Multi-Supertrend Moving Average — Strategy by stanislavbenov04
By stanislavbenov04
Performance Metrics
- Author: stanislavbenov04
- Symbol: INDEX:BTCUSD
- Timeframe: 1 day
- Net P&L: +75,417.60 USD (+754.18%)
- Win Rate: 62.5%
- Profit Factor: 2.714
- Max Drawdown: 21,149.84 USD (23.76%)
- Total Trades: 24
Description
Multi-Supertrend Moving Average (MSMA)This indicator combines multiple moving average methodologies with a Supertrend filter to identify directional bias and potential entry points.It uses a VWMA (Volume Weighted Moving Average) and an ALMA (Arnaud Legoux Moving Average) to capture both volume-adjusted price behavior and smoothed trend structure. These are paired with a Supertrend calculation based on ATR to determine overall market direction.Core Logic:Long conditions occur when the Supertrend indicates a bullish environment and the faster VWMA crosses above the slower ALMA.Exit conditions are triggered when momentum weakens, defined by a crossover in the opposite direction under bearish Supertrend conditions.Trend coloring reflects alignment between moving averages and Supertrend direction.Features:Dual moving average system (VWMA + ALMA)Supertrend-based directional filterDynamic trend coloring for quick visual interpretationIntegrated entry and exit logic for strategy testingThis script is designed for traders looking to combine trend-following and momentum-based signals into a single framework. It can be used for discretionary analysis or as a base for further strategy development.