ES Scalping Pro: EMA + VWAP + ATR — Strategy by ramtrading
By version
Performance Metrics
- Author: version
- Symbol: BINANCE:SAHARAUSDT.P
- Timeframe: 3 minutes
- Net P&L: −0.15 USD (0.00%)
- Win Rate: 40.4%
- Profit Factor: 0.904
- Max Drawdown: 0.19 USD (0.00%)
- Total Trades: 564
Description
//version=5strategy("ES Scalper: EMA Cross + VWAP", overlay=true, initial_capital=10000, default_qty_type=strategy.fixed, default_qty_value=1)// --- Inputs ---fastLen = input.int(9, "Fast EMA")slowLen = input.int(21, "Slow EMA")stopTicks = input.int(40, "Stop Loss (Ticks)") // 4 ticks = 1 point in EStargetTicks = input.int(80, "Take Profit (Ticks)")// --- Indicators ---fastEMA = ta.ema(close, fastLen)slowEMA = ta.ema(close, slowLen)vwapVal = ta.vwap(hlc3)// --- Logic ---longCondition = ta.crossover(fastEMA, slowEMA) and close > vwapValshortCondition = ta.crossunder(fastEMA, slowEMA) and close < vwapVal// --- Execution ---if (longCondition) strategy.entry("Long", strategy.long)if (shortCondition) strategy.entry("Short", strategy.short)// --- Risk Management (Exits) ---// Convert ticks to price points for ES (0.25 per tick)tickSize = syminfo.mintick strategy.exit("Exit Long", "Long", loss=stopTicks * tickSize / syminfo.pointvalue, profit=targetTicks * tickSize / syminfo.pointvalue)strategy.exit("Exit Short", "Short", loss=stopTicks * tickSize / syminfo.pointvalue, profit=targetTicks * tickSize / syminfo.pointvalue)// --- Visuals ---plot(fastEMA, color=color.blue, title="9 EMA")plot(slowEMA, color=color.orange, title="21 EMA")plot(vwapVal, color=color.gray, style=plot.style_linebr, title="VWAP")