EMA 9/21 Crossover + ADX Filter

EMA 9/21 + ADX Crossover\n\nSTRATEGY DESCRIPTION\nPorted from a TradingView Pine strategy ('EMA 9/21 + ADX > 20'). Fires on a crossover between the fast EMA(9) and slow EMA(21), confirmed by ADX(14) trading above a threshold (default 20) so the signal only fires in a genuinely trending market, not a choppy/range-bound one. Fires both bullish (BUY) and bearish (SELL) signals from the same underlying logic.\n\nNOTE ON SCOPE: The original Pine script also attaches a fixed stop-loss / reward-ratio exit (strategy.exit with stop/limit levels). That exit-plan / risk-reward logic was intentionally NOT ported - this is a pure entry screener, consistent with how every other strategy in this system works (signal generation only, no trade-management or exit simulation).\n\nCORE LOGIC (Step by Step)\n\nSTEP 1: Calculate EMA(9) and EMA(21) on close price, and ADX(14).\n\nSTEP 2: BUY signal - previous EMA9 <= previous EMA21 AND current EMA9 > current EMA21 (fast EMA crosses above slow EMA).\n\nSTEP 3: SELL signal - previous EMA9 >= previous EMA21 AND current EMA9 < current EMA21 (fast EMA crosses below slow EMA).\n\nSTEP 4: Only accept the crossover if ADX(14) > adx_threshold (default 20), confirming the market is actually trending strongly enough for the crossover to be meaningful.\n\nSTEP 5: Generate signal (once per symbol per day) tagged BUY or SELL.\n\nWHY THIS MATTERS\n- EMA 9/21 crossover is a classic, widely-used short-term trend-shift signal\n- ADX > 20 filters out weak/choppy conditions where crossovers whipsaw and produce false signals\n- Combining a fast trend-shift trigger with a trend-strength filter reduces noise versus using the EMA crossover alone