Luna is a ranged carry, who can fight early, mid and scale well late game. Her early and mid game is dependent on her magic damage but her late game can be extremely scary. With her movement speed, passives, she can rat, fight head on and contribute to AOE physical and magical damage.
She can farm insanely fast thanks to her glaives (which is like a ranged cleave) and movement speed. She can fight early thanks to the aura and low cool down nuke (Q). She is very potent in tri-lanes and can solo most heroes early game if caught with alone thanks to her ult.
Despite all the positives, Luna is very squishy and doesn't have any built in escapes but for her movement speed. This is why a black king bar (BKB) is core on her. It is however important to not get it far too early unless really necessary since its duration will go down for the late game, where your death can be more impactful. I personally try to get it after competing a Manta Style or atleast after a Yasha.
I have played with Luna more than a 100 times. She is really good comeback hero even if your team is behind. In the early and mid game, fight around the ult and position well so that it is wasted on creeps.
Luna can lane well in trilanes but can also go mid if needed. She is not the best mid though, since she cannot clear waves very quickly against a Puck or DP. That said, you can go mid with Luna in pubs if the situation calls for that. Get your iron branches and ring of protection in the beginning. Choosing between a magic stick and slippers of agility or even a health pot depends on what you expect to face in lane. If lane is going to be horrible, get a health pot, if you are facing a zeus or bristle or something like that, get a stick.
If you are mid, get a bottle and control the rune. Your movement speed is pretty good and with enough mana regen, you can spam your nuke to throw your opponent out of lane. Gank when you get to level 6 or 7. Your damage that early in game is super scary for the opponents who will be like level 3-4 at that time.
Build a Ring of Aquilla and power threads first. RoA is so underrated. It gives you good armor, damage, health and mana regen. It helps you go face to face with your opponents in lane. Later get a morbid mask so that you can jungle if needed. Luna can jungle well with a Yasha and lifesteal, but a morbid mask should also be doable, though less efficient.
In mid game, get a Yasha as quickly as possible. You will be super fast and consider getting a BKB depending on how the game is going. Luna can snowball out of control so you can sometimes get away without getting a BKB but on most situations get a BKB, but not too early. Complete the Manta and use it to split push when needed. If you are playing from behind, use Manta to ensure that lanes are not always pushed in and jungle. If you are ahead, get a Helm of the Dominator and try to stack up ancients when you can.
Try to fight or gank when your ult is up. Early game, you can use it for solo kills but going into mid or late game, preserve it for team fights. Once you get your Manta and BKB, get a MKB or Butterfly. Luna benefits from agility or damage since the glaives also become more effective. Deadalus or Skadi, apply only on the first glaive so do not get them unless it is really needed to focus a single target down.
Using Manta, you can split push and farm jungle quite well. It helps when you are behind. Luna is amazing at taking base. Her glaives just destroy the barracks and structures in the base. Most of the times, she is as good as 2-3 heroes doing the same thing. This also helps since, she can rat if your team can stall the opponents for a while.
Late game, get a satanic. I am not a fan of mask of madness since she is squishy already. She is also going to scale well with her items so MoM is not needed unless you have to take the risk very badly to stay in the game. After getting the Satanic, if your team has tanks and initiators, you can even sell the BKB if you need more damage. That is very situational.
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