SuperTrend V — Volume Shadow趋势速度分析（中文）

Overview

SuperTrend V — Volume Shadow augments the classic SuperTrend with a price–volume “Volume Shadow” core and an EMA-smoothed centerline. Trend direction is derived from ATR bands around that center. The tool also adds a higher-timeframe EMA band (red/blue) for regime filtering and a linear-regression ±σ channel for take-profit triggers—giving you a simple “enter → trail → take profit” workflow.

How it works

Volume Shadow center: a volatility-scaled, volume-diffused series (out) built from price spread and volume; smoothed with EMA to form the SuperTrend base.

SuperTrend line: ATR bands around the smoothed center; green/red cross plot shows the active trailing level.

HTF reference band: red = EMA of out, blue = EMA of open, both computed from a reference timeframe (default 720 minutes). Red above blue = bullish regime; red below blue = bearish regime.

±σ take-profit channel: rolling linear regression midline ± (σ × stdev). Crosses of these bands emit TP triggers.

Inputs

Reference Timeframe (minutes) — default 720.

SuperTrend Multiplier (st_mult) — default 1.0 (higher = fewer, sturdier signals).

SuperTrend Period (st_period) — default 10 (ATR length).

TP Multiplier (σ) — default 2.

TP Window Length (len5) — default 150.

Signals & alerts

Buy: close crosses above the SuperTrend line and price is above the blue EMA.

Sell: close crosses below the SuperTrend line and price is below the blue EMA.

TP triggers (±σ channel)

Long TP Trigger: price crosses down through the upper band (crossunder upper).

Short TP Trigger: price crosses up through the lower band (crossover lower).

Recommended usage (workflow)

Regime filter

Trade longs only when red EMA > blue EMA; shorts only when red EMA < blue EMA.

Entries

Go long on Buy; go short on Sell (both require agreement with the regime filter).

Risk & exit

Use the SuperTrend line as a dynamic stop; flip/exit on an opposite cross.

Take profit

When a TP trigger fires (±σ channel), scale out or trail stops to the most recent ST level.

Suggested starting points

High-volatility (crypto, indices): st_mult 1.2–1.6, st_period 10–14, σ 2–2.5.

Lower-volatility (FX): st_mult 0.8–1.2, st_period 10, σ 1.5–2.