VWAP Retest + EMA9 Cross + Candle Pattern Strategy

VWAP Retest + EMA9 Cross Strategy (Intraday, 3% TP, ATR SL)

This is a momentum-based intraday strategy, targets VWAP retest continuation setups in strong trends. Designed for morning US session trades (9:30–12:30 EST). It combines multiple layers of confluence for high-probability long setups:

Entry Conditions:

• EMA9 crossover above VWAP (within 1-2 bars)
  
• Price retests VWAP within a buffer ($0.2)
  
• Price is above previous day’s high
  
• One of 3 bullish candle patterns must appear:
  
• Hammer (H)
  
• Bullish Engulfing (BE)
  
• Momentum Candle (M)
  

Trade Management:

• Take Profit: 3%
  
• Stop Loss: ATR-based, 1.5× multiplier
  
• Session Filter: 9:30am to 12:30pm EST
  
• No pyramiding/ one position at a time
  
• Forced exit at 1pm EST
  

It filters out weak entries by ensuring:

• Momentum
  
• Structure break
  
• Candle confirmation
  

Backtested on 3-min timeframe, period: Jan 01, 2025 - Oct 22, 2025. Best performance seen on CITI, INTC, and WBD (high profit factors and low drawdowns). Not financial advice.