EMA and VWAP Continuation Strategy with Regime and Risk Filters

Summary

The document presents a stock trading strategy titled around EMA and VWAP continuation, with configurable breakout and pullback continuation entries. Its visible settings describe an EMA and ATR channel framework, a regime model using slope, chop, and ATR expansion measures, and signal filters such as pullback holds, relative volume, cooldown bars, and a quality score. Equity-specific controls include average dollar volume and a benchmark trend filter.

Risk settings specify equity-based risk sizing, a maximum allocation, ATR-based stops, a reward-to-risk target, an optional break-even adjustment, an optional trailing stop, and a time exit. The script header also specifies commission, slippage, and no pyramiding. However, the supplied source cuts off partway through the visual settings section, before the calculations, entry and exit logic, and any backtest results appear. The title mentions a 9 EMA, while the visible default fast EMA is 21; the excerpt does not resolve that discrepancy. There is therefore not enough information to evaluate the actual signals or performance.

Key ideas

• The visible configuration combines EMA and ATR measures with regime and signal filters.
• Entry options include breakouts, continuations, or both, with a configurable pullback-hold condition.
• Liquidity and benchmark filters are provided for equity trading.
• Risk controls include ATR stops, position sizing, a reward-to-risk target, and optional break-even or trailing stops.
• The excerpt omits the strategy logic and results, and its stated 9 EMA conflicts with the visible 21-period fast EMA setting.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.