Supertrend Strategy Optimization for TradingView
Optimize Supertrend ATR period and multiplier on TradingView with grid search. Test thousands of parameter combinations to find the best settings for your strategy.
Add to Chrome FreeBuilding a Supertrend Strategy
Supertrend is a trend-following indicator that plots a line above or below price based on average true range (ATR) and a multiplier. When price crosses the Supertrend line, it signals a potential trend reversal. The strategy is straightforward: go long when Supertrend flips to green (above price), go short when it turns red (below price).
The three main parameters that control Supertrend behavior are ATR period (how many bars the volatility calculation uses), the multiplier (how far the band sits from price), and an optional trend filter MA that smooths entries. A smaller ATR period makes the indicator more responsive but more prone to whipsaws. A larger multiplier widens the band, reducing signals but catching bigger trends. I have found that these parameters interact in ways that are hard to predict without testing.
Optimizable Parameters
| Parameter | Description | Typical Range |
|---|---|---|
| ATR Period | Number of bars used in ATR calculation for Supertrend bands | 7 - 21 (step 1) |
| Multiplier | Multiplier applied to ATR for Supertrend band width | 1.5 - 5.0 (step 0.5) |
| Trend Filter MA Period | Optional moving average period to confirm trend direction before entry | 20 - 100 (step 10) |
Real Optimization Run
I ran a grid search on ETHUSD 4-hour with ATR period 7-14 (step 1), multiplier 2.0-4.0 (step 0.5), and no trend filter. That was 8 x 5 = 40 combinations and it took about 3 minutes. The best setup used ATR 10 with multiplier 3.0 : win rate just under 58% across 2024 data. I tried a second run adding the MA trend filter at period 50, which brought the total to 40 x 1 = 40 combos again. The filtered version reduced total trades from 87 to 52 but the average win was larger. Not sure the filter helps in every market condition. On BTCUSD daily with a wider multiplier range of 1.5-5.0 and ATR 7-21, that was 15 x 8 = 120 combinations and it completed in roughly 8 minutes. The top result used ATR 14, multiplier 2.5 and surprised me by outperforming both faster and slower settings.
Frequently Asked Questions
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