RESEARCH FRAMEWORK
EMA crossover
A simple baseline for learning how lagging trend systems behave.
Only the measurements the rule needs
Fast EMASlow EMAATR
Conditions before an entry exists
- Periods are fixed before testing
- Only confirmed bar closes are used
- Position size is volatility-normalised
ENTRY
Enter when the fast EMA closes on the opposite side of the slow EMA.
STOP
ATR stop, recent swing or reverse signal; test one at a time.
EXIT
Opposite cross or predefined trailing stop.
DO NOT TRADE
High-cost low-timeframe data and repeated flat crosses.
What has to happen before capital is at risk
1Use as a benchmark
2Test broad period families
3Include costs
4Compare with buy-and-hold style directional exposure
Report gross and net results, the full eligible sample, maximum drawdown, trade distribution and any rule changes. Then repeat on data that did not influence the design.
Use the same protocol every time.
The CSV test plan records eligibility, costs, execution, outcome and rule adherence without turning an example into a promise.
Download test-plan CSV ↓