# EmaVwapLong

A 1h crypto futures breakout strategy with daily-anchored VWAP, ATR-based stops/targets, and a 1:2 risk/reward ratio.

Canonical: https://prismaticalgos.com/compendium/algo/11184-emavwaplong
Record ID: 11184
Catalog rank: 525 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/xenoxavier/freqtrade-ema-vwap
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: 139 altcoins
- timeframes: 1h
- sessions: 24/7
- market_regime: breakout

## Indicators

- EMA9: {"period": 9}; applied to: close
- Daily Anchored VWAP: {}; applied to: close
- ATR14: {"period": 14}; applied to: close

## Recorded long-entry rules

- EMA9 > VWAP on candle t, and EMA9 <= VWAP on candle t-1
- Close > EMA9
- Close > VWAP

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Entry + (3.0 * ATR)
- Entry - (1.5 * ATR)
- 60 hours

## Recorded filters

- Max Stop < 3.8% filter
- LIQ_SAFETY = 0.80
- Time-Decay Stop: 60-hour max hold timeout

## Risk controls

- Stop loss: Entry - (1.5 * ATR)
- Take profit: Entry + (3.0 * ATR)
- Position sizing: Sized at $1 margin / 20x leverage ($20 notional/trade) or $10 margin / 20x leverage ($200 notional/trade)