Supertrend + TRAMA [STR]

10 พ.ค. 2023

This STRATEGY combines the Supertrend Indicator with the Trama Indicator and combines it into one Strategy Script for Buy and Sell Signals.
This Script is optimized for the BTC USD Inverse Futures and the Settings for the 15 Minutes TimeFrame are as follows:
Supertrend:
ATR Period = 14
Source = hl2
ATR Multiplier = 4
All Options from Supertrend turned on
Trama:
Length = 200
Src = close
Risk Management:
Lookback = 9
ATR Multiplier = 0.5
RR = 1.5
Risk per Trade in % = 2

Properties:
Enable all "Recalculate"-Options

The Rules are pretty Simple:
If the Supertrend Indicator gives a Buy Signal and this Buy Signal is printed above the Trama Line, then the Strategy prints a blue Arrow which indicates that A Long Position will be entered as soon is the candle is closed.
The Opposite is true for Short Signals. If the Supertrend Indicator gives a Sell Signal and this Sell Signal is printed below the Trama Line, then the Strategy prints a pink Arrow which indicates that a Sell Position will be entered as soon as the candle is closed.

This Strategy Script also has the Option to turn on the Backtest Results Table to display them directly on the Chart.

3 ก.ค. 2023

เอกสารเผยแพร่

* Properties -> Inital Capital / Base Currency / Order Size updated (adjusted for Crypto Trading)
* Added a Bunch of Additional Filters
* Added the Option to use 2.5% max Stop Loss for ATR Stop Loss
* Improved the Win Rate / Profit / Max DD
* Settings are optimized for Bybit BTCUSD.P on 15 Minutes TF
* Strategy is now long-term profitable (Deep Backtesting from 2018 until today)