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SuperTrend STRATEGY

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SuperTrend Strategy (Long Only)
A streamlined, long-only implementation of the classic SuperTrend indicator designed for trend-following entries and exits.

How It Works
This strategy identifies uptrend reversals using the SuperTrend algorithm and enters long positions accordingly. When the trend flips bearish, the position is closed — no short entries are taken. This makes it ideal for spot trading or accounts that do not permit shorting.

Core Logic
  • ATR is calculated using a Simple Moving Average (SMA) of True Range for more responsive volatility tracking.
  • A long entry is triggered when the SuperTrend flips from bearish to bullish.
  • The position is closed when the SuperTrend flips back to bearish.
  • "Buy" and "Close" labels are plotted on the chart for clear visual reference.


Default Settings
  • ATR Period: 10
  • ATR Multiplier: 3.0
  • Source: hl2
  • Initial Capital: $10,000
  • Position Size: 100% of equity
  • Commission: 0.015%


Backtest Window
A customizable date range filter is included, allowing you to evaluate performance over specific periods.

Notes
  • This strategy is intended for educational and backtesting purposes only. Past performance does not guarantee future results.
  • Works across all asset classes and timeframes. Adjust ATR Period and Multiplier to suit your preferred market and trading style.
הערות שחרור
SuperTrend Strategy (Long Only)
A streamlined, long-only implementation of the classic SuperTrend indicator designed for trend-following entries and exits.

How It Works
This strategy identifies uptrend reversals using the SuperTrend algorithm and enters long positions accordingly. When the trend flips bearish, the position is closed — no short entries are taken. This makes it ideal for spot trading or accounts that do not permit shorting.

Core Logic
  • ATR is calculated using a Simple Moving Average (SMA) of True Range for more responsive volatility tracking.
  • A long entry is triggered when the SuperTrend flips from bearish to bullish.
  • The position is closed when the SuperTrend flips back to bearish.
  • "Buy" and "Close" labels are plotted on the chart for clear visual reference.

Default Settings
  • ATR Period: 10
  • ATR Multiplier: 3.0
  • Source: hl2
  • Initial Capital: $10,000
  • Position Size: 100% of equity
  • Commission: 0.01%


Backtest Window
A customizable date range filter is included, allowing you to evaluate performance over specific periods.

Notes
  • This strategy is intended for educational and backtesting purposes only. Past performance does not guarantee future results.
  • Works across all asset classes and timeframes. Adjust ATR Period and Multiplier to suit your preferred market and trading style.
הערות שחרור
SuperTrend Strategy (Long Only)
A streamlined, long-only implementation of the classic SuperTrend indicator designed for trend-following entries and exits.

How It Works
This strategy identifies uptrend reversals using the SuperTrend algorithm and enters long positions accordingly. When the trend flips bearish, the position is closed — no short entries are taken. This makes it ideal for spot trading or accounts that do not permit shorting.

Core Logic
  • ATR is calculated using a Simple Moving Average (SMA) of True Range for more responsive volatility tracking.
  • A long entry is triggered when the SuperTrend flips from bearish to bullish.
  • The position is closed when the SuperTrend flips back to bearish.
  • "Buy" and "Close" labels are plotted on the chart for clear visual reference.


Default Settings
  • ATR Period: 10
  • ATR Multiplier: 8.5
  • Source: hl2
  • Initial Capital: $10,000
  • Position Size: 100% of equity
  • Commission: 0.01%


Backtest Window
A customizable date range filter is included, allowing you to evaluate performance over specific periods.

Notes
  • This strategy is intended for educational and backtesting purposes only. Past performance does not guarantee future results.
  • Works across all asset classes and timeframes. Adjust ATR Period and Multiplier to suit your preferred market and trading style.
הערות שחרור
Changelog:
Added process_orders_on_close=true to the strategy() declaration. Without this parameter, orders are executed at the next bar's open by default, which can cause trade entries/exits to appear at unexpected positions or be delayed. With this fix, orders are now processed at the current bar's close, ensuring that Buy/Close signals and actual strategy executions are properly synchronized.

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