TRIPLE Supertrend + Stochastic RSI + 200 EMA Strategy Tested 100 Times
Doesn't work
No edge after realistic trading costs
- trades tested
- 1,257
- per trade after costs
- -1.06bp
- winners
- 42%
- years of data
- 14.7
On EURUSD 1h, go long when price is above the 200 EMA, both Stochastic RSI lines have dipped below 20 and then cross back up, with at least two of three Supertrends (12/3, 11/2, 10/1) below price; shorts mirror above 80 under the 200 EMA. Stop at the second Supertrend line, target 1.5R.
The exact rules we tested
- 01Instrument: EURUSD | Signal timeframe: 1h | Direction: both
- 02LONG sequence: 1. [(srk < 20) AND (srd < 20)] just became true this bar THEN 2. srk crosses above srd (within 10 bars)
- 03SHORT sequence: 1. [(srk > 80) AND (srd > 80)] just became true this bar THEN 2. srk crosses below srd (within 10 bars)
- 04Long filter: (close > ema200) AND (((st1.dir > 0) AND (st2.dir > 0)) OR ((st1.dir > 0) AND (st3.dir > 0)) OR ((st2.dir > 0) AND (st3.dir > 0)))
- 05Short filter: (close < ema200) AND (((st1.dir < 0) AND (st2.dir < 0)) OR ((st1.dir < 0) AND (st3.dir < 0)) OR ((st2.dir < 0) AND (st3.dir < 0)))
- 06Entry: market at next bar open
- 07Stop: at the st2.line (longs) / st2.line (shorts) level
- 08Target: 1.5R (risk-multiple of stop)
- 09Where srnum = rsi14 minus rsilo
- 10Where srden = rsihi minus rsilo
- 11Where srraw = srnum divided by srden
- 12Where srpct = srraw times 100