OPEN-SOURCE SCRIPT
Supertrend EMA Vol Strategy V5
### 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.
**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.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.