EMA Crossover Futures Scalping with ATR Brackets and Filters
Summary
This intraday futures strategy enters when a fast EMA crosses a slower EMA, provided price is on the matching side of a longer trend EMA. Traders can enable either direction. It places stop-loss and profit-target orders at distances based on ATR, and can move the stop to the entry price after a favorable move of a chosen ATR amount.
An optional ATR-as-a-percentage-of-price filter blocks trades when volatility falls below a threshold, while a post-exit cooldown prevents immediate re-entry. The code includes chart markers and supports tick-by-tick calculation, but the document gives no performance results, instrument-specific settings, or evidence for its description as suitable for continuous scalping. Commission is configured as zero, so any strategy report using that setting would omit this trading cost; live results may also differ due to fills and slippage.
Key ideas
- Entries use a fast and slow EMA crossover aligned with price relative to a trend EMA.
- ATR sets the stop and target distances for both long and short trades.
- An optional favorable-move trigger moves the stop to breakeven.
- An ATR percentage filter and cooldown period can screen low-volatility periods and reduce rapid re-entry.
- The document supplies no backtest evidence, and its configured commission is zero.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.