Gold EMA Crossover Entries with ATR Stops and Equity-Based Sizing

Summary

This XAUUSD strategy combines a moving-average trend filter with price crossovers. It treats the market as bullish when the 20-period EMA is above the 50-period EMA and enters long when price crosses above the faster average. It enters short under the opposite EMA relationship when price crosses below the faster average.

Stops and profit targets are set from ATR multiples, while a risk percentage of strategy equity is divided by the ATR-based stop distance to estimate order size, rounded to two decimal places. Signal alerts include the proposed direction, stop, target, and size for connector use. The document supplies code and its stated rule design, but no backtest results or validation of position sizing across contract specifications. Its results and real-world risk therefore depend on the instrument feed, execution setup, and sizing conventions.

Key ideas

• The 20- and 50-period EMAs establish the directional filter.
• A price crossover of the fast EMA triggers entries aligned with that filter.
• ATR multiples define stop-loss and take-profit levels.
• Order size is estimated from an equity risk percentage and the ATR stop distance.
• Connector alerts carry the trade direction, stop, target, and rounded quantity.

Tags

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