{
  "id": 11184,
  "rank": 525,
  "name": "EmaVwapLong",
  "aka": [
    "Freqtrade EMA9 x Daily-Anchored VWAP Strategy"
  ],
  "family": "B",
  "subtype": "B3",
  "one_liner": "A 1h crypto futures breakout strategy with daily-anchored VWAP, ATR-based stops/targets, and a 1:2 risk/reward ratio.",
  "market_regime": "breakout",
  "timeframes": [
    "1h"
  ],
  "symbols": [
    "139 altcoins"
  ],
  "sessions": [
    "24/7"
  ],
  "indicators": [
    {
      "name": "EMA9",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "Daily Anchored VWAP",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "ATR14",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "EMA9 > VWAP on candle t, and EMA9 <= VWAP on candle t-1",
    "Close > EMA9",
    "Close > VWAP"
  ],
  "entry_short": [],
  "exit_rules": [
    "Entry + (3.0 * ATR)",
    "Entry - (1.5 * ATR)",
    "60 hours"
  ],
  "filters": [
    "Max Stop < 3.8% filter",
    "LIQ_SAFETY = 0.80",
    "Time-Decay Stop: 60-hour max hold timeout"
  ],
  "stop_loss": "Entry - (1.5 * ATR)",
  "take_profit": "Entry + (3.0 * ATR)",
  "position_size": "Sized at $1 margin / 20x leverage ($20 notional/trade) or $10 margin / 20x leverage ($200 notional/trade)",
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11184-emavwaplong",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/xenoxavier/freqtrade-ema-vwap",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}