Implement a Supertrend-based directional strategy with ATR-driven trailing exits.
Dependency:
Implementation scope:
- Entry: Supertrend flip with optional trend filter (EMA direction).
- Exit: ATR trailing stop with configurable multiplier and activation rules.
- Include optional pullback entry mode.
- Include long/short toggles and timeframe parameters.
- Integrate slippage/fee-aware backtest path.
Acceptance criteria:
- Strategy registered in catalogue.
- Exits verified in simulation for both long and short paths.
- KPI report and parameter set stored per schema.
Implement a Supertrend-based directional strategy with ATR-driven trailing exits.
Dependency:
Implementation scope:
Acceptance criteria: