1 files changed, 29 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_asian_session_rsi.py b/services/strategy-engine/tests/test_asian_session_rsi.py
index b311220..db031f0 100644
--- a/services/strategy-engine/tests/test_asian_session_rsi.py
+++ b/services/strategy-engine/tests/test_asian_session_rsi.py
@@ -159,3 +159,32 @@ def test_reset_clears_all():
 def test_warmup_period():
     s = _make_strategy(rsi_period=14)
     assert s.warmup_period == 15
+
+
+def test_ema_filter_blocks_below_ema():
+    """Entry blocked when price is below EMA."""
+    s = AsianSessionRsiStrategy()
+    s._rsi_period = 5
+    s._rsi_oversold = 40
+    s._quantity = Decimal("0.5")
+    s._take_profit_pct = 1.5
+    s._stop_loss_pct = 0.7
+    s._session_start_utc = 0
+    s._session_end_utc = 2
+    s._max_trades_per_day = 3
+    s._max_consecutive_losses = 10
+    s._ema_period = 5
+    s._require_bullish_candle = False  # Test EMA only
+
+    # Feed rising prices to set EMA high, then sharp drop
+    for i in range(10):
+        s.on_candle(_candle(200 + i * 5, hour=0, minute=i * 5))
+    # Now feed low price -- below EMA, RSI should be low
+    signals = []
+    for i in range(5):
+        sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=(15 + i) * 5 % 60))
+        if sig is not None:
+            signals.append(sig)
+    # Should have no BUY signals because price is way below EMA
+    buy_sigs = [s for s in signals if s.side == OrderSide.BUY]
+    assert len(buy_sigs) == 0