EMA (9,20) & VWAP [stock screener] — Strategy by jaspreet1998
By jaspreet1998
Performance Metrics
- Author: jaspreet1998
- Symbol: NSE:HUDCO
- Timeframe: 1 day
Description
Find stocks, manage risk and exit accordingly.9 EMA + VWAP × 20 EMA (Daily) – Trend Cross StrategyA daily-timeframe strategy that signals when the 9 EMA and VWAP both cross the 20 EMA and the close confirms the move. Position size is set by risk, and the stop is placed on the entry candle.Buy rules (all must be true on the daily close)The 9 EMA is above the 20 EMA.VWAP is above the 20 EMA.The close is above the 20 EMA.Sell rules (all must be true on the daily close)The 9 EMA is below the 20 EMA.VWAP is below the 20 EMA.The close is below the 20 EMA.The signal fires once, on the bar where all three conditions first become true. The two lines don’t need to cross on the same bar. The opposite signal reverses the position, or only exits longs if shorts are turned off.Stop loss (choose in Inputs)ATR: the entry candle close ∓ 2 × ATR(14), with ATR taken at the entry candle.Entry candle low (longs) or high (shorts).The stop is fixed at entry and does not trail.Position sizingQuantity = (capital × 1% risk) ÷ stop distance, rounded down to whole shares.Defaults are ₹1,00,000 capital and 1% risk. Both are adjustable.Optional: compound with equity, and cap the position value to capital.NotesVWAP is a rolling 20-bar VWAP, because the session VWAP resets every bar on a daily chart.Signals are generated on the bar close, so they don’t repaint.This is for educational purposes only and is not financial advice. Backtest results don’t guarantee future performance.