VWAP Stratagy

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VWAP Stratagy

Postby Apprentice » Sat Jun 02, 2018 7:12 am



VWAP.lua is available here.

Open Long
Price VWAP Line Cross Over
Stop set at candle low

Vice versa for Short
VWAP Stratagy.lua
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Re: VWAP Stratagy

Postby ANTONIO » Tue Jun 05, 2018 4:53 am

Hi apprentice,

I use strategy with VWAP daily in timeframe 15.
I’m also watching the indicator VWAP (daily) on the chart and I see that the strategy opens trades either buying or selling while the indicator is a long way from the price.
For example, it opens from the strategy a selling trade as the price to cross the indicator downwards, while on the chart the VWAP (daily) is 25 pips away from the current price.
Can you check it please?
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Re: VWAP Stratagy

Postby ANTONIO » Fri Jun 15, 2018 9:48 am

Another observation is that the strategy works only with the parameter ‘’ daily’’ and the parameters ‘’weekly and monthly’’ does not work.
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