0bps

Strategy vault / Breakout

Fast and Slow EMA Cross Intraday Trading Strategy

This intraday strategy trades the crossover of a fast and slow EMA for high-frequency trading. It uses EMA crosses to judge short-term trends and capture market oscillation. Strategy Logic: 1. Set a fast and slow EMA…

Pine ScriptBreakoutTrend followingEMA
Author
ChaoZhang
Complexity
Starter · 27 lines
Parameters
2
Backtest bar
1h · intraday
Tested on
BTC/USDT · futures
Jump to codeView in vaultOriginal on FMZ

This intraday strategy trades the crossover of a fast and slow EMA for high-frequency trading. It uses EMA crosses to judge short-term trends and capture market oscillation.

Strategy Logic:

  1. Set a fast and slow EMA period, typically 110 and 40.

  2. Go long when fast EMA crosses above slow EMA.

  3. Go short when fast EMA crosses below slow EMA.

  4. Set fixed point stop loss for risk control.

  5. Use for high-frequency periods (1-min) to trade intraday.

Advantages:

  1. Fast/slow EMA cross accurately judges short-term trends.

  2. Breakout trading timely captures short spikes.

  3. Fixed stop loss manages trade risk.

Risks:

  1. High-frequency trading requires sufficient capacity to absorb trading costs.

  2. Stop loss too tight causes excessive stops.

  3. EMA crossover lags may delay signals.

In summary, this strategy trades fast/slow EMA crosses for short-term intraday oscillation. The high frequency requires trading cost control and reasonable stop loss calibration for steady returns.

Parameters

NameDefaultWhat it controls
v_input_1110fastLength
v_input_240slowLength

Source Pine Script

/*backtest
start: 2023-08-12 00:00:00
end: 2023-09-11 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=2
strategy("Eli Strategy", overlay=true)
fastLength = input(110)
slowLength = input(40)
price = close

emafast = ema(price, fastLength)
emaslow = ema(price, slowLength)


if (crossover(emafast, emaslow))
    strategy.entry("EMA2CrossLE", strategy.long, comment="long")
    strategy.exit("Exit Long", from_entry = "EMA2CrossLE", loss = 500, comment= "Rshort")

if (crossunder(emafast, emaslow))
    strategy.entry("EMA2CrossSE", strategy.short, comment="short")
    strategy.exit("Exit short", from_entry = "EMA2CrossSE", loss = 500, comment= "RLong")

//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)

Published by ChaoZhang on the FMZ strategy square · last modified 2023-09-12. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

in Claude Code, Cursor, Codex & 4 more
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Fast-and-Slow-EMA-Cross-Intraday-Trading-Strategy.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch
Get AgenKitHow /agenkit works

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

Related specs

esc

Try , , or .

↑↓ move↵ open