, and price above its 50-period simple moving average.
• The system exits on a bearish SuperTrend signal or when the ATR-based trailing stop is reached.
• The stop distance is set at 1.5 times ATR, with ATR length 14 and SuperTrend multiplier 3.
• The document warns about false signals in ranging markets, slippage, parameter sensitivity, and indicator lag.
• A futures test setup is listed, but no measured results are reported.

Tags

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