Triple SuperTrend Entries with EMA Trend Filter and Stoch RSI

Summary

This strategy combines three SuperTrend lines with a long-term EMA filter and Stochastic RSI timing. It permits longs above the EMA and shorts below it. Entries use Stochastic RSI crossovers from extreme zones alongside SuperTrend alignment: the code’s typical long condition uses a bullish Stochastic RSI cross from below its threshold and at least two SuperTrend lines below the close; the short condition mirrors this from the overbought region. Stops are set from a SuperTrend line, with profit targets at 1.5 times the stop distance.

The supplied settings show a BTC/USDT futures backtest over roughly one year, using a daily period and hourly base data. No outcome statistics are provided. The document describes the method as suitable for short-term trading, but the listed backtest period is daily. It warns that reversals can fail and that unfavorable larger trends can hurt results. It also proposes parameter tuning and position sizing, though the suggestion to increase size during drawdowns can raise risk and is not supported by reported test evidence.

Key ideas

• The EMA filter determines whether the strategy may take long or short positions.
• Stochastic RSI crosses from an extreme zone provide entry timing alongside alignment from three SuperTrend lines.
• Stops use a SuperTrend level, and targets are set at 1.5 times the stop distance.
• The published BTC/USDT futures settings use daily bars with hourly base data over about one year.
• No performance results are reported, and adding size during drawdowns is a proposed optimization rather than validated risk control.

Tags

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