Supertrend With Daily Trend Filter
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 4H candles, long and short, category Multi-Timeframe.
Rules
Entry. On a closed 4H candle, go long when Supertrend(10, 3) flips up and the last closed daily candle is above its EMA(20); go short when it flips down and the last daily close is below its EMA(20).
Managing the trade. Close when Supertrend turns against the trade.
Stop and target. Stop 2.5 x ATR(14) from the entry, never moved. No fixed target: the flip exits.
Exact rules
The daily filter reads the last CLOSED daily candle, never the one still forming.
[EXACT RULES]
timeframe: 4H
long entry: CROSS_UP(SUPERTREND_DIR(10, 3), 0)
long entry: close > EMA(20)@1D
short entry: CROSS_DOWN(SUPERTREND_DIR(10, 3), 0)
short entry: close < EMA(20)@1D
long exit: SUPERTREND_DIR(10, 3) < 0
short exit: SUPERTREND_DIR(10, 3) > 0
stop: 2.5 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 208 | +169.4% | 1.86 | 29.6% | 36.5% |
| Judged on | 156 | +18.5% | 1.19 | 23.1% | 37.8% |
| Whole period | 364 | +219.2% | 1.48 | 29.6% | 37.1% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.