Triple Supertrend Entries with EMA and ADX Filters

Summary

This strategy combines three Supertrend indicators with different ATR multipliers and lookback periods. A long setup requires all three direction signals to be bullish; a short setup requires all three to be bearish. By default, entries can recur whenever the aligned condition holds, while an option uses a position-state flag to restrict re-entry until the opposite signal occurs.

An optional filter requires ADX to exceed a chosen threshold and price to be on the corresponding side of a long-period EMA. Positions exit when the first Supertrend reverses. The document provides implementation details and entry/exit rules, but no performance results or tested market conditions. The ADX and EMA filter is disabled by default, and the strategy's behavior depends on parameter choices and chart data. It therefore describes a testable trend-following rule set rather than evidence of profitability.

Key ideas

• Long entries require all three Supertrend directions to align bullishly, with the reverse condition for shorts.
• An optional ADX threshold and EMA price-side filter can qualify entries.
• The first Supertrend reversal closes the corresponding position.
• The re-entry setting controls whether same-direction setups can reopen before an opposite signal.

Tags

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