Timeframe-Adjusted EMA Crossover Strategy with Volume and Session Filters

Summary

This strategy uses a 9-period and 20-period EMA crossover for entries, with the 50-period and 200-period EMA relationship defining the broader direction. It adds confirmation from RSI and above-average volume, restricts trading to a configurable UTC window, and rejects unusually large candles relative to ATR. On the one-minute chart, it applies extra checks for ADX, minimum candle range, and price relative to the 200-period EMA. Cooldown periods and percentage-based take-profit, stop-loss, and trailing-stop settings are selected according to the chart timeframe.

The script includes settings for several intraday and daily intervals, plus chart displays for signals and indicator values. Its description presents it as a scalping and trend-following template, but reports no backtest results or evidence that the chosen settings generalize across assets. The implementation should be checked carefully before use: when trailing mode is enabled, the configured stop-loss percentage is not used for the exit order, and the trailing offset value may need conversion to the platform’s expected units. Performance also depends on session, volume, and execution assumptions.

Key ideas

• EMA crossovers provide entry signals, while the 50-period and 200-period EMA relationship sets direction.
• Volume, RSI, UTC session hours, and ATR-based candle-size filters qualify entries.
• The one-minute chart receives additional ADX, range, and price-versus-EMA checks.
• Take-profit, stop-loss, trailing, and cooldown settings vary by timeframe.
• The document provides no test evidence, and trailing mode’s stop-loss behavior and offset units warrant code review.

Tags

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