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anaSuperTrend vs. anaSuperTrendM11
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anaSuperTrend vs. anaSuperTrendM11

  #61 (permalink)
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tst1 View Post


The intra-bar feature,you`ve been testing!

Damn...The unconsciousness is a powerful thing!!!


The intra-bar feature allows you to separate the trend change from the indicator settings COBC= true/false.harry104


With the setting Reverse intra-bar = true, the indicator will trigger a reversal intra-bar, if the stop line is broken, even if the indicator is set to CalculateOnBarClose = true.

With the setting Reverse intra-bar = false, the inidcator will trigger a

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  #62 (permalink)
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tst1 View Post


The intra-bar feature,you`ve been testing!

Damn...The unconsciousness is a powerful thing!!!


The intra-bar feature allows you to separate the trend change from the indicator settings COBC= true/false

With the setting Reverse intra-bar = true, the indicator will trigger a reversal intra-bar, if the stop line is broken, even if the indicator is set to CalculateOnBarClose = true.

With the setting Reverse intra-bar = false, the indicator will not trigger a reversal, unless a bar closes beyond the stop line, even if it is set to CalculateOnBarClose = false.


Strategies based on this indicator can be backtested for an intra-bar reversal.

Due to the way the indicator it is possible to backtest a strategy in COBC = true for intra-bar reversals. The only limitation is increased slippage on the backtest. Most of the slippage can be eliminated by adding a secondary 1-tick bar series.

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  #63 (permalink)
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Fat Tails View Post
The intra-bar feature allows you to separate the trend change from the indicator settings COBC= true/false

With the setting Reverse intra-bar = true, the indicator will trigger a reversal intra-bar, if the stop line is broken, even if the indicator is set to CalculateOnBarClose = true.

With the setting Reverse intra-bar = false, the indicator will not trigger a reversal, unless a bar closes beyond the stop line, even if it is set to CalculateOnBarClose = false.


Strategies based on this indicator can be backtested for an intra-bar reversal.

Due to the way the indicator it is possible to backtest a strategy in COBC = true for intra-bar reversals. The only limitation is increased slippage on the backtest. Most of the slippage can be eliminated by adding a secondary 1-tick bar series.

Yes,it`s a great built-in fliter feature the guy was asking for.But it does pretty much the same on Reverse intra-bar = false and COBC = false.It alerts you on the intra-bar shift as well.

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  #64 (permalink)
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Anasupertrend

I have the basic Supertrend for Tradestation, is this version much better? Is it available for Tradestation?

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  #65 (permalink)
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Greg4hvn View Post
I have the basic Supertrend for Tradestation, is this version much better? Is it available for Tradestation?

Here is a version for TradeStation:

https://futures.io/easylanguage-programming/10520-ana-supertrend-2.html#post123303

There are two versions of the anaSuperTrend:

anaSuperTrendM11

-> It does not use a moving average, but a moving median which is staticstically more robust.
-> It allows to switch the trend intra-bar or at the bar close.
-> It takes the value of the median and the average true range one bar ago.

The reason is that the average true range is skewed to the downside (false) when calculated from the current bar which is not yet complete.

anaSuperTrendU11

-> Is based on the anaSuperTrendM11
-> It allows to replace the Median with 28 different moving averages
-> The average true range can be replaced with any of 28 moving averages of the true range, simple range or with the standard deviation

That way you can build thousands of different versions of the SuperTrend.

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  #66 (permalink)
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Hi Fat Tails, still trying to figure out NT so maybe a stupid question but is it possible to incorporate the anaSupertrendM11/U11 directly into a Stop Strategy as part of an overall ATM strategy?

Thanks, Jimmy

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  #67 (permalink)
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Jimmyb2011 View Post
Hi Fat Tails, still trying to figure out NT so maybe a stupid question but is it possible to incorporate the anaSupertrendM11/U11 directly into a Stop Strategy as part of an overall ATM strategy?

Thanks, Jimmy


It can not be incorporated into ATM strategies, as ATM strategies do not allow to define trailing stops based on indicators. But you can easily incorporate it into an automated strategy.

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  #68 (permalink)
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trailing Stops


Fat Tails View Post
It can not be incorporated into ATM strategies, as ATM strategies do not allow to define trailing stops based on indicators. But you can easily incorporate it into an automated strategy.

Thanks...I guess I've got to learn my NT Strategies....

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  #69 (permalink)
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New User

I recently loaded anaSuperTrendM11 onto a TF 750 tick chart as recommended by a friend. Are there any specific entry/exit rules that have been developed? Can this be a standalone method or should it be used as a supportive one to others?

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  #70 (permalink)
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jaypate98 View Post
I recently loaded anaSuperTrendM11 onto a TF 750 tick chart as recommended by a friend. Are there any specific entry/exit rules that have been developed? Can this be a standalone method or should it be used as a supportive one to others?


The SuperTrend can be used at least in two ways:

(1) You can use it to generate entry and exit signals. However, this will only work, if you use additional filters, as the SuperTrend only performs well in trending markets. Typical filters that can be used are chop and time filters to avoid sideways markets.

(2) Alternatively you can set up the SuperTrend on a longer timeframe and use it as a trend filter, but use other indicators for entry timing.

I personally prefer to use the SuperTrend as trend filter, and not for entry timing.

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