VWAP Stratagy

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VWAP Stratagy

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

1.png

2.png

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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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

Hi
apprentice,
Another observation is that the strategy works only with the parameter ‘’ daily’’ and the parameters ‘’weekly and monthly’’ does not work.
ANTONIO
 
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Re: VWAP Stratagy

Postby ANTONIO » Fri Jul 13, 2018 4:50 am

Hi apprentice,

Can we make a change to the strategy and add a moving average?
That is, if EMA cross above the VWAP daily to open a buy trade and if it cross down the VWAP daily to open a sale trade.

Thank you
ANTONIO
 
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Re: VWAP Stratagy

Postby Apprentice » Sat Aug 04, 2018 7:05 am

Your request is added to the development list under Id Number 4212
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Re: VWAP Stratagy

Postby Apprentice » Mon Aug 06, 2018 9:22 am

Try this version.
VWAP Stratagy.ANTONIO.lua
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Re: VWAP Stratagy

Postby MC. Trend Trader » Tue Aug 07, 2018 6:58 am

Hello,
I request of opening multi positions at the same time with different lot sizes, stops & limits for the VWAP Strategy.


paramaters should be jncluded:

Open trade 1: Yes/No
Trade 1: lot size
Set Limit for Trade 1: Yes/No’
Limit for Trade1, in pips 30
Set Stop for Trade 1 ‘Yes/No’
Stop for Trade 1: 30
Trailing Stop order for Trade 1: ‘Yes/No’
Trailing for Trade 1, in pips 10
Breakeaven for Trade 1: ‘Yes/No’
Min Profit for Trade1 10

The Trade 1 Logic be repeated for a total of 5 positions

Best regards
MC. Trend Trader
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Posts: 107
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Re: VWAP Stratagy

Postby MC. Trend Trader » Tue Aug 07, 2018 7:01 am

Hello,
I request of opening multi positions at the same time with different lot sizes, stops & limits for the VWAP Antonio Strategy.


paramaters should be jncluded:

Open trade 1: Yes/No
Trade 1: lot size
Set Limit for Trade 1: Yes/No’
Limit for Trade1, in pips 30
Set Stop for Trade 1 ‘Yes/No’
Stop for Trade 1: 30
Trailing Stop order for Trade 1: ‘Yes/No’
Trailing for Trade 1, in pips 10
Breakeaven for Trade 1: ‘Yes/No’
Min Profit for Trade1 10

The Trade 1 Logic be repeated for a total of 5 positions

Best regards
MC. Trend Trader
FXCodeBase: Initiate
 
Posts: 107
Joined: Sun Jul 05, 2015 12:36 am

Re: VWAP Stratagy

Postby Apprentice » Tue Aug 07, 2018 8:46 am

Your request is added to the development list under Id Number 4218
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Apprentice
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Re: VWAP Stratagy

Postby Apprentice » Wed Aug 08, 2018 3:52 am

Try this version.
VWAP Stratagy.MC_Trend_Trader.lua
(79.82 KiB) Downloaded 931 times
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