What is the SuperTrend policy for the JavaScript version

JavaScript version of SuperTrend strategy is what, many novices are not very clear about this, in order to help you solve this problem, the following editor will explain for you in detail, people with this need can come to learn, I hope you can gain something.

There are many versions of SuperTrend indicators on TV. Find an algorithm that is easy to understand and transplant. Compared with the SuperTrend indicators loaded on the TV chart of the inventor's quantitative trading platform, it is found that there is a slight difference. I do not understand the reason for the time being. I look forward to the great guidance of readers. I will throw a brick to attract jade first.

SuperTrend indicator JavaScript version algorithm

Test code back test comparison:

A simple strategy for using SuperTrend metrics

The trading logic part, relatively simple, is to open long positions when the short trend turns to the long trend.

Short positions are opened when the long trend turns to the short trend.

Policy parameters:

SuperTrend transaction strategy

Policy address: https://www.fmz.com/strategy/201837

Back-test performance

Parameter setting, K-line period, reference: homily's SuperTrend V.1mura-Super trend Line system

The K-line cycle is set for 15 minutes, and the SuperTrend parameter is set to 45pm 3. Check back the most recent year of OKEX futures quarter contract, set one contract for each transaction, because the setting is only one contract at a time, so the capital utilization rate is very low, do not care about the Sharp value.

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