Strategy pattern · Momentum
Build a MACD Supertrend futures bot and test it before any money goes in.
Super Algo Kit treats the MACD Supertrend strategy as a grade C owner lesson, not a recommendation. It takes a MACD cross on an intraday index future only when Supertrend agrees. The original builder claimed results that were never independently tested. Your coding agent declares every value first, backtests with costs and walk-forward checks, then runs the bot on paper.
strategy facts
MACD and Supertrend intraday futures strategy
- Family
- Momentum, read through two trend indicators on the same price series
- Markets
- Index futures such as BANKNIFTY, ES or NQ, traded intraday and flat by the close
- Timeframe
- Completed 5-minute candles only
- Evidence grade
- C: a builder's claim with no replication; the real build recorded no validated edge
- Status
- Claimed: the builder's own claim, with no independent test on record
- Source
- Owner lesson, generalised and anonymised from a real build; not a recommendation
- Data needed
- 5-minute futures bars with roll and expiry dates, contract specs, a holiday calendar and costs
From the kit's own card. Not investment advice.
Paper first
Test it before you trade it.
Super Algo Kit runs inside the coding agent you already use. It interviews you, writes the spec with pass marks set first, then builds, backtests and paper-tests. Real money starts only when you type the authorize command.
The plan, step by step
Tick them off as you go.
How does the MACD Supertrend strategy work?
MACD tracks the gap between a fast and a slow moving average, with a smoothed signal line. A cross of that line marks a momentum turn. Supertrend is a trailing band set a multiple of the average true range away from price, and it flips side when a close crosses it.
The idea is to take a momentum turn only when the trend band agrees soon after. Entry waits for a break of the trigger candle, so each trade needs confirmation. Both indicators read the same closes, though, so their agreement is weaker confirmation than it looks.
MACD Supertrend rules in plain words
This is a summary of the builder's idea, not the card's exact rules. Every value goes into a trial plan before any test.
- A MACD cross on a completed 5-minute candle marks the trigger, long or short.
- Supertrend must agree on that candle or within a short window, or the setup is dropped.
- Skip setups where Supertrend had already pointed that way for a long stretch.
- Enter with a stop-limit order just beyond the trigger candle, and cancel it if unfilled.
- Exit when Supertrend flips, and be flat before the close on an intraday-only product.
What the evidence says, and where it breaks
The card is grade C with status claimed, so every value is an untested hypothesis. It comes from one of 27 systems the kit's authors built before this kit, and none of those builds recorded a validated edge.
The real build also failed on engineering. It had no stop-loss or daily-loss cap on the live path. Its product type carried positions overnight, and its holiday list was wrong for the year. A sizing module existed but was never called.
How Super Algo Kit tests a MACD Supertrend bot
Pass marks are declared before the first backtest, and every parameter change is logged as a trial. Costs and slippage come from the market pack, and the fill rule lets a stop-limit entry go unfilled. A MACD-only baseline shows whether the Supertrend filter adds anything.
Walk-forward and out-of-sample checks follow, with the deflated Sharpe ratio computed over the true trial count. Results are split by regime, such as trending and range-bound days. The paper run must include an expiry day and an exchange holiday.
Before you rely on it
Where it fails.
- Range-bound days bring repeated crosses and flips, so small losses pile up.
- A stop-limit entry can miss a fast break, or fill only on the pullback.
- Exiting on a Supertrend flip means no price stop: losses can run and open gains can be given back.
- Roll and expiry-day liquidity distort the last hours of a contract.
- Both indicators come from one price series, so their agreement adds less than it seems.
FAQ
MACD + Supertrend: questions.
What is a MACD Supertrend strategy?
A MACD Supertrend strategy takes a MACD signal-line cross only when the Supertrend band points the same way. In the Super Algo Kit card it trades an index future on 5-minute candles and exits when Supertrend flips. It is an owner lesson from a real build, not a recommendation.
Does the MACD Supertrend strategy have a proven edge?
No. Super Algo Kit grades the MACD Supertrend card C with status claimed, because the original builder's results were never independently tested. The kit treats every value as a hypothesis to test with costs, walk-forward checks and a paper run.
Which MACD and Supertrend settings does the card use?
The original builder used MACD 12, 26 and 9 with a Supertrend on a 20-period ATR and a multiplier of 2. Super Algo Kit logs these as starting trials, not tuned answers. ATR smoothing differs between charting platforms, so the kit checks that both implementations give the same entries on frozen bars.
Can I run a MACD Supertrend bot on BANKNIFTY futures?
Yes, Super Algo Kit can build one for Indian index futures through a broker card such as Zerodha Kite, paper first. Since 1 April 2026, Indian brokers accept live API orders only from a static IP you have registered. Backtests and paper runs need no static IP.
Will Super Algo Kit place trades for me?
No. Super Algo Kit is development software that runs inside your own coding agent and writes code in your project. It is not investment advice, a signal service or a promise of performance. Paper first, live only when you type the authorize command.
Keep reading
More guides.
India · Broker APIZerodha KiteSuper Algo Kit helps you build a Zerodha algo trading bot on Kite Connect inside your own AI coding agent.
United States · Data feedDatabentoSuper Algo Kit lets you use Databento data for backtesting a bot you build in your own AI coding agent.Sources the kit's card cites
- Super Algo Kit owner-lesson card: MACD cross with Supertrend agreement on an intraday index future (generalised and anonymised from a real build).
- Related literature cards in the kit: trend-ma-filter and time-series-momentum.
- Super Algo Kit references: the Backtest Honesty Card and the parity method.
- Super Algo Kit hard rules H3, H4, H9 and H14, and invariants INV-7, INV-9 and INV-12.
Build it with Super Algo Kit.
15 specialist roles and 35 skills inside your coding agent. Paper first, live only when you say.
Super Algo Kit is development software. It is not investment advice, a signal service or a promise of performance. Trading involves substantial risk, including the loss of all capital you trade with.