EMA 9/21 + VWAP Scalp¶
What it does: 5-minute average-crossover scalp, taken only above VWAP and the 15-minute trend. This buys when the 9-candle average crosses above the 21-candle average on 5-minute candles, while the price is above VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average. It skips buys when RSI is above 75 (already stretched).
Style: Scalping · Difficulty: Intermediate · Risk: high · Ready: 2 of 2 variants
When people use it: Trending intraday sessions.
Where it struggles: It struggles when the price chops around VWAP, and fees eat into small gains.
Markets it was written for: BTC, ETH. Timeframes: 5m with 15m filter.
Open it in the Strategy Library (on the Strategies page), pick a variant, adjust the settings and press Add to my strategies. It becomes your own strategy: edit, backtest or trade it like any other.
Long¶
5-minute average-crossover scalp, taken only above VWAP and the 15-minute trend.
Labels: Scalping, Long, Spot, Intermediate, Fast
- Direction: Buy (long) · Market: spot
- Trigger: On candle close · Main timeframe: Auto (5m)
Entry
- IF EMA(9) crosses above EMA(21) (5m) and Price > VWAP (5m) and Price > EMA(50) (15m)
- UNLESS RSI(14) > 75 (5m)
Exit: Indicator-Based Exit
- IF EMA(9) crosses below EMA(21) (5m)
- Loss controls: Stop-loss % 0.5%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| Fast average | 9 | Yes (sets 2 fields) | Shorter reacts sooner and trades more; longer is calmer. Changes both the entry and the exit cross. |
| Slow average | 21 | Yes (sets 2 fields) | Shorter makes crosses more frequent; longer makes them rarer. Changes both the entry and the exit cross. |
| Stop % | 0.5 | Yes | Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance. |
How it works (as shown in the app)
- This buys when the 9-candle average crosses above the 21-candle average on 5-minute candles, while the price is above VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average. It skips buys when RSI is above 75 (already stretched).
- It sells on the reverse cross or at a 0.5% stop.
- It may work in trending intraday sessions.
- It struggles when the price chops around VWAP, and fees eat into small gains.
- Rated high risk: many small trades, so fees matter a lot. A time limit on trades (30-60 minutes) would help and is coming later.
- After an exit it can re-enter on the very next check; a cool-down for single positions is coming later.
Short (perp)¶
5-minute average-crossover scalp on the short side, below VWAP and the 15-minute trend.
Labels: Scalping, Short, Futures, Fast, Backtest Only
- Direction: Sell (short) · Market: swap
- Trigger: On candle close · Main timeframe: Auto (5m)
Entry
- IF EMA(9) crosses below EMA(21) (5m) and Price < VWAP (5m) and Price < EMA(50) (15m)
- UNLESS RSI(14) < 25 (5m)
Exit: Indicator-Based Exit
- IF EMA(9) crosses above EMA(21) (5m)
- Loss controls: Stop-loss % 0.5%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| Fast average | 9 | Yes (sets 2 fields) | Shorter reacts sooner and trades more; longer is calmer. Changes both the entry and the exit cross. |
| Slow average | 21 | Yes (sets 2 fields) | Shorter makes crosses more frequent; longer makes them rarer. Changes both the entry and the exit cross. |
| Stop % | 0.5 | Yes | Closes the trade if the price moves this far against your entry. Tighter limits each loss but gets hit more often by normal swings; wider gives the trade more room but each losing trade costs more. If you use leverage, keep it well inside your liquidation distance. |
How it works (as shown in the app)
- This shorts when the 9-candle average crosses below the 21-candle average on 5-minute candles, while the price is below VWAP (the day's volume-weighted average price) and the 15-minute 50-candle average. It skips shorts when RSI is below 25 (already stretched down).
- It buys back on the reverse cross or at a 0.5% stop.
- It may work in downtrending intraday sessions.
- It struggles when the price chops around VWAP, and fees eat into small gains.
- Rated high risk: many small trades, so fees matter a lot. A time limit on trades (30-60 minutes) would help and is coming later.
- After an exit it can re-enter on the very next check; a cool-down for single positions is coming later.
- Shorting means you profit if the price falls and lose if it rises.
- Suggested leverage is at most 10x. On isolated margin, at 10x the exchange closes the position (liquidation) if the price moves about 9.5% against you, and you lose the margin you put into it. Keep your stop well inside that.
- For now this version runs in backtests only; paper and live futures trading are coming later.
Warnings¶
- "Backtest only for now: paper and live trading of shorts are coming later.": shown on short variants. They need perpetual or futures pairs.
- Some variants suggest leverage. On isolated margin a liquidation loses the margin in that position; keep any stop well inside the liquidation distance (the Trade Builder warns you when it isn't).
- Once added, the strategy's conditions get the usual condition checks. Messages show under each condition on the entry / exit conditions screen; setting errors start with the indicator's short name (for example "MACD: Fast must be between 1 and 1000") and block saving, while the other warnings never block saving and repeat in the strategy's Entry or Exit section. See the indicator pages below for each one.
- "You already have this strategy with these settings (…). Change a setting to add another copy.": shown on the variant's page in the Strategy Library when you already added this variant with the same settings.
Good to know¶
- After you add it, the strategy keeps the library's trigger and an Auto main timeframe; you can change both in the builder. Nothing links it back to the library, except that the builder still shows the library's explanations in the info bubbles.
- Changing a setting before adding it also changes the saved name, so you can tell copies apart.
- Past results don't predict future ones. Try it in a backtest and on paper before using real money.
- Indicators used: EMA, RSI, VWAP.