SPX EMA 9/21 + VWAP Strategy by resaka179
By resaka179
Performance Metrics
- Author: resaka179
- Symbol: SP:SPX
- Timeframe: 2 minutes
- Net P&L: +11,660.42 USD (+1.17%)
- Win Rate: 38.9%
- Profit Factor: 1.29
- Max Drawdown: 8,681.63 USD (0.85%)
- Total Trades: 393
Description
1. Temporality: 2 minutes.2. EMA 9 and EMA 21:• Purchase Call: when EMA 9 crosses up EMA 21 and the price is > VWAP.• Put : when EMA 9 crosses down EMA 21 and the price is < VWAP.3. Stop and Take Profit:• Stop: candle closure on the other side of the VWAP.• TP: configurable in points (e.g. +10 pts, +20 pts) or up to the opposite crossing of EMAs.• Long enters when EMA 9 crosses up 21 and the price is above VWAP.• Short enters when the EMA 9 crosses down the 21 and the price is below VWAP.• TP and SL in SPX points (configurable in inputs).• You can run in 2 minutes on SPX.