LUX CLARA - EMA + VWAP (No ATR Filter) - v6 — Strategy by LUXCLARA
By LUXCLARA
Performance Metrics
- Author: LUXCLARA
- Symbol: CME_MINI:ES1!
- Timeframe: 1 minute
- Net P&L: +24,375.00 USD (+2.44%)
- Win Rate: 55.6%
- Profit Factor: 4.652
- Max Drawdown: 3,075.00 USD (0.31%)
- Total Trades: 18
- Sharpe Ratio: 0.644
Description
EMA STRAT SHOUT OUTOUTLIERSSSSSOverview: an intraday strategy built around two core principles:Trend Confirmation using the 50 EMA (Exponential Moving Average) in relation to the VWAP (Volume-Weighted Average Price).Entry Signals triggered by the 8 EMA crossing the 50 EMA in the direction of that confirmed trend.Key Logic:Bullish Trend if the 50 EMA is above VWAP. Only long entries are allowed when the 8 EMA crosses above the 50 EMA during that bullish phase.Bearish Trend if the 50 EMA is below VWAP. Only short entries are allowed when the 8 EMA crosses below the 50 EMA during that bearish phase.Intraday Focus: Trades are restricted to a user-defined session window (default 7:30 AM–11:30 AM), aligning entries/exits with peak intraday liquidity.Exit Rule: Positions close automatically when the 8 EMA crosses back in the opposite direction of the entry.Why It Works:EMA + VWAP helps detect both immediate momentum (EMAs) and overall institutional bias (VWAP).By confining trades to a set intraday window, the strategy aims to capture morning volatility while avoiding choppy afternoon or overnight sessions.Customization:Users can adjust EMA lengths, session times, or incorporate stops/targets for additional risk management.It can be tested on various symbols and intraday timeframes to gauge performance and robustness.