EMA Trend, RSI, VWAP and Session Filters for ICT Price Action

Summary

This strategy script describes a framework for trading gold and EUR/USD with price action concepts associated with ICT. Its visible settings combine a fast and slow exponential moving average for trend direction, RSI thresholds to avoid entries when price appears stretched, and optional VWAP direction filtering. It also defines London and New York trading windows and includes controls for displaying fair value gap boxes and session shading.

Risk settings use ATR multiples for stop loss and profit target, alongside stated assumptions for position size, commission and slippage. The supplied excerpt ends at the indicator-calculation section, before any entry or exit rules are shown. It therefore does not establish how the filters combine into actual trades, nor does it provide backtest results or evidence of performance. The framework’s settings alone are insufficient to assess its trading logic or robustness.

Key ideas

• The visible settings combine EMA trend direction with RSI and optional VWAP filters.
• The script defines London and New York trading windows for gold and EUR/USD.
• ATR multiples are provided for stop loss and profit target settings.
• The excerpt ends before entry and exit logic, so the complete strategy and its results cannot be assessed.

Tags

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