SuperTrend

Идея простыми словами

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.

Как считается

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

Как использовать

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

Выводы

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

На что обратить внимание

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

Немного истории

Commonly credited to the French trader Olivier Seban.