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SuperTrend with filter (an attempt)

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A big problem with Supertrend is that it is difficult to control the trend when the k-line is close to the trend line .
So, this script tries to find a solution to filter wear as much as possible, and calculates the smallest possible stop loss interval at the same time.

The red/green line is same as original Supertrend, and the new black line is the stop loss line.
You will find that it does not completely filter all conditions, but at least it is effective.

When the supertrend task trend turns, you can place a "plan order" according to the price given by the black line. When the trend really changes, you will only get a little less profit.

In the indicator settings, you can choose a stop loss plan.
There are three types:
radical
neutral
conservative

Filter out more volatility , which means taking a bigger stop loss.

原Supertrend的一大问题就是价格接近趋势线的时候常常有很大的磨损(假突破、针尖)。
这个脚本试图过滤掉一些磨损,并提供一个尽可能小的止损位。

红绿线依旧是原版的supertrend,新添加的黑线就是止损位了。
显然有些大一点的针尖依旧无法过滤,但至少是有效的。

当supertrend任务趋势转向的时候,可以按黑线的价位挂计划委托单开仓。这样就过滤了小针尖的假突破,并且如果真的抓到了一段趋势,这一点点利润损耗是无关紧要的。

在指标的参数设置中,提供了三种止损级别
激进
中立
保守

想要过滤掉更多的针尖,也就意味着承受更大的止损。

个人觉得激进就好,遇到深一点的针,等收上去重新开单得了
版本注释: Update alert message.
Add label to show add and stop price.
更新警报信息,汇报状态无需手动填写价格参数。
在图表上直接显示加仓和止损的价格
版本注释: The close potion is just a notice, for reference only.
平仓信号只是个提示,仅供参考。
版本注释: update to pine version 5

update settings
受保护脚本
该脚本是闭源发布的,您可以自由使用它。您可以收藏它以在图表上使用。您无法查看或修改其源代码。
想在图表上使用此脚本?