Supertrend Parameter Sensitivity 3D
- Индикаторы
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Muhammad Hassaan
I'm a quant-minded trader and developer. I build MetaTrader tools the way a quant builds models — deterministic, rules-based and non-repainting. No black boxes and no hype: every level and signal comes from defined price-structure logic you can see, tune and verify. - Версия: 1.0
NeuronSurface — see which Supertrend settings actually work
Stop guessing your ATR length and multiplier. NeuronSurface back-tests 100 Supertrend variants on every bar (10 lengths × 10 multipliers), scores each one on the metric you choose, and shows the result three ways at once — a live 3D surface, a colour-coded matrix and a distribution histogram — with the best and the most stable settings flagged automatically.
At a glance: 100 combinations per bar · 10 × 10 length/multiplier grid · 9 scoring metrics · MetaTrader 5 · indicator only (it does not trade).
One indicator, four synchronised views
Every view is driven by the same engine, so they always agree.
- 3D surface — an isometric height-map of the score across all 100 settings. Peaks are strong settings, valleys are weak ones.
- Heat-map matrix — the same 100 values as a 10×10 grid of exact numbers, coloured low to high, with the best / worst / most-stable cells marked.
- Distribution histogram — how the scores are spread and where the average sits, so you can tell a broad edge from a lucky spike.
- Signal panel — the plotted Supertrend distilled to trend, strength and a ready trade: entry, stop and two targets.
The sensitivity engine
Two ranges define the grid. The Length axis takes 10 ATR periods; the Multiplier axis takes 10 multipliers — 100 Supertrends in total. Each one runs a full closed-bar back-test on your chart history, and the metric you pick becomes its score: the surface height and the matrix colour.
| Axis | Parameter | Values | Default |
|---|---|---|---|
| Y (depth) | ATR Length | 10 steps from Length Start by Length Step | 5 to 14 |
| X (width) | Multiplier | 10 steps from Mult Start by Mult Step | 1.0 to 1.9 |
| Z / colour | Metric score | chosen statistic per combination | Win Rate |
Best vs. Stable — the important distinction
The single highest-scoring cell is often a fragile spike: nudge a parameter one step and it collapses. NeuronSurface also finds the stable region — the neighbourhood that scores well and holds up when the parameters move. That is the setting you can actually trust out-of-sample.
| Marker | Meaning | How it is chosen |
|---|---|---|
| Best (star) | Highest metric value in the grid | The single top-scoring cell of the 100 |
| Worst (cross) | Lowest metric value in the grid | The single bottom-scoring cell |
| Stable (diamond) | Most robust region | Centre of the 3×3 block with the best (average minus 1.5 × standard deviation) |
Turn on Auto Apply Stable Parameters and the plotted Supertrend follows the stable cell automatically, bar by bar, instead of a fixed length/multiplier you set by hand.
Nine ways to score a setting
Pick the statistic that matches how you trade. It re-scores all 100 combinations and redraws every view instantly.
| Metric | Definition | Reads high when |
|---|---|---|
| Win Rate | wins / trades × 100 | most signals close in profit |
| Net Profit | gross profit − gross loss | the setting is net positive overall |
| Profit Factor | gross profit / gross loss | winners far outweigh losers |
| Total Trades | count of completed signals | the setting is active / fast |
| Average Trade | net profit / trades | each signal carries more edge |
| Reward/Risk Ratio | average win / average loss | wins are bigger than losses |
| Gross Profit | sum of winning-trade returns | raw upside is large |
| Total Wins | count of winning trades | many signals land |
| Win/Loss Ratio | wins / losses | winners outnumber losers |
The signal panel
A compact panel mirrors whatever Supertrend is on the chart — your manual line, or the stable one when Auto Apply is on — and distils it into three reads. A sun/moon icon flips the whole tool between light and dark.
| Section | Shows | Meaning |
|---|---|---|
| Trend | Bullish / Bearish + bars | Direction of the plotted Supertrend and how long it has held |
| Strength | 0 to 100% | How far price has travelled from the trend's start, measured in ATR |
| Trade | Entry / SL / TP1 / TP2 | Market entry, the Supertrend stop, and two R-multiple targets |
Inputs
| Setting | Default | What it does |
|---|---|---|
| Main Indicator | ||
| Auto Apply Stable Parameters | false | Plot the most-stable combination's Supertrend instead of the manual line below. |
| ATR Length | 10 | ATR period of the manually-plotted Supertrend. |
| Multiplier | 3.0 | ATR multiplier of the manually-plotted Supertrend. |
| Sensitivity Ranges | ||
| Length Start | 5 | First ATR length on the depth axis. |
| Length Step | 1 | Increment between the 10 lengths. |
| Multiplier Start | 1.0 | First multiplier on the width axis. |
| Multiplier Step | 0.1 | Increment between the 10 multipliers. |
| Optimization | ||
| Metric | Win Rate | The statistic that scores every combination (drives surface height and matrix colour). |
| 3D Surface Style | ||
| High Value Color | green | Colour for the highest scores (peaks). |
| Low Value Color | red | Colour for the lowest scores (valleys). |
| Wireframe Color | grey | Colour of the surface mesh lines. |
| Stable Area Color | blue | Highlight colour for the stable region. |
| X Spacing / Y Spacing % / Z Height % | 2 / 2.0 / 20.0 | Surface footprint width, depth and peak height. |
| Dashboard | ||
| Enable Dashboard | true | Show the histogram and 10×10 matrix panel. |
| Position | Top Right | One of nine chart anchors. |
| Size | Small | Auto, Nano, Micro, Tiny, Small, Normal, Large or Huge. |
| Chart Theme (applied on attach) | ||
| Recolor chart on attach | true | Apply the theme to the chart; your original colours are restored on removal. |
| Background | dark grey | Chart background in dark mode. |
| Bull candle | dark blue | Up-candle body and wick. |
| Bear candle | black | Down-candle body and wick. |
| Signal Panel | ||
| Show suggested-entry panel | true | Show the trend / strength / trade panel. |
| Panel position | Bottom Left | One of nine chart anchors. |
| Start in dark mode | true | Initial theme; the sun/moon icon toggles it live. |
| TP1 distance in R | 1.0 | First target, in multiples of the entry-to-stop risk. |
| TP2 distance in R | 2.0 | Second target, in R. |
| Rendering | ||
| Supertrend history (bars) | 500 | How many recent bars the Supertrend line is drawn for. |
| Intrabar redraw throttle (ms) | 400 | Minimum interval between live redraws (performance). |
Good to know
- Closed-bar committed — historical scores are fixed once a bar closes; only the forming bar updates live. The engine recomputes from full chart history, so more data means more reliable statistics.
- Indicator, not an EA — NeuronSurface analyses and draws. It does not place, modify or close orders; the trade panel is guidance you act on yourself.
- Platform — MetaTrader 5, any symbol and timeframe. Rendered through the built-in Canvas, with no DLLs. The 3D surface sits in its own sub-window; the panels overlay the price chart.
- Light & dark — one click re-themes the chart, the surface and both panels together. Your original chart colours are saved on attach and restored when you remove the indicator.
