SPX EMA 9/21 + VWAP Strategy

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.