{
  "id": 6564,
  "rank": 700,
  "name": "EMA Cross Demo EA with ATR Stops",
  "aka": [
    "EMA Cross Demo EA",
    "Usama797 EMA Cross Demo EA"
  ],
  "family": "A",
  "subtype": "A10",
  "one_liner": "Buys when fast EMA crosses above slow EMA and sells when fast EMA crosses below slow EMA, using ATR for stop-loss and take-profit.",
  "market_regime": "any",
  "timeframes": [
    "M15"
  ],
  "symbols": [
    "EURUSD"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "fast EMA crosses above slow EMA"
  ],
  "entry_short": [
    "fast EMA crosses below slow EMA"
  ],
  "exit_rules": [
    "stop loss and take profit levels are pushed out to the broker's minimum stop distance where needed"
  ],
  "filters": [
    "spread filter",
    "max spread 2.0 pips"
  ],
  "stop_loss": "entry minus/plus ATR x InpSLATRMult",
  "take_profit": "stop distance x InpRewardRisk",
  "position_size": "normalized to the symbol's volume step, min and max",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/6564-ema-cross-demo-ea-with-atr-stops",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/code/77653",
  "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."
}