Signal Logic

The ported signal comes from the TradingView Pine v5 indicator (file.txt lines 66–83).

Supertrend + SMA


supertrend(close, sensitivity=5.5, atrLen=11)     # ATR is Wilder/RMA-smoothed
sma9 = ta.sma(close, 13)
bull = ta.crossover(close, supertrend)  and close >= sma9   -> BUY
bear = ta.crossunder(close, supertrend) and close <= sma9   -> SELL

Side	Condition
BUY	Close crosses above Supertrend and close ≥ SMA(13)
SELL	Close crosses below Supertrend and close ≤ SMA(13)

Defaults match the Pine script: SUPERTREND_SENSITIVITY=5.5, SUPERTREND_ATR_LEN=11, SMA_LEN=13.

Default exits (Supertrend mode)

Stop-loss = the Supertrend line at signal time (the indicator’s own trailing stop).
Take-profit = entry ± RISK_REWARD × the stop distance.
Both are individually toggleable (SEND_STOP_LOSS, SEND_TAKE_PROFIT).

With USE_HARD_TARGETS=true, SL/TP become fixed pip distances instead — see Hard Targets. Supertrend-mode targets stay absolute: the stop is meant to sit on the line, which is a real price level rather than an offset.

Mid-candle policy: fire once, then lock

A signal can appear on any poll while a target candle is still forming and may change before it closes (repainting). This service:

Emits the first signal seen for a bucket
Then locks that bucket — at most one entry per target candle

The committed signal reflects the forming bar at fire time and is never retracted. This is the deliberate trade-off for mid-candle speed.


TARGET_TF bucket (e.g. 3 minutes)
│
├─ poll t=0:00  forming bar ── no signal
├─ poll t=0:15  forming bar ── BUY fires  ──▶ lock bucket, submit
├─ poll t=0:30  forming bar ── would flip? ── ignored (locked)
└─ poll t=0:45  … until next bucket

Keep POLL_INTERVAL_SECONDS < 60s so mid-candle firing can occur within the forming bar.

Mid-candle fire-once-lock means a signal that would have disappeared by bar close still gets submitted. Expect divergence vs a chart that only marks closed-bar signals.

Deterministic `signal_id` (UUIDv5)

The signal_id is a deterministic UUIDv5 of (symbol, bucket start, direction).

A transport retry replays idempotently against mt5-trader instead of creating a duplicate or a 409 idempotency_conflict. Idempotency is per (symbol, bucket, direction) — multiple simultaneous signals on different instruments do not conflict.

Confluence gate

The Supertrend crossover remains the trigger. Ported overlays act as a directional gate — see Confluence.