Tùy chỉnh & cộng đồng TrendVolatilityNot MT5 Built-in Có trong Builder

Supertrend

Supertrend draws a band a fixed multiple of ATR away from the midpoint of each bar, lets it trail in one direction only, and flips sides when price closes through it. MetaTrader 5 does not ship it — there is no iSupertrend — so what you get depends entirely on whose implementation you are running. This page documents the one the Builder generates.

ATR period
10
ATR factor
3.0
Node output
+1 / −1
Supertrend (10, 3.0) — hl2 ± 3 × ATR, trailingThe band's width is this, times the factorATR(10) — the only MT5 indicator involved

Minh họa — dữ liệu tổng hợp, không phải giá thực.

What Supertrend tells you

Take the midpoint of a bar, measure a fixed multiple of ATR above and below it, and you have two bands that move with volatility. Supertrend makes them one-way: the upper band may only be lowered and the lower band may only be raised, until a close breaks through and the band resets to where the raw calculation puts it. Whichever band is currently active tells you the trend, and price closing through it flips the state. The result is a step-like line that hugs price during a move and stays put during a pullback, which is why it reads as a stop as much as a signal.

  • The active band is the trend: below price means up, above price means down
  • The band never widens against you within a trend — only tightens
  • A flip is a single, unambiguous event, which is why it is what the template trades
  1. 1 hl2 = (high + low) / 2, and ATR over the chosen period
  2. 2 Upper = hl2 + factor × ATR, lower = hl2 − factor × ATR
  3. 3 Trail each band one way only; flip the trend when a close breaks through
Hiển thị công thức & chi tiết tính toán

Supertrend is two bands and a rule about which one is allowed to move:

  1. hl2 = (high + low) / 2
  2. upper = hl2 + factor × ATR, lower = hl2 − factor × ATR
  3. The upper band may only move down, and the lower band may only move up — unless the previous close broke through it, in which case that band resets to the raw value
  4. The trend flips to −1 when a close falls under the trailing lower band, and back to +1 when a close rises over the trailing upper one

Step three is the whole indicator. Without it the two bands would simply follow volatility up and down and never say anything about direction. With it, the active band ratchets toward price during a move and refuses to give ground during a pullback, so the moment price does close through it, something has actually changed.

There is no iSupertrend. MetaTrader 5 does not ship this indicator, and MQL5 has no function for it. What the Builder generates creates exactly one MT5 handle — iATR(symbol, timeframe, period) — and computes everything else in the EA from CopyHigh, CopyLow and CopyClose. That has a consequence worth stating before any setting is discussed: Supertrend has no canonical definition. Implementations differ over whether to centre on hl2 or the close, whether to test the flip against the close or the bar’s extremes, and how the band behaves after a break. Two of them, both labelled 10 and 3.0, can flip on different bars.

Two things follow for anyone building with it.

The node returns the trend, not the band. Its output is +1 or −1. That is unusual here, and it is convenient: since the Builder’s indicator nodes also publish the previous bar’s value, a Cross against a Constant of 0 is precisely “the trend just changed sign”, and the whole flip template needs one indicator node. It also means the band’s price is not available to place a stop at — the template uses an ATR trail at the same width instead.

The recursion is replayed, not stored. Because each band value depends on the one before it, the generated EA folds several hundred bars of the calculation on every tick rather than reading a buffer. The fold is self-correcting, so a fixed window converges to the same answer a stateful implementation would give — the Builder’s note records a warmup of 100 or more matching a reference implementation on all five test conditions, and the default is 300. The cost is real CPU per tick, and the warmup input is where you trade one against the other.

Tín hiệu

Các tín hiệu có thể backtest của Supertrend — và điều kiện thị trường phù hợp với từng tín hiệu.

Trend Flip

Sẵn sàng trong Builder
Điều kiện
The trend changes from −1 to +1, or the reverse
Điều kiện tốt nhất
Trending
Sử dụng thông thường
The template's rule — enter on the bar the direction changed

Trend as a Filter

Sẵn sàng trong Builder
Điều kiện
The trend is +1
Điều kiện tốt nhất
Trending
Sử dụng thông thường
Allow only long entries generated by some other rule

The Band as a Stop

Sẵn sàng trong Builder
Điều kiện
Price closes back through the active band
Điều kiện tốt nhất
Trending
Sử dụng thông thường
Exit rather than reverse — the same event read as a stop

Flip Clustering

Logic nâng cao
Điều kiện
Several flips inside a few bars
Điều kiện tốt nhất
Range
Sử dụng thông thường
A discretionary sign the factor is too small for this market; needs counting across bars

Triển khai trong MT5

Những gì MetaTrader 5 thực sự tính và vẽ — cơ sở tham chiếu cho mọi quy tắc trên trang này.

Bộ đệm

Chỉ số Bộ đệm MT5 vẽ dưới dạng Chứa gì
0 MAIN_LINE Line There is no Supertrend buffer to read, because there is no Supertrend indicator in MT5. The only handle the generated EA creates is iATR, and index 0 of that is the ATR the band width is built from. The band and the trend are computed in the EA itself.

Ghi chú nền tảng

Hoạt động tốt nhất / sử dụng cẩn thận

Không có chỉ báo nào có lợi thế toàn diện. Đây là nơi Supertrend hỗ trợ — và nơi nó gây hiểu lầm.

Hoạt động tốt nhất

  • Markets that trend for long enough that one flip covers many bars
  • As a direction filter for an entry rule that has its own timing
  • Higher timeframes, where a flip is rarer and each one means more
  • Paired with an ATR exit, so the entry and the stop are measured with the same width

Sử dụng cẩn thận

  • Ranges — the band sits close to price and flips repeatedly, each flip a full reversal
  • Comparing settings against someone else's Supertrend; the implementations genuinely differ
  • Small factors, which trade the noise the band was supposed to absorb
  • Assuming the flip bar is where the trend started; it is where the close finally broke through

Xây dựng chiến lược Supertrend

Kết nối tín hiệu vào quy tắc vào lệnh và thoát lệnh, sau đó xuất EA MT5 có thể biên dịch — không cần code.

  1. One Supertrend node — period 10, factor 3, warmup 300
  2. A Constant of 0 for the trend to be crossed against
  3. Crossover of the trend over zero → Open Buy · SL 60 / TP 180
  4. Crossunder → Open Sell
  5. Stop then trails at the same volatility width the trend itself uses

Kết hợp Supertrend với các chỉ báo khác

Một chỉ báo hiếm khi đứng một mình. Các cặp kết hợp này bù đắp điểm mù của Supertrend.

Supertrend + ADX

  1. ADX above 25
  2. Supertrend flips up
  3. Buy
Lý do
Supertrend's failure mode is precise and known: it flips repeatedly in a range, and every flip is a full reversal. A trend-strength reading is the direct answer to that, and it is cheap — one node and one threshold, refusing the flips that happen while nothing is trending
Điều kiện tốt nhất
Trending

No single-flow template combines them. Start from Supertrend Flip and add an ADX node with a Compare at 25, joined to the Cross with an And gate — the same filter the Parabolic SAR template uses.

Mở Builder →

Supertrend + ATR

  1. ATR above its own recent level
  2. Supertrend flips up
  3. Buy
Lý do
The series Supertrend is made of, read directly. The band's width is the factor times this, so watching ATR is watching how far the stop will sit — and a flip that happens while ATR is collapsing is a flip through a band that has narrowed onto price
Điều kiện tốt nhất
Either regime

No single-flow template pairs them explicitly, though the template's trailing stop already uses ATR(10). Add two ATR nodes at different shifts with a Compare between them to require the width to be expanding.

Mở Builder →

Supertrend + Parabolic SAR

  1. SAR below price
  2. Supertrend is +1
  3. Buy
Lý do
The other trailing stop-and-reverse on this site, and the contrast is instructive. SAR accelerates toward price the longer a trend runs and prints a dot every bar; Supertrend keeps a constant volatility distance and only moves when volatility or price allows. Requiring both to agree is requiring a trend that survives two different definitions of 'still going'
Điều kiện tốt nhất
Trending

No single-flow template pairs them. Start from Supertrend Flip and add a SAR node with a Price node into a Compare, joined with an And gate.

Mở Builder →

Supertrend + Heikin-Ashi

  1. Supertrend is +1
  2. HA close crosses above HA open
  3. Buy
Lý do
Both answer 'has the trend turned' and they answer it at different moments, which is what makes the pair useful rather than redundant. This one needs price to travel a multiple of true range past its band before it flips; the smoothed candles flip as soon as one average crosses another, so they turn earlier and far more often. Requiring both is a deliberately slower entry that gives up the early flips in exchange for discarding the ones that reverse immediately
Điều kiện tốt nhất
Trending

No single-flow template pairs them. Start from Supertrend Flip, add two Heikin-Ashi nodes — one on HACLOSE, one on HAOPEN — into a Cross, and join that to the existing condition with an And gate.

Mở Builder →

Tham số

Giá trị ban đầu để xác nhận trên cặp tiền và khung thời gian của bạn — không phải cài đặt được đảm bảo.

Tham số Mặc định Khoảng thử nghiệm đề xuất Chức năng
ATR period 10 1–999 The averaging length of the ATR the band width is built from. Shorter makes the band react to the last few bars and flip more often; longer makes it a slower, wider channel. It is passed straight to iATR in the generated code.
ATR factor 3.0 0.1–100 How many ATRs away from the bar's midpoint the band sits. This is the setting that decides everything about the indicator's character — at 1 it is a tight stop that flips constantly, at 5 it is a wide channel that rarely does. Most published Supertrend settings pair a factor of 3 with a period of 10, which is the node's default.
Warmup bars 300 50–5000 How many bars back the generated EA folds the band recursion from. The band depends on its own previous value, so a value has to be built up rather than read; the recursion is self-correcting, so it converges. The Builder's own note records that a warmup of 100 or more matched a reference implementation exactly on every one of five test conditions. Higher is stricter and slower — the loop runs every tick.
Shift 0 0–30 Which bar back the trend is reported for. The node also publishes the previous bar's trend automatically, which is what makes a single node enough to detect a flip.

Cài đặt sẵn ban đầu

Standard 10 / 3.0 The most widely published pair, and the template's setting
Tighter 10 / 2.0 Flips sooner and more often; closer to a stop than a trend reading
Wider 14 / 4.0 Far fewer flips, each covering a longer stretch

Ví dụ thị trường

Nơi Supertrend hoạt động, nơi nó thất bại, và bộ lọc thay đổi kết quả như thế nào.

Thành công

A flip that started a run

Price closes above the trailing upper band after a decline and the trend turns +1. The band steps up under price for the next twenty bars and the ATR trail follows it until the target is reached.

Thất bại

Flips inside a range

A quiet session where the band sits close to price and the trend changes sign three times in six bars. Each flip is a valid signal and each one reverses the previous entry.

Đã lọc

The flip a trend filter would refuse

The trend turns up on a single wide bar while the market has been going sideways for days. Supertrend has no opinion about that; ADX below 25 does, which is why the combination above exists.

FAQ

Is Supertrend built into MetaTrader 5?
No. There is no iSupertrend function in MQL5 and nothing called Supertrend in the Navigator. Every Supertrend you see on an MT5 chart is a custom indicator someone wrote, and the versions differ in real ways — which price the band is centred on, what the flip is tested against, how the band resets after a break. The Builder computes it inside the generated EA from an ATR handle, and this page documents that calculation rather than a platform function.
What does the node actually return?
The trend, as +1 or −1 — not the band's price. That is why the template compares it against a Constant of 0: crossing zero is the flip. It also means you cannot use the node to place a stop at the band, because the band's level is not exposed.
What settings should I use?
An ATR period of 10 with a factor of 3.0 is the most widely published pair and the node's default. The factor matters far more than the period: it sets how much room the band gives price before conceding a reversal. Below about 2 the indicator becomes a tight stop that flips on noise; above about 4 it rarely flips at all. Bear in mind that settings quoted elsewhere belong to whichever implementation that author used.
What is the warmup setting for?
The band depends on its own previous value, so it cannot be read at one bar — it has to be built up. The generated EA replays the calculation from this many bars back on every tick. The recursion corrects itself, so it converges: the Builder's own note records that 100 bars or more reproduced a reference implementation exactly on all five of its test conditions, and the default is 300. Raising it costs CPU on every tick; lowering it below convergence changes the answer.
Can I build a Supertrend EA without coding?
Yes. The Supertrend Flip template uses one Supertrend node and one Constant of 0, crosses them in both directions, and opens on the bar the trend changed sign. The stop then trails at 3 × ATR(10) — the same width the band itself uses. The ATR period, the factor, the warmup depth and the stop distances are all EA inputs.
How should I validate settings before going live?
Backtest on quality tick data, then run on a demo account before risking money. Two things are specific to this indicator. First, since every flip is a reversal, the trade count is high and the result is dominated by how much of the sample was trending — hold back a stretch that includes a long range, not just the trend you noticed. Second, if you are comparing against a published Supertrend result, confirm the other implementation matches this one before concluding a setting is wrong.