SPX EMA 9/21 + VWAP Strategy

ลิงก์ TradingView

Equity Chart

คำอธิบาย

1. Temporality: 2 minutes.

2. EMA 9 and EMA 21:

• Purchase Call: when EMA 9 crosses up EMA 21 and the price is > VWAP.

• Put : when EMA 9 crosses down EMA 21 and the price is < VWAP.

3. Stop and Take Profit:

• Stop: candle closure on the other side of the VWAP.

• TP: configurable in points (e.g. +10 pts, +20 pts) or up to the opposite crossing of EMAs.

• Long enters when EMA 9 crosses up 21 and the price is above VWAP.

• Short enters when the EMA 9 crosses down the 21 and the price is below VWAP.

• TP and SL in SPX points (configurable in inputs).

• You can run in 2 minutes on SPX.

รูป Preview

Pine Script Source

//@version=5
strategy("SPX EMA 9/21 + VWAP Strategy", overlay=true, margin_long=100, margin_short=100, default_qty_type=strategy.percent_of_equity, default_qty_value=10)

// Parámetros
emaFastLen = input.int(9, "EMA Rápida")
emaSlowLen = input.int(21, "EMA Lenta")
tpPts      = input.int(15, "Take Profit (pts)")
slPts      = input.int(10, "Stop Loss (pts)")

// Cálculo de EMAs y VWAP
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
vwap    = ta.vwap(close)

// Condiciones de entrada
longCond  = ta.crossover(emaFast, emaSlow) and close > vwap
shortCond = ta.crossunder(emaFast, emaSlow) and close < vwap

// Estrategia long
if (longCond)
    strategy.entry("Long", strategy.long)

// Estrategia short
if (shortCond)
    strategy.entry("Short", strategy.short)

// Gestión de riesgo (TP y SL en puntos de SPX)
if (strategy.position_size > 0)
    strategy.exit("Long Exit", "Long", stop=strategy.position_avg_price - slPts, limit=strategy.position_avg_price + tpPts)

if (strategy.position_size < 0)
    strategy.exit("Short Exit", "Short", stop=strategy.position_avg_price + slPts, limit=strategy.position_avg_price - tpPts)

// Dibujar
plot(emaFast, color=color.blue, title="EMA 9")
plot(emaSlow, color=color.orange, title="EMA 21")
plot(vwap, color=color.purple, title="VWAP")