FMZ Close-Reanchored ATR Brackets: Six-Asset Hyperliquid Supertrend Panel

Hypothesis

Derived by the Research Lead from ChaoZhang’s Dynamic Optimized Supertrend Trading Strategy (https://www.fmz.com/strategy/455364), whose archived full text and Pine code were read: test fresh Supertrend flips with the source’s unusual close-reanchored ATR stop and target, rather than a fixed-entry bracket or a monotonic trailing stop. Independently trade BCH, LTC, UNI, AAVE, ETC and COMP Hyperliquid linear perpetuals on synchronized 4-HOUR bars. Adaptations are the venue, six-name panel, 4-hour interval and explicit equity-relative risk specification; the signal and moving-exit construction come from the source code. Baseline ATR length 14, factor 3, stop multiplier 1, target multiplier 2. On this continuous venue, use a market order at the signal bar close as the registry’s faithful equivalent of next-bar-open execution. Protective stops match intrabar in the platform; exchange-hosted protection is not required. No selected same-bar stop/target policy is assumed: accept the engine’s adaptive OHLC ordering. No historical performance has been measured for this proposal.