Three EMA Cross Strategy (Python)

The Three EMA Cross strategy combines a classic fast/slow moving average crossover with a longer trend filter. After the fast EMA crosses above the slow EMA, the strategy waits for a pullback to the fast average while the closing price remains above a broader trend EMA. This setup attempts to capture continuation moves after a brief retracement within the prevailing trend. Positions are exited when momentum fades and the fast EMA crosses back below the slow EMA. A percentage-based stop loss protects the position if price moves against the trade. The technique works well on markets with persistent trends and tends to avoid choppy ranges.

• Entry Criteria:

• Recent fast EMA cross above slow EMA within last N bars.

• Current close ≥ fast EMA and session low ≤ fast EMA.

• Trend EMA ≤ current close. []Long/Short: Long only. []Exit Criteria:

• Fast EMA drops below slow EMA. []Stops: Stop loss at **stoplosspercent** of entry price. []Default Values:

• FastEmaLength = 10

• SlowEmaLength = 20

• TrendEmaLength = 100

• StopLossPercent = 2.0

• CrossBackBars = 10 [*]Filters:

• Category: Trend following

• Direction: Long

• Indicators: EMA

• Stops: Yes

• Complexity: Medium

• Timeframe: Any

• Seasonality: No

• Neural networks: No

• Divergence: No

• Risk level: Medium