Supertrend Breakout Graded MTF
Supertrend Breakout — Graded, Regime-Gated, Edge-Measured (MTF)
The Supertrend read as a breakout engine, with an honesty layer bolted on. Instead of plotting a flip and implying it's a buy/sell, this engine forward-tests its own flips and shows you — on the chart — where the Supertrend breakout actually pays and where it doesn't.
WHAT IT IS
The Supertrend ATR band sits below price in an uptrend, above it in a downtrend, and flips when price closes through it. That flip is the BREAK. Each flip is graded 0-5 on how decisive the breaking bar was, can be gated to trending conditions, and carries a dynamic entry / stop / target plan whose trailing stop is the Supertrend line itself. Default factor 3.0, ATR 10 (classic); every input is adjustable.
THE MEASUREMENT (why this is not just another Supertrend)
Every armed flip is forward-resolved past-only, scored in R per grade, as a Wilson-floored win-rate and net R after costs, beside two baselines:
- A RANDOM-DIRECTION NULL: the same bars and the same exit, but a coin-flip direction. If a flip doesn't beat the null, its "edge" is just drift and payoff geometry.
- A FADE: the opposite trade. If fading earns more, the signal is better inverted.
A flip only earns trust when it beats the null AND clears zero after costs.
WHAT THE MEASUREMENT REVEALS — AND THE CHART SHOWS IT
Across timeframes, intraday breakouts (roughly 1-5m) lose and are beaten by the null — they get whipsawed, and fading pays more. From about 30m up the breakout beats the null, and it turns net-positive on 1h, 4h and the daily, with the daily the strongest. So the Supertrend breakout is a HIGHER-TIMEFRAME, with-trend read — not an intraday scalp. The 0-5 grade rates how decisive the flip bar looked but does not reliably predict the outcome, so treat it as context, not a quality score. Read the table on your own market and timeframe before trusting a setup.
MULTI-TIMEFRAME ON ONE CHART
Beyond the 9-timeframe alignment table (trend, fresh flip, grade and line level on 1m / 3m / 5m / 15m / 30m / 1h / 2h / 4h / 1D), the "Extra timeframe supertrends" group has six tick-boxes: tick any of them and that timeframe's Supertrend line is drawn on your current chart, coloured by its own trend (green up / red down) and tagged with its timeframe. Stack several at once to see where each timeframe's trend flips — all from one instance, no external indicators needed.
ALSO INCLUDED
- A regime gate: Kaufman efficiency ratio and/or higher-TF alignment, so flips arm only in a trend.
- A dynamic trade plan: trailing stop (the Supertrend line or a wider ATR trail), with R- or ATR-based targets.
- A trend ribbon, and EXP_* data-window outputs (stop, direction, graded break, alignment) for multi-indicator setups.
HOW TO USE
Add it to a chart, ideally a higher timeframe. Keep the flips that pass the strength filter and the regime gate. Open the measured-edge table (research toggle) and read the ALL row against the NULL row; switch the exit model and watch which one turns the entry edge into a positive net R. Let the table accumulate enough resolved flips before leaning on any number.
LIMITATIONS
All measured statistics are IN-SAMPLE on the current chart's own history — context and a transparency tool, NOT a backtest, a forecast, or a promise of future performance. Flips confirm on bar close; higher-timeframe values use closed bars only (no look-ahead). Research and education only; not investment advice.
CONCEPTS USED (operationalised here, not third-party code): Supertrend ATR bands (Olivier Seban / Welles Wilder), the Chandelier exit (Chuck LeBeau), the efficiency ratio (Perry Kaufman), triple-barrier labelling (in the spirit of Marcos Lopez de Prado), and the Wilson score interval. The grading, regime gate, 9-timeframe tally, ribbon, per-grade edge measurement and the multi-TF overlay are this script's own synthesis.
The Supertrend read as a breakout engine, with an honesty layer bolted on. Instead of plotting a flip and implying it's a buy/sell, this engine forward-tests its own flips and shows you — on the chart — where the Supertrend breakout actually pays and where it doesn't.
WHAT IT IS
The Supertrend ATR band sits below price in an uptrend, above it in a downtrend, and flips when price closes through it. That flip is the BREAK. Each flip is graded 0-5 on how decisive the breaking bar was, can be gated to trending conditions, and carries a dynamic entry / stop / target plan whose trailing stop is the Supertrend line itself. Default factor 3.0, ATR 10 (classic); every input is adjustable.
THE MEASUREMENT (why this is not just another Supertrend)
Every armed flip is forward-resolved past-only, scored in R per grade, as a Wilson-floored win-rate and net R after costs, beside two baselines:
- A RANDOM-DIRECTION NULL: the same bars and the same exit, but a coin-flip direction. If a flip doesn't beat the null, its "edge" is just drift and payoff geometry.
- A FADE: the opposite trade. If fading earns more, the signal is better inverted.
A flip only earns trust when it beats the null AND clears zero after costs.
WHAT THE MEASUREMENT REVEALS — AND THE CHART SHOWS IT
Across timeframes, intraday breakouts (roughly 1-5m) lose and are beaten by the null — they get whipsawed, and fading pays more. From about 30m up the breakout beats the null, and it turns net-positive on 1h, 4h and the daily, with the daily the strongest. So the Supertrend breakout is a HIGHER-TIMEFRAME, with-trend read — not an intraday scalp. The 0-5 grade rates how decisive the flip bar looked but does not reliably predict the outcome, so treat it as context, not a quality score. Read the table on your own market and timeframe before trusting a setup.
MULTI-TIMEFRAME ON ONE CHART
Beyond the 9-timeframe alignment table (trend, fresh flip, grade and line level on 1m / 3m / 5m / 15m / 30m / 1h / 2h / 4h / 1D), the "Extra timeframe supertrends" group has six tick-boxes: tick any of them and that timeframe's Supertrend line is drawn on your current chart, coloured by its own trend (green up / red down) and tagged with its timeframe. Stack several at once to see where each timeframe's trend flips — all from one instance, no external indicators needed.
ALSO INCLUDED
- A regime gate: Kaufman efficiency ratio and/or higher-TF alignment, so flips arm only in a trend.
- A dynamic trade plan: trailing stop (the Supertrend line or a wider ATR trail), with R- or ATR-based targets.
- A trend ribbon, and EXP_* data-window outputs (stop, direction, graded break, alignment) for multi-indicator setups.
HOW TO USE
Add it to a chart, ideally a higher timeframe. Keep the flips that pass the strength filter and the regime gate. Open the measured-edge table (research toggle) and read the ALL row against the NULL row; switch the exit model and watch which one turns the entry edge into a positive net R. Let the table accumulate enough resolved flips before leaning on any number.
LIMITATIONS
All measured statistics are IN-SAMPLE on the current chart's own history — context and a transparency tool, NOT a backtest, a forecast, or a promise of future performance. Flips confirm on bar close; higher-timeframe values use closed bars only (no look-ahead). Research and education only; not investment advice.
CONCEPTS USED (operationalised here, not third-party code): Supertrend ATR bands (Olivier Seban / Welles Wilder), the Chandelier exit (Chuck LeBeau), the efficiency ratio (Perry Kaufman), triple-barrier labelling (in the spirit of Marcos Lopez de Prado), and the Wilson score interval. The grading, regime gate, 9-timeframe tally, ribbon, per-grade edge measurement and the multi-TF overlay are this script's own synthesis.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.