Need help to code "Triple Super Trend Cross over "

Streak - backtesting
1

Hello Everyone,
Could some one please help me to write code in streak for Triple Super Trend cross over.
I am using three super trends
Super Trend (7,3)
Super Trend (10,3)
Super Trend (11,2)

I need help with a code for below cases

  1. All three super trends cross over each other which gives a buy signal.
    image
    image998Ă—747 41.2 KB
  2. I want to make a Buy call only on next candle after the three super trends cross over happens. Not on further candles that are formed after cross over.

I appreciate your time and help.

Regards,
Ted.

2

@Streak

3

Hi @punna0003,

Do you mean to say that you want an entry after the closing of 3:15 PM ?

You can use the following condition

Close Higher than Supertrend(7,3,0) and
Close Higher than Supertrend(10,3,0) and
Close Higher than Supertrend(11,2,0)

1 Like
4

Hello @Krishnendu,
I want an entry on the candle where all three super trends crossover each other on previous candle .
If I go with
Close Higher than Supertrend(7,3,0) and
Close Higher than Supertrend(10,3,0) and
Close Higher than Supertrend(11,2,0)
This will make an entry call for all the candles which are higher than three super trends like it will make an entry on 3:15, 3:20, 3:25 , 9:15,9:20,9:25, 9:30 and etc. I am looking for an entry on just first or second candle when three super trends cross over happens. I hope you got my point.

5

I guess you can use “close cross over super trend” then

6

Thank you @venugopal for taking time to reply. However, I do not see any option in streak as “CROSS OVER”. It has only “CROSS BELOW or CROSS ABOVE” options to choose. If I select Cross below or Cross above, it wont serve the purpose as all three supertrends will cross each other randomly(below or above).

image
image1135Ă—476 26.4 KB

7

@punna0003

If you are looking a buy signal on cross over, these are possibilities:
7 crosses above 10, 7 crosses above 11, 10 crosses above 11
7 crosses above 10, 7 crosses above 11, 11 crosses above 10

10 crosses above 11, 10 crosses above 7, 11 crosses above 10
10 crosses above 11, 10 crosses above 7, 10 crosses above 11

11 crosses above 10, 11 crosses above 7, 7 crosses above 10
11 crosses above 10, 11 crosses above 7, 10 crosses above 7

So you can create six strategies. You also should add the condition closing price above three super trends in all the six cases.

Being a fellow trader, I felt this is a simple alternative for you as of now. Will check if @Krishnendu or @Streak can provide for a better alternative

8

So @punna0003 wants a crossover of the three Supertrends itself and this is the correct approach to do it

With a slight change, it will be one supertrend crossing over two supertrends. Assuming 7 is the faster line.
7 crosses above 10, 7 crosses above 11

A crossover 10 and 11 might not yield a result is some cases.

9

This will also serve your purpose because Streak will only give you subsequent entry signals after an exit trigger is generated. So if your entry is generated at 3:15, if exit is not generated, you will not get signal at 3:20, 3:25 , 9:15,9:20,9:25 or 9:30.

Refer
https://help.streak.tech/backtest/#backtest-assumptions

And if you want a crossover of supertrends specifically, you should follow @venugopal’s approach.