TrendShift | Supertrend + ADX Regime-Adaptive Strategy by blitz_locked
By blitz_locked
Performance Metrics
- Author: blitz_locked
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Win Rate: 39.0%
- Profit Factor: 1.57
Description
OverviewMost Supertrend strategies use one fixed ATR multiplier for every market condition — which means it's either too tight (whipsawed in chop) or too wide (late to catch real trends). TrendShift fixes this by reading market regime in real time with ADX and automatically shifting the Supertrend multiplier to match: tight and responsive when the market is trending, wide and defensive (or disabled entirely) when it's choppy. The strategy essentially "changes gears" as conditions change, and shows you exactly which gear it's in.FeaturesADX-based regime detection — classifies the market as Trending, Choppy, or Neutral, with a built-in hysteresis zone so the regime doesn't flicker back and forth near the threshold.Dynamic Supertrend multiplier — automatically tightens (fast entries) in trends and widens (fewer false signals) in chop, recalculated live every bar.Signal gating — Supertrend flips during choppy conditions are suppressed by default; no trades fire on noise.Risk-based position sizing — every trade risks a fixed % of equity, sized off the actual stop distance (the Supertrend line), so trade size adapts to current volatility automatically.Trailing stop + optional R-multiple take profit — the Supertrend line itself trails the stop; an optional fixed reward-to-risk target can close the trade early.Optional chop-flatten & max-bars-in-trade exits — extra safety nets for getting out of dead trades.Clean, glowing trend line with gradient fill — colored green/red by direction, turns gray and flat in chop, with minimal arrow labels only on actual signal flips (no clutter).Live dashboard — a small on-chart table showing current Regime, ADX value, Active Multiplier, and Position status, so you can literally watch the strategy shift gears.How it worksADX is calculated each bar and compared against two thresholds (default: 25 trending / 20 choppy).Based on that regime, the strategy picks a tight multiplier (trending) or a wide one (choppy) for the Supertrend calculation — held steady in the neutral zone to avoid jitter.Supertrend is recalculated using this adaptive multiplier, and a flip in trend direction becomes a trade signal only if the current regime allows new entries.Position size is calculated from your risk % input and the distance from price to the Supertrend line, so every trade risks roughly the same account %, regardless of how wide the current band is.The Supertrend line trails your stop; an optional R-multiple limit order banks profit early if enabled.TipsStart with the default ADX thresholds (20/25) and multipliers (1.75 tight / 4.5 wide) — they're tuned to be reasonable across timeframes, but always re-check on your specific instrument.On lower timeframes or noisier symbols, consider raising the choppy threshold or widening the "wide" multiplier further — chop is more common intraday.Leave "Disable new entries in choppy regime" ON for cleaner equity curves; turn it off if you want to see how the strategy performs without the filter (useful for comparison).The dashboard's ADX/Multiplier readout is the fastest way to sanity-check whether the strategy is behaving as expected on a given chart — if it feels like it's not trading, check whether it's stuck in "CHOPPY."Combine with your own higher-timeframe bias filter if you want extra confluence; the strategy doesn't currently check higher-timeframe trend.This is a strategy script (has backtest results), not just a visual indicator — use the Strategy Tester tab to evaluate performance before live use.