Supertrend Parameter Sensitivity 3D [LuxAlgo]

The Supertrend Parameter Sensitivity 3D [LuxAlgo] indicator is a powerful optimization tool that executes 100 simultaneous Supertrend backtests bar-by-bar to visualize how different ATR Lengths and Multipliers impact performance across various metrics.

By projecting this data onto a 3D surface and a heatmap dashboard, it allows traders to identify "stable" parameter zones and avoid over-optimized "peaks" that may lead to curve-fitting.

🔶 USAGE

This tool is designed to help traders find the most robust settings for the Supertrend indicator on any given timeframe or asset. Instead of manually guessing settings, users can see a holistic view of the parameter space.

🔹 3D Surface Projection
The 3D surface is rendered directly on the chart, where the X-axis represents the Multiplier, the Y-axis represents the ATR Length, and the Z-axis (height) represents the chosen performance metric.

Gold Highlight: Marks the absolute "Best" parameter combination based on the selected metric.
Blue Highlight: Marks the "Stable Area," which is the region where the average performance of a 3x3 parameter window is highest. This helps identify settings that remain profitable even if market conditions shift slightly.

🔹 Optimization Dashboard
The dashboard provides a detailed heatmap of the 100 tested combinations.

Value Distribution: An ASCII histogram at the top shows the distribution of all results, helping you understand if the "best" setting is an outlier or part of a consistent trend.
Heatmap Matrix: Displays the exact values for every combination. Hovering over any cell in the table reveals a tooltip with specific data, including the total number of trades for that combination.
Color Scaling: The colors are normalized relatively. Green represents the best results in the current set, while red represents the worst, allowing for clear visual distinction even if all results are negative or positive.

🔶 DETAILS

🔹 Bar-by-Bar Evaluation
The script manages 100 independent Supertrend states simultaneously. On every bar, it calculates the ATR and trailing stop levels for every combination in the sensitivity matrix. It simulates "Always-in-Market" trades (flipping long/short on direction changes) to track performance data without needing a separate strategy execution.

🔹 Optimization Metrics
Users can choose from 9 different metrics to optimize the 3D surface and Dashboard:

Win Rate: Percentage of trades that resulted in a profit.
Net Profit: Total gross profit minus total gross loss.
Profit Factor: Ratio of gross profit to gross loss.
Total Trades: The raw volume of signals generated.
Average Trade: The mean percentage return per trade.
Reward/Risk Ratio: The average win divided by the average loss.
Gross Profit: Total sum of all winning trades.
Total Wins: The absolute count of profitable trades.
Win/Loss Ratio: The count of wins divided by the count of losses.

🔶 SETTINGS

🔹 Main Indicator

ATR Length: The length used for the primary Supertrend line plotted on the chart.
Multiplier: The multiplier used for the primary Supertrend line plotted on the chart.

🔹 Sensitivity Ranges

Length Start: The starting ATR length for the 10x10 matrix.
Length Step: The increment added to the length for each subsequent row.
Multiplier Start: The starting Multiplier for the 10x10 matrix.
Multiplier Step: The increment added to the multiplier for each subsequent column.

🔹 Optimization

Metric: Selects the performance data used to determine the Z-height of the surface and the colors of the heatmap.

🔹 3D Surface Style

High/Low/Wire/Stable Colors: Customize the visual appearance of the 3D projection.
X/Y/Z Spacing & Scale: Adjusts the physical dimensions and height of the 3D surface on the chart.

🔹 Dashboard

Enable Dashboard: Toggles the visibility of the heatmap table.
Position/Size: Controls where the dashboard appears and how large it is on the screen.

Açık kaynak kodlu komut dosyası

Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.

LuxAlgo

Build your own edge with AI: luxalgo.com

All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.

Aynı zamanda::

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.

Açık kaynak kodlu komut dosyası

LuxAlgo

Build your own edge with AI: luxalgo.com

All content provided by LuxAlgo is for informational & educational purposes only. Past performance does not guarantee future results.

Aynı zamanda::