Triple EMA Trend TP Strategy (Filtered Entries + Dynamic Exit)

Overview

The Triple EMA Trend TP Strategy is a robust trend-following approach designed for clear, disciplined entries and exits. It leverages a triple EMA crossover for entry signals, combined with a long‑term SMA trend filter, a fixed take‑profit percentage, and a dynamic dual‑EMA exit mechanism to optimize performance and risk management.

Key Features

Triple EMA Crossover Entry
Detects momentum shifts by waiting for the fast EMA to cross above the slow EMA, signaling bullish momentum buildup.

Trend Filter (SMA)
Ensures trades are only taken when price is above the long-term trend (SMA), filtering out low-probability setups.

Take Profit (TP)
Applies a customizable fixed TP, e.g., defaulting to 9.8%, allowing disciplined profit-taking.

Dual EMA Exit
Uses two EMAs on a separate exit logic—if the short exit EMA undercuts the mid exit EMA, the strategy closes the position.

Adjustable Parameters
All key lengths—including fast, mid, slow entry EMAs, trend SMA, exit EMAs, and TP percentage—are user-configurable to suit different assets and timeframes.

Date Range Control
Users can define a backtest window with start and end dates, preventing misleading performance outside intended periods.

Flexible Position Management
Supports full‑equity position sizing, pyramiding up to 10 entries, and runs every tick for high precision.

Setup & Inputs
fastLen: Entry Fast EMA
midLen: Entry Mid EMA
slowLen: Entry Slow EMA
trendLen: Trend Filter SMA
tpPercent: Take Profit Percentage
exitFastLen: Exit Fast EMA
exitMidLen: Exit Mid EMA
startDate / endDate: Backtest time range

Why This Strategy Stands Out

This strategy marries classic trend-following principles with modern risk-control tactics, making it both intuitive and advanced. It balances aggressive entry signals with safety checks via trend validation and layered exit logic. The inclusion of a TP ensures profits are locked in, while the dual EMA exit adds adaptive flexibility to close positions when momentum fades.

How to Use & Customize

Configure Inputs
Adjust EMAs, trend length, and TP percentage to fit your asset and timeframe. For example, shorter EMAs suit intraday trading; longer ones work well for swing strategies.

Set Backtest Range
Use the start/end date fields to limit your testing to the most relevant data, reducing noise from irrelevant market periods.

Backtest & Optimize
Review the Strategy Tester’s performance metrics—Equity curve, drawdown, profit factor, trade list—to assess effectiveness.

Fine‑Tune
Tweak TP, EMAs, or trend length to optimize drawdowns, win rate, or return profile.