EMA Trend Scoring with Volume and Session Filters

Summary

This strategy combines a seven-condition trend score with a short EMA crossover trigger. Bullish and bearish scores draw on fast and slower moving-average relationships, price relative to a long EMA, and RSI relative to its midpoint. A trade requires the directional score to meet a configurable threshold, volume to pass a short-to-long average regime filter, an allowed session, and a flat position. The default session windows cover London and New York in a configurable timezone.

Entries set an ATR-based stop and a take-profit level at a configurable reward-to-risk multiple. The script plots trade boxes and a dashboard with aggregate and session win rates, profit factor, drawdown, and average win and loss. These are reporting features, not evidence supplied for the strategy: no historical results or sample details appear in the provided text. Its fixed indicator rules, session definitions, and stop and target settings may behave differently across markets and chart intervals; fees and slippage also matter.

Key ideas

• A seven-condition score combines moving-average alignment, price position, and RSI direction.
• An EMA crossover or a first qualifying fast-EMA alignment change can trigger an entry.
• Volume activity, session timing, score threshold, and flat positioning gate trades.
• Stops use ATR distance, while profit targets are set by a configurable reward-to-risk multiple.
• The dashboard reports performance measures, but the document does not provide actual evaluation results.

Tags

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