Adaptive ER-Supertrend Strategy

Description:

This strategy is an advanced trend-following system that evolves the classic Supertrend concept by adding dynamic volatility adjustment and multi-stage signal filtering.


Core Logic:

Efficiency Scaling: Instead of a static multiplier, this script calculates the Kaufman Efficiency Ratio (ER). The multiplier is dynamically adjusted: in trending markets (high ER), the bands tighten; in choppy markets (low ER), the bands expand to reduce noise.

Price Hysteresis: To prevent "whipsaws" during minor pullbacks, a 0.5% buffer zone is integrated into the trend detection. The trend only flips when price closes beyond this buffer.

Execution Filters:
- Trend Filter: Optional MA filter (supporting SMA, EMA, WMA, HMA, VWMA, RMA, and ALMA) to ensure trading with the trend.
- Momentum Filter: MACD signal cross-confirmation.
- Liquidity Filter: Volume must be above its 50-period moving average (default) to validate the breakout.


Optimization:
Specifically tuned for ETHUSD on the 4H timeframe.