EMA Crossover Futures Scalping with ATR Stops and Targets

Summary

This futures strategy combines fast and slow EMA crossovers with a longer EMA trend filter. A long signal requires the fast EMA to cross above the slow EMA while price is above the trend EMA; shorts require the reverse. Users can enable either direction, and an ATR percentage threshold can filter out low-volatility conditions. After an exit, the system waits a configurable number of bars before allowing another trade.

Exits use ATR-based stop-loss and take-profit brackets. A breakeven option moves the stop to the entry price after a favorable move reaches a set ATR multiple. The document provides Pine Script logic and configurable example defaults, but no performance results or validation. ATR distances are recalculated from current volatility, and the description does not discuss slippage, realistic commissions, or how these moving levels behave in live execution; the strategy therefore needs careful testing across instruments and market conditions.

Key ideas

• Fast and slow EMA crossovers generate entry signals in the direction of a longer EMA trend filter.
• An ATR percentage threshold can block trades when volatility is too low.
• ATR multiples define stop and profit targets, with an optional move to breakeven after a favorable price move.
• A configurable post-exit cooldown limits immediate re-entry.
• The document supplies strategy code but no evidence of backtested or live performance.

Tags

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