Supertrend EMA Vol Strategy V5

5 hari lalu

### Supertrend EMA Strategy V5

**Overview**
This is a trend-following strategy designed for cryptocurrency markets like BTC/USD on daily timeframes, combining the Supertrend indicator for dynamic trailing stops with an EMA filter for trend confirmation. It aims to capture strong uptrends while avoiding counter-trend trades, with optional volume filtering for high-conviction entries and ATR-based stop-loss to manage risk. Ideal for long-only setups in bullish assets, it visually highlights trends with green/red bands and fills for easy interpretation. Backtested on BTC from 2024-2025, it shows potential for outperforming buy-and-hold in trending markets, but always use with proper risk management—past performance isn't indicative of future results.

**Key Features**
- **Supertrend Core**: Uses ATR to plot adaptive uptrend (green) and downtrend (red) lines, flipping on closes beyond prior bands for buy/sell signals.
- **EMA Trend Filter**: Entries require price above the EMA (default 21-period) for longs, ensuring alignment with the broader trend.
- **Volume Confirmation**: Optional filter only allows entries when volume exceeds its EMA (default 20-period), reducing false signals in low-activity periods.
- **Risk Controls**: Built-in ATR-multiplier stop-loss (default 2x) to cap losses; exits on Supertrend flips for trailing profits.
- **Visuals**: Green/red lines and highlighter fills for up/down trends, plus buy/sell labels and circles for signals.
- **Customizable Inputs**: Tweak ATR period (default 10), multiplier (default 3), EMA length, start date, long/short toggles, SL, and volume filter.
- **Alerts**: Built-in for buy/sell and direction changes.

**How to Use**
1. Add to your TradingView chart (e.g., BTC/USD 1D).
2. Adjust inputs: Start with defaults for trend-following; increase multiplier for fewer trades/higher win rate. Enable volume filter for volatile assets.
3. Monitor signals: Green "Buy" for long entries (if close > EMA and conditions met); red "Sell" for exits.
4. Backtest in Strategy Tester: Focus on equity curve, win rate (~50-60% in tests), and drawdown (<15% with SL).
5. Live Trading: Use small position sizes (1-2% risk per trade); combine with your analysis. Shorts disabled by default for bull-biased markets.

kelmarin

Nota Keluaran

<h1>Supertrend EMA Strategy V29 - Trend-Following with Momentum Filters</h1>

<p>This strategy combines the Supertrend indicator for trend detection with EMA and DEMA for momentum filtering, RSI and volume for entry conviction. It's designed for trend-following trades, with built-in risk management via ATR-based stop-loss (SL) and take-profit (TP) levels, plus trailing stops. Long and short trades are optional, but the default is long-only for bullish bias.</p>

<h2>Key Features:</h2>
<ul>
<li><strong>Supertrend as Core Signal</strong>: Uses ATR to create dynamic trend bands. Buy on up-flip (close above lower band), sell on down-flip (close below upper band). Multiplier and ATR period adjustable for sensitivity.</li>
<li><strong>Momentum Filters</strong>: Entries require close above EMA (short-term, default 21) and DEMA (long-term, default 200) to avoid counter-trend trades.</li>
<li><strong>Conviction Checks</strong>: RSI (&gt; default 50) for momentum, volume &gt; EMA (default 20) for high-conviction.</li>
<li><strong>Re-Entry Logic</strong>: During uptrends, re-enter on pullbacks crossing above EMA if conditions met, to capture continuation rallies (e.g., Nov/Dec 2024 BTC pump).</li>
<li><strong>Risk Management</strong>: SL at 1 ATR below entry (default), TP at 3 ATR above (optional), trailing to Supertrend band after 1 ATR profit for locking gains.</li>
<li><strong>Timeframe Presets</strong>: Auto-adjusts for TF:
<ul>
<li>"Auto-1H/4H": ATR 10, multi 3 (swing trades).</li>
<li>"Auto-1D": ATR 14, multi 3 (daily trends, best for BTC).</li>
<li>"Auto-1W": ATR 20, multi 4 (long-term).</li>
<li>"Manual": Custom inputs.</li>
</ul>
</li>
<li><strong>Start Date Filter</strong>: User-selectable (default Jan 1, 2024) to focus backtests on recent data.</li>
</ul>

<h2>Backtesting Notes:</h2>
<p>Primarily backtested on BTCUSD (BITSTAMP or BINANCE), showing strong performance on daily TF with ~60% win rate, profit factor &gt;4, but high DD on full sizing (use fractional in real trading). Less tested on other coins – adapt multi for volatility (e.g., higher for altcoins). Example: On BTC daily (2024-2025), ~+40% net (normalized), but DD ~100%+ on $1k full positions; aim 1-2% risk per trade.</p>
<p>Works best on trending assets like BTC in bull markets; choppy periods increase SL hits.</p>

<h2>Usage Tips:</h2>
<ul>
<li>For automation/bots: Integrate with alerts on buy/sell signals.</li>
<li>Customize: Disable RSI/vol for more trades, but test DD.</li>
<li>Risk: Always use proper sizing; backtest your TF/asset. Not financial advice – consult a professional.</li>
</ul>

kelmarin

Nota Keluaran

<h1>Supertrend EMA Strategy V29 - Trend-Following with Momentum Filters</h1>

<p>This strategy combines the Supertrend indicator for trend detection with EMA and DEMA for momentum filtering, RSI and volume for entry conviction. It's designed for trend-following trades, with built-in risk management via ATR-based stop-loss (SL) and take-profit (TP) levels, plus trailing stops. Long and short trades are optional, but the default is long-only for bullish bias.</p>

<h2>Key Features:</h2>
<ul>
<li><strong>Supertrend as Core Signal</strong>: Uses ATR to create dynamic trend bands. Buy on up-flip (close above lower band), sell on down-flip (close below upper band). Multiplier and ATR period adjustable for sensitivity.</li>
<li><strong>Momentum Filters</strong>: Entries require close above EMA (short-term, default 21) and DEMA (long-term, default 200) to avoid counter-trend trades.</li>
<li><strong>Conviction Checks</strong>: RSI (&gt; default 50) for momentum, volume &gt; EMA (default 20) for high-conviction.</li>
<li><strong>Re-Entry Logic</strong>: During uptrends, re-enter on pullbacks crossing above EMA if conditions met, to capture continuation rallies (e.g., Nov/Dec 2024 BTC pump).</li>
<li><strong>Risk Management</strong>: SL at 1 ATR below entry (default), TP at 3 ATR above (optional), trailing to Supertrend band after 1 ATR profit for locking gains.</li>
<li><strong>Timeframe Presets</strong>: Auto-adjusts for TF:
<ul>
<li>"Auto-1H/4H": ATR 10, multi 3 (swing trades).</li>
<li>"Auto-1D": ATR 14, multi 3 (daily trends, best for BTC).</li>
<li>"Auto-1W": ATR 20, multi 4 (long-term).</li>
<li>"Manual": Custom inputs.</li>
</ul>
</li>
<li><strong>Start Date Filter</strong>: User-selectable (default Jan 1, 2024) to focus backtests on recent data.</li>
</ul>

<h2>Backtesting Notes:</h2>
<p>Primarily backtested on BTCUSD (BITSTAMP or BINANCE), showing strong performance on daily TF with ~60% win rate, profit factor &gt;4, but high DD on full sizing (use fractional in real trading). Less tested on other coins – adapt multi for volatility (e.g., higher for altcoins). Example: On BTC daily (2024-2025), ~+40% net (normalized), but DD ~100%+ on $1k full positions; aim 1-2% risk per trade.</p>
<p>Works best on trending assets like BTC in bull markets; choppy periods increase SL hits.</p>

<h2>Usage Tips:</h2>
<ul>
<li>For automation/bots: Integrate with alerts on buy/sell signals.</li>
<li>Customize: Disable RSI/vol for more trades, but test DD.</li>
<li>Risk: Always use proper sizing; backtest your TF/asset. Not financial advice – consult a professional.</li>
</ul>