Supertrend [TradingConToto]
ลิงก์ TradingView
คำอธิบาย
Supertrend — ADX/DI + EMA Gap + Breakout (with Mobile UI)
What makes it original
Supertrend combines trend strength (ADX/DI), multi-timeframe bias (EMA63 and EMA 200D equivalent), a structural filter based on the distance between EMA2400 and EMA4800 expressed in ATR units, and a momentum confirmation through a previous high breakout.
This is not a random mashup — it’s a sequence of filters designed to reduce trades in ranging markets and prioritize mature trends:
Direction: +DI > -DI (trend led by buyers).
Strength: ADX > mean(ADX) (avoids weak, choppy phases).
Short-term bias: Close > EMA63.
Long-term bias: Close > EMA4800 ≈ EMA200 daily on H1.
Momentum: Close > High (immediate breakout).
Structure: (EMA2400 − EMA4800) > k·ATR (ensures separation in ATR units, filters out flat phases).
Entries & exits
Entry: when all six conditions are met and no open position exists.
Exit: if +DI < -DI or Close < EMA63.
Visuals: EMA63 is painted green while in position and red otherwise, with a supertrend-style band; “BUY” labels appear below the green band and “SELL” labels above the red band.
UI: includes a compact table (mobile-friendly) showing the state of each condition.
Default parameters used in this publication
Initial capital: 10,000
Position size: 10% of equity (≤10% per trade is considered sustainable).
Commission: 0.01% per side (adjust to your broker/market).
Slippage: 1 tick
Pyramiding: 0 (only one position at a time)
Adjust commission/slippage to match your market. For US equities, commissions are often per share; for spot crypto, 0.10–0.20% total is common. I publish with 0.01% per side as a conservative example to avoid overestimating results.
Recommended backtest dataset
Timeframe: H1
Multi-cycle window (e.g. 2015–today)
Symbols with high liquidity (e.g. NASDAQ-100 large caps, or BTC/ETH spot) to generate 100+ trades. Avoid cherry-picked short windows.
Why each filter matters
+DI > -DI + ADX > mean: reduce counter-trend trades and weak signals.
Close > EMA63 + Close > EMA4800: enforce trend alignment in short and long horizons.
Breakout High : requires immediate momentum, avoids early entries.
EMA gap in ATR units: blocks flat or compressed structures where EMA200D aligns with price.
Limitations
The breakout filter may skip healthy pullbacks; the design prioritizes continuation over perfect entry price.
No fixed trailing stop/TP; exits depend on trend degradation via DI/EMA63.
Results vary with real costs (commissions, slippage, funding). Adjust defaults to your broker.
How to use
Apply it on a clean chart (no other indicators when publishing).
Keep in mind the default parameters above; if you change them, mention it in your notes and use the same values in the Strategy Tester.
Ensure your dataset produces 100+ trades for statistical validity.
รูป Preview
Pine Script Source
//@version=5
strategy("Supertrend [TradingConToto]", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital = 1000000, commission_type = strategy.commission.percent, commission_value = 0.01)
// 🔒 Parámetros fijos
adxLen = 9
emaShortLen = 63
emaMidLen = 2400
emaLongLen = 4800
atrLen = 2
minGapATR = 2.2
// 📈 Indicadores base
emaShort = ta.ema(close, emaShortLen)
emaMid = ta.ema(close, emaMidLen)
emaLong = ta.ema(close, emaLongLen)
atr = ta.atr(atrLen)
avgATR = ta.sma(atr, emaLongLen)
// 📐 ADX y DI
upMove = high - high[1]
downMove = low[1] - low
plusDM = na(upMove) or upMove < 0 or upMove < downMove ? 0 : upMove
minusDM = na(downMove) or downMove < 0 or downMove < upMove ? 0 : downMove
tr = ta.rma(ta.tr(true), adxLen)
plusDI = 100 * ta.rma(plusDM, adxLen) / tr
minusDI = 100 * ta.rma(minusDM, adxLen) / tr
adx = 100 * ta.rma(math.abs(plusDI - minusDI) / (plusDI + minusDI), adxLen)
adxMean = ta.sma(adx, adxLen)
// 📊 Filtros combinados
direccionAlcista = plusDI > minusDI
fuerzaADX = adx > adxMean
sobreEMA = close > emaShort
sobreEMA4800 = close > emaLong
rupturaAlta = close > high[1]
gapEMAsValido = (emaMid - emaLong) > (avgATR * minGapATR)
// 📥 Entrada / 📤 Salida (misma lógica)
enPosicion = strategy.position_size > 0
entrada = direccionAlcista and fuerzaADX and sobreEMA and sobreEMA4800 and rupturaAlta and gapEMAsValido
salida = plusDI < minusDI or close < emaShort
if (entrada and not enPosicion)
strategy.entry("Long", strategy.long, comment = "Buy")
if (salida and enPosicion)
strategy.close("Long",comment = "Sell")
// 🌈 EMA estilo “supertrend”
emaColor = enPosicion ? color.new(color.lime, 0) : color.new(color.red, 0)
plot(emaShort, title="EMA63", color=emaColor, linewidth=3)
// 🎨 Banda Supertrend (relleno hacia extremos de precio)
pBullTop = plot(enPosicion ? emaShort : na, title="BullTop", display=display.none)
pBullBot = plot(enPosicion ? low : na, title="BullBot", display=display.none)
fill(pBullTop, pBullBot, color=color.new(color.lime, 85), title="Bull Fill")
pBearTop = plot(not enPosicion ? high : na, title="BearTop", display=display.none)
pBearBot = plot(not enPosicion ? emaShort : na, title="BearBot", display=display.none)
fill(pBearTop, pBearBot, color=color.new(color.red, 85), title="Bear Fill")
// 🔒 Labels SOLO en cambio de estado (evita repeticiones)
cambiaA_Long = enPosicion and not enPosicion[1]
cambiaA_Flat = not enPosicion and enPosicion[1]
// Posición del label
yBuy = low // debajo de la franja verde
ySell = high // arriba de la franja roja
if (cambiaA_Long and barstate.isconfirmed)
label.new(bar_index, yBuy, text="BUY", style=label.style_label_up,
textcolor=color.white, color=color.new(color.green, 0), size=size.normal, yloc=yloc.belowbar)
if (cambiaA_Flat and barstate.isconfirmed)
label.new(bar_index, ySell, text="SELL", style=label.style_label_down,
textcolor=color.white, color=color.new(color.red, 0), size=size.normal, yloc=yloc.abovebar)
// =========================
// 📱 UI Tabla “re flama” SIN columna de valores actuales
// =========================
uiCompact = input.bool(true, "UI Compact (Mobile)")
// Helpers
fTexto(cond) => cond ? "✅" : "❌"
fRowBG() => color.rgb(255,255,255)
fRowAltBG() => color.rgb(245,247,250)
fHeaderBG = color.rgb(20,20,20)
fNum(x, d) =>
_p = math.pow(10.0, d)
str.tostring(math.round(x * _p) / _p)
// Umbrales
condDirTxt = "+DI > -DI"
condADXTt = "ADX > " + fNum(adxMean,1)
condRupTt = "Cierre > " + fNum(high[1],2)
condEMA63Tt = "Cierre > EMA63"
condEMA200Tt = "Cierre > " + fNum(emaLong,2)
condGapTt = "(EMA2400-EMA4800) > " + fNum(avgATR * minGapATR,2)
// Tabla
var int cols = na
if na(cols)
cols := uiCompact ? 1 : 2 // Compacto = 1 col, Desktop = 2 col
var table t = table.new(position.top_right, cols, 10, bgcolor=color.white,border_width=1, border_color=color.black, force_overlay=true)
fRowCompact(row, titleWithThreshold, cond) =>
table.cell(t, 0, row," " + (cond ? "🟢 " : "🔴 ") + titleWithThreshold + " " + fTexto(cond),text_color=color.black, bgcolor=row % 2 == 0 ? fRowBG() : fRowAltBG(), text_halign=text.align_left)
fRowDesktop(row, titleWithThreshold, cond) =>
table.cell(t, 0, row, (cond ? "🟢 " : "🔴 ") + titleWithThreshold,text_color=color.black, bgcolor=row % 2 == 0 ? fRowBG() : fRowAltBG(),text_halign=text.align_left)
table.cell(t, 1, row, fTexto(cond),text_color=color.black, bgcolor=row % 2 == 0 ? fRowBG() : fRowAltBG(),text_halign=text.align_center)
// Render
if barstate.islast
if uiCompact
table.cell(t, 0, 0, "⚙️ Confirmaciones", text_color=color.white, bgcolor=fHeaderBG)
else
table.cell(t, 0, 0, "⚙️ Condición", text_color=color.white, bgcolor=fHeaderBG)
table.cell(t, 1, 0, "Estado", text_color=color.white, bgcolor=fHeaderBG, text_halign=text.align_center)
// Filas
if uiCompact
fRowCompact(1, condDirTxt, direccionAlcista)
fRowCompact(2, condADXTt, fuerzaADX)
fRowCompact(3, condRupTt, rupturaAlta)
fRowCompact(4, condEMA63Tt, sobreEMA)
fRowCompact(5, condEMA200Tt, sobreEMA4800)
fRowCompact(6, condGapTt, gapEMAsValido)
else
fRowDesktop(1, condDirTxt, direccionAlcista)
fRowDesktop(2, condADXTt, fuerzaADX)
fRowDesktop(3, condRupTt, rupturaAlta)
fRowDesktop(4, condEMA63Tt, sobreEMA)
fRowDesktop(5, condEMA200Tt, sobreEMA4800)
fRowDesktop(6, condGapTt, gapEMAsValido)