VWAP Stratagy

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VWAP Stratagy

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

1.png

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VWAP.lua is available here.
viewtopic.php?f=17&t=65661

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

Vice versa for Short
VWAP Stratagy.lua
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Apprentice
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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?
ANTONIO
 
Posts: 11
Joined: Thu Nov 16, 2017 6:03 am

Re: VWAP Stratagy

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

Hi
apprentice,
Another observation is that the strategy works only with the parameter ‘’ daily’’ and the parameters ‘’weekly and monthly’’ does not work.
ANTONIO
 
Posts: 11
Joined: Thu Nov 16, 2017 6:03 am


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