EMA Crossover Trend Following with SMA and Session Filters

Summary

This template trades crossovers between a fast and a slow exponential moving average, with configurable lengths and an optional filter based on the direction of a longer simple moving average. A bullish crossover can open a long when the filter is rising; a bearish crossover can open a short when it is falling. Signals are confirmed at the candle close and, under the described execution convention, orders fill at the next candle's open. Users can restrict trade direction and limit entries to a time window.

The strategy uses fixed point-based stop losses and optional take-profit levels measured from average entry price, and it closes open positions when the session ends. The accompanying description gives default settings for VN30F1M and explains the filters and exits, but reports no backtest performance. Although the page title refers to SMA, the current source and release notes describe EMA crossover signals, so readers should distinguish the published label from the implementation. Results can depend on chart timeframe, session clock, and parameter choices.

Key ideas

• The implemented entry signals come from fast and slow EMA crossovers, despite the SMA wording in the page title.
• An optional longer SMA filter allows longs when its slope is upward and shorts when it slopes downward.
• The system confirms signals at candle close and is described as entering at the next candle open.
• Fixed point stops, optional profit targets, and session-end position closure define the main exits.
• The document supplies configurable rules and VN30F1M defaults but no evidence of historical profitability.

Tags

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