This strategy is named "Trend Following Strategy Based on MA Candles and Supertrend". It uses moving averages to construct trend candles and incorporates supertrend mechanism to generate trading signals for trend following.

Specifically, the trading logic is:

1. Calculate open, high, low and close prices with moving averages to plot trend candles.

2. Apply supertrend technique on the trend candles to derive long and short stops.

3. When prices break above long stop, buy signals are generated. When prices break below short stop, sell signals are generated.

4. Incorporate yearly high/low prices of higher timeframes to avoid excessive invalid signals during range-bound markets.

5. When supertrend reverses, positions are closed with stop loss.

The advantage of this strategy is integrating multiple technical indicators improves accuracy. But parameters for moving averages and supertrend need optimization. Stop loss is also indispensable.

In general, integrating indicators and models partially compensates for limitations of individual ones. But no strategy can be perfect. Traders still need enough flexibility to adapt to market changes.