swym/swym

Files

feat: audit and revise all 13 non-Emmanuel seeded strategies

Creates assets/strategy/<name>/ folders for all 13 strategies following the
emmanuel-ma/mtf pattern: versioned JSON files and a readme per strategy.

Tier 1 — DSL improvements (7 strategies get a new version):
- simple-trend v2: ADX(14) > 25 regime gate
- buy-2-factors v2: ADX(14) > 20 completes the originally-intended 3-factor gate
- ichimoku v2: Chikou Span check + cloud-colour filter (Span A > Span B)
- bull-market-support-band v2: event_count bull confirmation (≥35/50 bars above SMA100)
- supertrend v3: ADX(14) > 25 regime gate
- gaussian-channel v3: cross_over/cross_under replaces persistent compare on band breaks
- stochastic-keltner v3: proper cross_over(stoch_k, 20) replaces manual two-bar simulation

Tier 2 — folders + readmes only, no revision needed (6 strategies):
hodl, momentum-cascade, money-line, trend-detector, hull-suite, supertrend-fusion

common.rs updated with 7 new seed functions using include_str! for the revised
versions; existing inline json!() seeds unchanged for historical comparison.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-03-06 18:00:33 +02:00

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Supertrend

A popular trend-following indicator that uses ATR to define a trailing stop-like line. When price crosses the line upward the trend is bullish; when it crosses downward the trend is bearish.

Versions

Version	File	Notes
v2	v2.json	Pure Supertrend crossover; no regime filter
v3	v3.json	Adds ADX(14) > 25 to avoid ranging markets

Logic

Calculation: Supertrend(10, 3.0) — ATR period 10, multiplier 3.0.

Entry (v2): close crosses above the supertrend line (bullish flip). Entry (v3): same PLUS ADX(14) > 25 (trending regime confirmed). Exit (both): close crosses below the supertrend line (bearish flip).

Indicators

Supertrend(10, 3.0) — stateful ATR-based trailing line
ADX(14) — Average Directional Index (v3 only)

Data requirements

1h candles recommended.
Minimum warmup: ~25 candles for ATR(10) + supertrend initialisation.

Known limitations

Supertrend alone has no volume or trend-strength confirmation; it can whipsaw in low-volatility sideways markets. The ADX gate in v3 mitigates this.
The multiplier parameter (3.0) is hardcoded; a looser multiplier (e.g. 2.0) produces more signals with higher false-positive rate.

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