SuperTrend

הרעיון במילים פשוטות

It is a trailing stop that adapts to volatility: in calm markets it stays close, in wild markets it gives more room. When the price closes beyond it, the trend is considered to have flipped.

איך זה מחושב

Bands are placed a multiple of ATR above and below the candle's midpoint; the line only moves in the trend's direction and switches sides when the close crosses it.

Upper = (high + low) ÷ 2 + multiplier × ATR,  Lower = (high + low) ÷ 2 − multiplier × ATR
Uptrend: line = lower band (never moves down); downtrend: line = upper band (never moves up)
Defaults: ATR 10, multiplier 3

איך משתמשים בזה

• Follow the trend while the line is green; step aside or reverse when it turns red.
• Use the line as a trailing stop.

הסקת מסקנות

• Fewer, later signals than moving average crossovers, with fewer whipsaws.

ממה להיזהר

• In sideways markets it will flip back and forth and lose.

קצת היסטוריה

Commonly credited to the French trader Olivier Seban.