We study a population model of fixed size undergoing strong selection where individuals accumulate beneficial mutations, namely the Moran model with selection. In a specific setting with strong selection, Schweinsberg showed that the genealogy of the population is described by the so-called Bolthausen-Sznitman's coalescent. In this paper we sophisticate the model by splitting the population into two adversarial subgroups, that can be interpreted as two different alleles, one of which has a weak selective advantage over the other. We show that the proportion of disadvantaged individuals converges to the solution of a stochastic differential equation (SDE) as the population's size goes to infinity, named the $Λ$-Wright-Fisher SDE with selection. This stochastic differential equation already appeared in the $Λ$-lookdown model with selection studied by Bah and Pardoux, in the case where the population's genealogy is described by Bolthausen-Sznitman's coalescent.