Strategy vault / Trend following
Supertrend4 moving
stop loss trailing and moving average can be use together for best entering and exit position Supertrend+4moving by pejmantak123 backtest
stop loss trailing and moving average can be use together for best entering and exit position Supertrend+4moving by pejmantak123
backtest

Parameters
| Name | Default | What it controls |
|---|---|---|
| v_input_1 | 20 | ATR Period |
| v_input_2_close | 0 | Source: close | high | low | open | hl2 | hlc3 | hlcc4 | ohlc4 |
| v_input_float_1 | 3 | ATR Multiplier |
| v_input_3 | true | Change ATR Calculation Method ? |
| v_input_4 | true | Show Buy/Sell Signals ? |
| v_input_5 | true | Highlighter On/Off ? |
| v_input_int_1 | 5 | Length 1 |
| v_input_6_close | 0 | Source: close | high | low | open | hl2 | hlc3 | hlcc4 | ohlc4 |
| v_input_int_2 | 10 | Length 2 |
| v_input_7_close | 0 | Source: close | high | low | open | hl2 | hlc3 | hlcc4 | ohlc4 |
| v_input_int_3 | 20 | Length 3 |
| v_input_8_close | 0 | Source: close | high | low | open | hl2 | hlc3 | hlcc4 | ohlc4 |
| v_input_int_4 | 30 | Length 4 |
| v_input_9_close | 0 | Source: close | high | low | open | hl2 | hlc3 | hlcc4 | ohlc4 |
Source Pine Script
/*backtest
start: 2022-05-09 00:00:00
end: 2022-05-15 23:59:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
indicator("Supertrend+4moving", overlay=true, timeframe="", timeframe_gaps=true)
Periods = input(title='ATR Period', defval=20)
src = input(close, title='Source')
Multiplier = input.float(title='ATR Multiplier', step=0.1, defval=3.0)
changeATR = input(title='Change ATR Calculation Method ?', defval=true)
showsignals = input(title='Show Buy/Sell Signals ?', defval=true)
highlighting = input(title='Highlighter On/Off ?', defval=true)
atr2 = ta.sma(ta.tr, Periods)
atr = changeATR ? ta.atr(Periods) : atr2
up = src - Multiplier * atr
up1 = nz(up[1], up)
up := close[1] > up1 ? math.max(up, up1) : up
dn = src + Multiplier * atr
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? math.min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
upPlot = plot(trend == 1 ? up : na, title='Up Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.green, 0))
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title='UpTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.green, 0))
plotshape(buySignal and showsignals ? up : na, title='Buy', text='Buy', location=location.absolute, style=shape.labelup, size=size.tiny, color=color.new(color.green, 0), textcolor=color.new(color.white, 0))
dnPlot = plot(trend == 1 ? na : dn, title='Down Trend', style=plot.style_linebr, linewidth=2, color=color.new(color.red, 0))
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title='DownTrend Begins', location=location.absolute, style=shape.circle, size=size.tiny, color=color.new(color.red, 0))
plotshape(sellSignal and showsignals ? dn : na, title='Sell', text='Sell', location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.new(color.red, 0), textcolor=color.new(color.white, 0))
mPlot = plot(ohlc4, title='', style=plot.style_circles, linewidth=0)
longFillColor = highlighting ? trend == 1 ? color.green : color.white : color.white
shortFillColor = highlighting ? trend == -1 ? color.red : color.white : color.white
fill(mPlot, upPlot, title='UpTrend Highligter', color=longFillColor, transp=90)
fill(mPlot, dnPlot, title='DownTrend Highligter', color=shortFillColor, transp=90)
alertcondition(buySignal, title='SuperTrend Buy', message='SuperTrend Buy!')
alertcondition(sellSignal, title='SuperTrend Sell', message='SuperTrend Sell!')
changeCond = trend != trend[1]
alertcondition(changeCond, title='SuperTrend Direction Change', message='SuperTrend has changed direction!')
len1 = input.int(5, minval=1, title='Length 1')
src1 = input(close, title='Source')
offset1 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
out1 = ta.sma(src1, len1)
plot(out1, color=color.new(color.purple, 0), title='MA 1', offset=offset1)
len2 = input.int(10, minval=1, title='Length 2')
src2 = input(close, title='Source')
offset2 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
out2 = ta.sma(src2, len2)
plot(out2, color=color.new(color.red, 0), title='MA 2', offset=offset2)
len3 = input.int(20, minval=1, title='Length 3')
src3 = input(close, title='Source')
offset3 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
out3 = ta.sma(src3, len3)
plot(out3, color=color.new(color.blue, 0), title='MA 3', offset=offset3)
len4 = input.int(30, minval=1, title='Length 4')
src4 = input(close, title='Source')
offset4 = 0//input.int(title='Offset', defval=0, minval=-500, maxval=500)
out4 = ta.sma(src4, len4)
plot(out4, color=color.new(color.yellow, 0), title='MA 4', offset=offset4)
if buySignal
strategy.entry("Enter Long", strategy.long)
else if sellSignal
strategy.entry("Enter Short", strategy.short)Published by ChaoZhang on the FMZ strategy square · last modified 2022-05-17. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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