Setup: Smooth Gaussian + Adaptive Supertrend (Manual Vol) — Strategy by elthonsierra
By elthonsierra
Performance Metrics
- Author: elthonsierra
- Symbol: CAPITALCOM:US500
- Timeframe: 5 minutes
- Net P&L: +58,372.43 USD (+5.84%)
- Win Rate: 28.3%
- Profit Factor: 2.244
- Max Drawdown: 7,922.58 USD (0.76%)
- Total Trades: 145
- Sharpe Ratio: 0.337
Description
OverviewThis strategy combines two powerful trend-based tools originally developed by Algo Alpha: the Smooth Gaussian Trend (simulated) and the Adaptive Supertrend. The objective is to capture sustained bullish movements in periods of controlled volatility by filtering for high-probability entries.Entry LogicLong Entry Conditions:The closing price is above the Smooth Gaussian Trend line (with length = 75), andThe volatility setting from the Adaptive Supertrend is manually defined as either 2 or 3Exit Condition:The closing price falls below the Smooth Gaussian Trend lineThis script uses a simulated version of the Gaussian Trend line via double-smoothed SMA, as the original Algo Alpha indicator is protected and cannot be accessed directly in code.FeaturesPlots entry and exit signals directly on the chartManual toggle to enable or disable the volatility filterLightweight design to allow flexible backtesting even without access to proprietary indicatorsImportant NoteThis strategy does not connect to the actual Adaptive Supertrend from Algo Alpha. Users must manually input the volatility level based on what they observe on the chart when the original indicator is also applied. The Smooth Gaussian Trend is approximated and may differ slightly from the original.Suggested UseRecommended timeframes: 1H, 4H, or DailyBest used alongside the original indicators displayed on the chartConsider incorporating additional structure, momentum, or volume filters to enhance performanceIf you have suggestions or would like to contribute improvements, feel free to reach out or fork the script.