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Moving_Average_VWAP_Strategy

PostPosted: Sat Sep 04, 2021 2:53 am
by Apprentice

Re: Moving_Average_VWAP_Strategy

PostPosted: Fri Sep 24, 2021 1:51 am
by omgepe
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 2806 times



thanks
gp

Re: Moving_Average_VWAP_Strategy

PostPosted: Fri Sep 24, 2021 6:28 am
by Apprentice
Your request is added to the development list.
Development reference 864.

Re: Moving_Average_VWAP_Strategy

PostPosted: Thu Nov 25, 2021 10:36 am
by Apprentice
There is a parameter for that: Execution Type. Set it to End of Turn