Swing Trading with a 200 EMA Filter and SuperTrend Exits
Summary
This swing strategy combines a 200-period exponential moving average (EMA) with a SuperTrend indicator using a 10-period setting and a multiplier of 5. Long entries require price above a rising EMA and a bullish SuperTrend direction. Short entries require price below a falling EMA and a bearish SuperTrend direction; short trading is disabled by default. Open positions close when the SuperTrend direction flips against them.
The document provides the rules and indicator settings, but no performance results or backtest evidence. Although its description mentions an optional fixed risk-to-reward target, that feature does not appear in the supplied strategy code, which shows SuperTrend-flip exits only. The strategy is presented for stocks and indices, but no specific markets, chart intervals, transaction costs, or risk controls are evaluated. Its trend filters may keep it out of some sideways conditions, though the document does not establish how reliably they do so.
Key ideas
- Long entries require price above a rising 200-period EMA and a bullish SuperTrend signal.
- Short entries require price below a falling 200-period EMA and a bearish SuperTrend signal, with shorts disabled by default.
- Positions close when the SuperTrend direction flips against the trade.
- The supplied code does not include the optional fixed target described in the prose.
- The document gives no backtest results to establish performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.