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Re: Moving_Average_VWAP_Strategy

Postby omgepe » Fri Sep 24, 2021 1:51 am

dear Apprentice,

thanks for the work
could you do some optimize for this strategy,
cause it need confirmation for the last candle.
so this is the strategy

let say in time frame 5minute,
when last candle confirm close >VwapValue5 and Close>MAVwap21 then Open Long position with the Open price for the next candle
and when last candle confirm close Close<VwapValue5 and Close<MAVwap21 then Short position with the open price for the next candle
last candle.PNG
last candle.PNG (15.18 KiB) Viewed 186 times

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Re: Moving_Average_VWAP_Strategy

Postby Apprentice » Fri Sep 24, 2021 6:28 am

Your request is added to the development list.
Development reference 864.
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