Double MOST with Pivot and EMA — Strategy by algotrader06
By algotrader06
Performance Metrics
- Author: algotrader06
- Symbol: BIST:XU100
- Timeframe: 5 minutes
- Net P&L: +32,267.02 TRY (+32.27%)
- Win Rate: 37.5%
- Profit Factor: 1.983
- Max Drawdown: 9,851.16 TRY (9.44%)
- Total Trades: 56
Description
MOST Long Strategy with Multi-Filter Confirmation (Pivot + VAR Trend Filter)This strategy combines a custom MOST stop-line structure with a moving average trend filter (EMA / VAR / ZLMA), daily pivot levels, and a 9-period VAR filter to generate clean long-only entries.It aims to capture early trend continuations while avoiding reversals and false breakouts.✔ Buy ConditionsA long position is opened only if all of the conditions below occur simultaneously:MA (ort) > MOST Line (s2)– Confirms that momentum is on the long side.Price > Daily Pivot (pvt_gun)– Ensures the market is trading above the day’s fair-value level.Price > VAR(9)– Short-term VAR filter to confirm trend strength and reduce noise.Only the first bar where all conditions turn true generates a position.✔ Sell ConditionA long position is closed when:MOST Line (s2) crosses above MA (ort)– Indicates a momentum shift against the long position.✔ Execution Style (MetaStock-like)Strategy operates long-onlyOrders are filled on the next bar open, not on the signal barCommission: 0.03% (3 bps / on-binde 3)Position size: 100% of equity per tradeThis makes the behavior comparable to classical MetaStock backtesting logic.✔ Chart MarkersOnly actual trade entries and exits are drawnNo repeated signals or overlapping markersClean visual trade historyPurposeThis strategy is ideal for traders who want:A structured long-only trend modelA multi-layer confirmation filterClean execution without repaintHigh-quality entries above market structure levels