Triple Supertrend Entries Filtered by EMA and ADX

Summary

This trend strategy combines three Supertrend indicators with different ATR multipliers and lookback settings. A long signal requires all three to agree on a bullish direction, while a short signal requires unanimous bearish direction. An optional filter requires price to be on the matching side of an exponential moving average and ADX to exceed a threshold. Positions are closed when the first Supertrend reverses; a setting controls whether the strategy can re-enter while a directional condition persists.

The document presents the indicator agreement and filters as ways to reduce false signals and whipsaws, while noting that indicator lag, restrictive filters, ranging markets, and re-entry costs can undermine results. It supplies BTC-USDT futures backtest settings over about one month, but no performance metrics or comparative test results. The EMA and ADX filters are optional and disabled in the listed defaults, so the described backtest configuration alone does not establish that those filters improved signal quality. Parameter tuning, added filters, and dynamic stops are proposed as future work rather than validated improvements.

Key ideas

• Three Supertrend directions must agree before the strategy can signal a trade.
• An optional EMA and ADX filter checks trend direction and strength before entry.
• A reversal in the first Supertrend is used to close an open position.
• The re-entry option changes whether persistent directional conditions can generate further entries.
• The stated backtest period is short and no results are reported, so the proposed benefits are not demonstrated.

Tags

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