Follow the Supertrend indicator; enter on direction flips and ride until the next flip. Simple trend-following workhorse.
“One indicator, one rule. Designed for people who want to stop second-guessing and simply obey the trend. Cuts losers fast, lets winners breathe.”
The featured config below was not directly covered by the walk-forward grids (different dataset or timeframe, or the in-sample SQN was too low to promote to OOS evaluation). Treat the in-sample numbers with appropriate caution — no unseen-window validation yet.
This strategy: Featured config is snap_4h — outside the walk-forward grid (which uses legacy tick data at 1m/5m/15m). No OOS verdict yet. Treat the in-sample SQN with caution until the test is extended to the 4h/daily snap datasets.
TV Wave-2 multi-year on 5m (Supertrend(10,3) flip): -91k MYR, PF 0.58, 29.4% WR. FCPO 5m flips direction too often for Supertrend to hold winners. Avg trade -153 MYR is the worst of all 5 Wave-2 strategies because the Supertrend stop sits ATR-distant from entry.
Strong, directional trends. Performs poorly in chop.
{
"dataset": "snap_4h",
"tf": "4h",
"params": {
"period": 7,
"mult": 2
},
"trades": 18,
"winRate": 55.56,
"netProfitMYR": 5010,
"profitFactor": 2.13,
"sqn": 1.58,
"maxDrawdownMYR": 2220
}