VWAP + EMA Cross Pullback

Category: trend, momentum, volume

Combines Institutional VWAP with EMA crossover to identify trend-aligned pullbacks supported by volume expansion.

Formula

\text{Entry Long} = (EMA_{20} > VWAP) \land (Low \le VWAP) \land (Close > VWAP) \\ \text{Entry Short} = (EMA_{20} < VWAP) \land (High \ge VWAP) \land (Close < VWAP) \\ \text{SL} = Close \pm (ATR_{14} \times 0.6) \\ \text{TP} = Close \pm (Risk \times TargetMultiplier)

Inputs

• emaPeriod (default: 20)
• pullbackTolerance (default: 0.5)
• targetMultiplier (default: 2)
• atrPeriod (default: 14)

See signal primitives and every published strategy that uses VWAP + EMA Cross Pullback on WOBR StrategyVerse.