HIGHEST PROFIT Triple Supertrend Trading Strategy CODED & BACKTESTED Trade Results
Doesn't work
No edge after realistic trading costs
- trades tested
- 826
- per trade after costs
- -4.67bp
- winners
- 51%
- years of data
- 4.8
BTCUSDT 30-minute long/short system: go long when price is above the 200 EMA, the Stochastic RSI (3,3,14,14) K and D are both below 20 and K crosses above D, and at least two of three Supertrends (10/1, 11/2, 12/3) are green; mirror for shorts above 80 with two red Supertrends below the 200 EMA. Exits are a fixed 2% stop loss and 2% take profit.
The exact rules we tested
- 01Instrument: BTCUSDT | Signal timeframe: 30m | Direction: both
- 02LONG when: sk crosses above sd
- 03SHORT when: sk crosses below sd
- 04Long filter: (close > ema200) AND (sk < 20) AND (sd < 20) AND (stsum >= 1)
- 05Short filter: (close < ema200) AND (sk > 80) AND (sd > 80) AND (stsum <= -1)
- 06Entry: market at next bar open
- 07Stop: 2.0%
- 08Target: 2.0%
- 09Where rsinum = rsi14 minus rsilo
- 10Where rsiden = rsihi minus rsilo
- 11Where rsiraw = rsinum divided by rsiden
- 12Where rsipct = rsiraw times 100
- 13Where st12 = st1.dir plus st2.dir
- 14Where stsum = st12 plus st3.dir