LUX CLARA - EMA + VWAP (No ATR Filter) - v6

EMA STRAT SHOUT OUTOUTLIERSSSSS


Overview:
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.