Since 2022 Sort Finance

EMA 9 21 Crossover

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

How It Trades

  1. Compute a 9-bar and a 21-bar exponential moving average: the short pair that intraday traders watch.
  2. Buy when the 9 crosses above the 21.
  3. Sell when it crosses back below. With spans this short both averages sit close to price, so the crossings come far more often than on the 20/50 pair: earlier into a real move, but with many more false starts in between.

Example Strategy

Pine Script

Paste it into TradingView’s Pine Editor to run these rules on any chart.

//@version=6
// EMA 9 21 Crossover — sort.finance. Fills at the signal bar's close, 0.02% fee a side,
// whole account per trade, as the backtest. History and indicator warm-up
// differ from the site's, so expect close to the same trades, not identical.
strategy("EMA 9 21 Crossover", overlay=true,
     initial_capital=100, default_qty_type=strategy.percent_of_equity,
     default_qty_value=100, commission_type=strategy.commission.percent,
     commission_value=0.02, process_orders_on_close=true, pyramiding=0)

// The bar the current position opened on, and the bar the last one closed on.
var int entryBar = na
var int exitBar = -1

// ── Signals ──────────────────────────────────────────────────────────────
fast = ta.ema(close, 9)
slow = ta.ema(close, 21)
above = fast > slow
enterNow = above and not above[1]
exitNow = not above and above[1]

// ── Orders ───────────────────────────────────────────────────────────────
// Open on the first bar the entry holds while flat; close on the first
// later bar the exit holds; never reopen on the bar a position closed.
inTrade = strategy.position_size != 0
if inTrade and bar_index > entryBar and exitNow
    strategy.close("Long")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Long", strategy.long)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(fast, "EMA 9", color=#4d8dff)
plot(slow, "EMA 21", color=#e0a03a)