EMA 9/21 GoldenX Pro-TSL — Strategy by idingtrade
By idingtrade
Performance Metrics
- Author: idingtrade
- Symbol: TFEX:S501!
- Timeframe: 15 minutes
- Net P&L: +34,480.00 THB (+113.28%)
- Win Rate: 38.5%
- Profit Factor: 1.114
- Max Drawdown: 38,720.00 THB (74.35%)
- Total Trades: 415
Description
█ OVERVIEWEMA GoldenX Pro-TS is a trend-following strategy built around the classic EMA crossover (Golden Cross / Death Cross), enhanced with multi-layer confirmation filters and dynamic risk management. It is designed for traders who want clean, rule-based entries while avoiding choppy, low-conviction signals.█ HOW IT WORKSENTRY LOGIC • A Long entry triggers when the Fast EMA crosses above the Slow EMA (Golden Cross), confirmed by rising volume OR rising price action, AND a trending market condition (ADX filter). • A Short entry triggers when the Fast EMA crosses below the Slow EMA (Death Cross), confirmed by rising volume OR falling price action, AND a trending market condition.POSITION FLIPPING • When already in a position and the opposite EMA cross occurs, the strategy can instantly close and reverse (flip). The "Flip on EMA cross only" option lets you bypass the volume/ADX filters on reversal signals — useful for fast-moving markets where waiting for full confirmation may cause late entries.STOP-LOSS MANAGEMENT • A dynamic ATR-based trailing stop is calculated each bar. • A hard percentage-based maximum stop loss acts as a safety net. • The tighter of the two is always used, providing adaptive risk control that respects both volatility and absolute drawdown limits.█ FEATURES • Dual EMA Crossover — Configurable Fast (default 9) and Slow (default 21) EMA periods. • ADX Trend Filter — Filters out entries during range-bound / low-momentum conditions (ADX threshold + DI spread). • Volume Confirmation — Requires volume above its 5-bar SMA for fresh entries. • Price Momentum Check — Validates price direction relative to a 5-bar SMA for additional confluence. • ATR Trailing Stop — Volatility-adjusted stop that adapts to current market conditions. • Max Stop Loss % — Hard cap on per-trade risk as a percentage of entry price. • Trade Direction Control — Choose Long only, Short only, or Both. • Instant Position Flip — Optionally reverses on EMA cross without waiting for all filters to align. • Alert Conditions — Built-in alerts for Golden Cross (Long) and Death Cross (Short) signals.█ SETTINGS • Fast EMA (default: 9) — Period for the fast EMA line. • Slow EMA (default: 21) — Period for the slow EMA line. • Trade Direction (default: Both) — Restrict to Long, Short, or trade Both sides. • ADX Length (default: 14) — Lookback period for the ADX/DMI calculation. • ADX Threshold (default: 20) — Minimum ADX value to qualify as a trending market. • ATR Length (default: 14) — Lookback period for the ATR calculation. • ATR Multiplier (default: 2.0) — Distance of the ATR trailing stop from the current close. • Max Stop Loss % (default: 1.0%) — Maximum allowable stop distance as a % of entry price. • Flip on EMA Cross Only (default: true) — When enabled, position reversals only require the EMA cross, bypassing volume/ADX filters for faster flips.█ VISUAL OUTPUTS • Orange line — Fast EMA • Blue line — Slow EMA • Red line — Active trailing stop level (visible only while in a position)█ USAGE NOTES • Originally designed and tested on TFEX SET50 Index Futures but applicable to any liquid instrument. • Best suited for trending markets on intraday to swing timeframes. • Adjust EMA periods and ATR multiplier to match the volatility profile of your instrument. • Backtest thoroughly on your target market before live deployment.█ DISCLAIMERThis strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Always manage your risk and trade responsibly.