fxcodebase-backup
Intraday Momentum Strategy (Modified)
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=74883
Forum: 31 · Topic 74883 · 1 post(s)
Intraday Momentum Strategy (Modified)
Apprentice · Sun May 19, 2024 2:04 pm
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