VWAP + EMA9/EMA21 Pullback Scalper

VWAP + EMA9/EMA21 Pullback Scalper at a glance

Kind of rule	Time of day (session and opening range)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, SMA, VWAP
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	12 cells: 12 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

VWAP + EMA9/EMA21 Pullback Scalper backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How VWAP + EMA9/EMA21 Pullback Scalper works

Rules in this group usually work like this. It only acts during set hours, such as the London or New York morning. Crypto never closes, so those hours are a choice, not a fact of the market. The question is whether those hours behave the same way on more than one coin. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, SMA, VWAP; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed size of 1. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when not (Restrict to session? (on)) and Enable LONG trades (on) and no position is open and cd left equals 0 and bias up and (not (Confirm price on correct side of VWAP on entry TF (on)) or the close is above VWAP) and the low is at or below touch level long and reclaim long and volume ok.
• Enters short when not (Restrict to session? (on)) and Enable SHORT trades (on) and no position is open and cd left equals 0 and bias dn and (not (Confirm price on correct side of VWAP on entry TF (on)) or the close is below VWAP) and the high is at or above touch level short and reclaim short and volume ok.
• Places a stop at (stop swing when Stop mode (Swing) equals 'Swing', else VWAP), a target at (entry px + (risk unit × TP1 in R-multiples (1))) when a long position is open.
• Places a stop at (the larger of the larger of entry px and the 9-period EMA of the close and (stop swing when Stop mode (Swing) equals 'Swing', else VWAP) when tp1 hit and After TP1: trail remainder using EMA Fast (with BE floor/ceiling) (on), else (stop swing when Stop mode (Swing) equals 'Swing', else … when a long position is open.
• Places a stop at (stop swing when Stop mode (Swing) equals 'Swing', else VWAP), a target at (entry px + (risk unit × TP1 in R-multiples (1))) when a short position is open.
• Places a stop at (the smaller of the smaller of entry px and the 9-period EMA of the close and (stop swing when Stop mode (Swing) equals 'Swing', else VWAP) when tp1 hit and After TP1: trail remainder using EMA Fast (with BE floor/ceiling) (on), else (stop swing when Stop mode (Swing) equals 'Swing', else … when a short position is open.

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, SMA, VWAP
A second chart speed	Yes. It also looks at a second chart speed.
Only at certain hours	Yes. It only acts during set hours.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses a fixed size of 1.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Restrict to session?	on
Trade session (exchange time)	0935-1555:23456
Cooldown bars after a trade closes	3
Enable LONG trades	on
Enable SHORT trades	on
Bias timeframe (VWAP + EMA trend)	5
Require HTF EMA200 filter?	off
HTF for EMA200 filter	15
EMA Fast	9
EMA Slow	21
HTF EMA length	200
VWAP source	hlc3
Pullback must touch EMA Slow (21)? (Else EMA Fast touch is enough)	off
Confirm price on correct side of VWAP on entry TF	on
Relative Volume filter	on
RVOL length	20
RVOL threshold (e.g., 1.2)	1.2
Stop mode	Swing
Swing stop lookback (bars)	7
ATR length	14
ATR buffer beyond swing stop (0 = none)	0
TP1 in R-multiples	1
TP1 percent to close	50
After TP1: trail remainder using EMA Fast (with BE floor/ceiling)	on

and 1 more settings, left at the author's defaults.

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 12 cells, and it placed no trades.

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	12
Cells that placed a trade	0
Finished above zero	0

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is whether the same hours work on other coins. Crypto has no closing bell, so the hour is a choice.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about VWAP + EMA9/EMA21 Pullback Scalper

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators VWAP + EMA9/EMA21 Pullback Scalper uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• VWAP: the volume-weighted average price, and why its anchor is the whole question

"VWAP + EMA9/EMA21 Pullback Scalper" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.