9/21 EMA Crossover

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QUANTDESKOPTIONS RESEARCH & PAPER TRADING
PAPER MODEEngine monitoring · READ ONLY
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Strategies/9/21 EMA Crossover
MOVING-AVERAGE CROSSOVERMonitoring

9/21 EMA Crossover

The unfiltered baseline: trades only when the fast EMA crosses the slow EMA on a completed candle.

Signal timeframe: 5-minute index candlesVirtual account: ₹100,000
Closed trades0Completed positions
Win rate—Closed trades only
Profit factor—After estimated costs
Net P&L₹0.00After estimated Zerodha-based charges
Realised max drawdown—Closed-trade equity only
CAPITAL READINESS

Research assessment

NOT EVALUATED

Readiness score: 0 / 100 · Closed trades: 0 · Win-rate 95% interval: —

View full assessment methodology and gates →

ENTRY LOGIC

When does this strategy enter?

Every condition listed below must be satisfied on a fresh, completed five-minute signal candle.

Bullish setup → Buy CE

  1. On the previous completed candle, EMA 9 is less than or equal to EMA 21.
  2. On the current completed candle, EMA 9 is greater than EMA 21.
  3. The crossover is evaluated once for the current signal candle.

Bearish setup → Buy PE

  1. On the previous completed candle, EMA 9 is greater than or equal to EMA 21.
  2. On the current completed candle, EMA 9 is less than EMA 21.
  3. The crossover is evaluated once for the current signal candle.
INDICATOR DEFINITIONS

What the engine calculates

  • EMA 9 on spot closes
  • EMA 21 on spot closes

Required inputs

  • Nifty 50 or Bank Nifty spot candles
  • EMA 9 and EMA 21 calculated from spot closes
  • Latest option-chain snapshot for the selected underlying
EXIT & RISK MANAGEMENT

How positions are managed

These common paper-execution rules apply to this strategy.

Stop-loss

15% below long premium entry; exit when bid reaches the stop.

Profit target

1.25R from initial premium risk; buyer exits on bid strength, seller buys back on ask decay.

Entry window

New entries are blocked after 14:15 IST.

End-of-day exit

Open positions are squared off by 15:20 IST. Overnight positions are subject to a safety exit on the next worker cycle.

Daily limits

No fixed daily trade-count cap. One open position and one lot maximum per strategy account. Daily loss threshold remains 1.5% of initial virtual capital.

Position size

One lot maximum. If estimated one-lot risk plus charges exceeds the account risk budget, the entry is skipped.

CONTRACT & FILL FILTERS

What must pass before an entry?

  • Bullish signal buys a CE; bearish signal buys a PE.
  • Candidate contract is selected from the configured expiry series (Nifty weekly by default; Bank Nifty monthly by default), with preference for absolute delta near 0.45 when Greeks are available.
  • Option quote must be no older than 120 seconds.
  • Bid/ask spread must be at most 5.0%; best bid and ask displayed quantities must each cover one lot.
  • Simulated entry buys at ask plus slippage and exits at bid less slippage.
  • Estimated brokerage, exchange charges, STT, stamp duty, SEBI charges and GST are deducted.
  • The one-lot premium notional must fit available virtual account capital.
IMPLEMENTATION NOTES

Important details

This baseline has no VWAP, RSI, ADX, candle-colour, or 200 EMA confirmation filter.
It is intentionally retained as a benchmark against the filtered strategies.
AUDIT TRAIL

Recent trades and decisions

No paper trades recorded for this strategy yet.

When a signal appears, this page will show whether it became a position or was rejected by a contract/risk filter.

Recent strategy events

No strategy events recorded yet.

When the engine evaluates a fresh candle, its decision and reason will appear here.