Intraday Momentum Strategy (Modified)

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Intraday Momentum Strategy (Modified)

Postby Apprentice » Sun May 19, 2024 2:04 pm

EURUSD H1 (05-19-2024 2101).png

Intraday Momentum Strategy Indicator.lua
https://fxcodebase.com/code/viewtopic.php?f=17&t=74882
VWAP.lua
https://fxcodebase.com/code/viewtopic.php?f=17&t=71346

Based on the paper Beat the Market
An Effective Intraday Momentum Strategy
Carlo Zarattini, Andrew Aziz, Andrea Barbon

Open Long
Price > Top Line
Price > VWAP

Open Short
Price < Bottom Line
Price < VWAP

Intraday Momentum Strategy.lua
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Apprentice
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