Supertrend AT v1.0 — Strategy by TradingFactory_
By TradingFactory_
Performance Metrics
- Author: TradingFactory_
- Symbol: BINANCE:BTCUSDT.P
- Timeframe: 5 minutes
- Net P&L: −41,206.81 USDT (−4.12%)
- Win Rate: 25.0%
- Profit Factor: 0.96
- Max Drawdown: 333,425.54 USDT (29.15%)
- Total Trades: 72
- Sharpe Ratio: 0.001
Description
### Overview"Supertrend AT v1.0" is an automated trading strategy based on the Supertrend indicator, designed to detect trend reversals and execute entries accordingly. This script supports both **long and short** positions and includes customizable risk management features such as **RPT (Risk Per Trade)** and **RR (Risk/Reward ratio)**.### Key Features- 📈 **Supertrend-based Entry Logic**: - Enters a **long position** when the Supertrend flips from red to green (downtrend → uptrend). - Enters a **short position** when the Supertrend flips from green to red (uptrend → downtrend).- 💰 **Auto-Calculated Position Sizing**: - Quantity is automatically calculated to ensure that loss per trade (including commission) matches the specified risk percentage (RPT).- 🎯 **Take-Profit and Stop-Loss**: - Both targets are dynamically computed using the RR ratio and account for commission fees.- 📊 **Visual Elements**: - Entry, stop, and target prices are plotted on the chart. - Real-time PnL and account equity are shown in a dashboard. - Optional on-screen README guide explains the strategy and key terms.### Inputs- **RPT (%)**: Risk per transaction (based on account equity).- **RR**: Reward-to-risk ratio.- **Commission (%)**: Used in all calculations (must match the Properties tab).- **Supertrend Settings**: Adjustable factor and length.- **Market Decimal Places**: For accurate quantity rounding according to exchange rules.- **Time Filter**: Set start and end time for trading logic activation.### Risk Management LogicThis strategy calculates trade size and targets using a formula that considers both the price distance between entry and stop-loss and the effect of commission fees. This ensures:- Consistent risk across trades- Realistic take-profit levels- Exchange-compliant order quantities### Notes- ⚠️ Be sure to set the **correct commission rate** and **decimal precision** for your exchange.- ⚠️ If trade quantity is smaller than your exchange’s minimum unit, orders may be rejected.- 🔧 For strategy to behave as intended in automation, double-check both **input tab** and **Properties tab** settings.### DisclaimerThis strategy is for educational and research purposes only. It does not constitute financial advice. Always test on paper before using in a live environment.