Highly Profitable Intraday Strategy With The ＂VWAP＂, ＂MACD＂ And The ＂Supertrend＂ ｜ High Win Rate #00
Loses money
No edge after realistic trading costs
- trades tested
- 5,355
- per trade after costs
- -1.49bp
- winners
- 29%
- years of data
- 14.5
Enter long when price closes above VWAP, Supertrend turns green, and MACD histogram turns green; enter short when price closes below VWAP, Supertrend turns red, and MACD histogram turns red. Stop loss at VWAP or Supertrend line (whichever is closer), target at 2x risk.
The exact rules we tested
- 01Instrument: EURUSD | Signal timeframe: 5m | Direction: both
- 02Session: 00:00-23:59 (exchange tz), flat at session end
- 03No new entries after 23:59
- 04LONG when: (close > vwap) AND (supertrend.dir crosses above 0) AND (macd.hist crosses above 0)
- 05SHORT when: (close < vwap) AND (supertrend.dir crosses below 0) AND (macd.hist crosses below 0)
- 06Long filter: close within 5bp of vwap
- 07Short filter: close within 5bp of vwap
- 08Entry: market at next bar open
- 09Stop: at the vwap level
- 10Target: 2.0R (risk-multiple of stop)