NQ EMA Crossover Signals Filtered by VWAP

Summary

This NQ futures strategy combines two exponential moving averages with session VWAP. It enters long when the 20-period EMA crosses above the 50-period EMA while price is above VWAP. It enters short when the faster average crosses below the slower one while price is below VWAP. The script plots all three indicators to show the signals on the chart.

The document gives the entry rules and source code, but no exit conditions, position sizing, risk controls, or performance results. It does not specify a chart timeframe or explain how to handle changing market conditions. The strategy is therefore a basic signal example; the document provides no evidence that it is profitable or robust after costs.

Key ideas

• A long entry requires the 20-period EMA to cross above the 50-period EMA while price is above VWAP.
• A short entry requires the 20-period EMA to cross below the 50-period EMA while price is below VWAP.
• The script plots both moving averages and VWAP for visual context.
• The document provides no explicit exit rules or backtest results.

Tags

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