EMA and VWAP Crossovers with an ATR Trailing Stop

Summary

This intraday-oriented strategy uses a 9-period exponential moving average and VWAP to generate directional entries. It goes long when the EMA crosses above VWAP and short when it crosses below. The script calculates ATR, then sets trailing exits using an ATR multiple; it also plots the indicators, signals, and illustrative stop lines. Alerts are emitted when entry conditions occur.

The document provides the rules and implementation but no backtest results or evidence that the approach is profitable. It mentions use across several asset classes and short intraday timeframes, but offers no market-specific validation. The trailing stop adapts to volatility, though its behavior depends on the ATR settings and execution assumptions. Readers should also note that the alert payload contains example account and token fields, and that plotted stop lines are calculated separately from the strategy exit orders.

Key ideas

• A long entry occurs when the 9-period EMA crosses above VWAP, and a short entry on the reverse cross.
• ATR sets the distance parameters for trailing exits in both directions.
• The chart displays crossover signals, indicators, and calculated trailing stop lines.
• The script sends alerts on entry conditions.
• No performance results or market-specific validation are supplied.

Tags

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