fxcodebase-backup
Moving_Average_VWAP_Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=71473
Forum: 31 · Topic 71473 · 4 post(s)
Moving_Average_VWAP_Strategy
Apprentice · Sat Sep 04, 2021 2:53 am
Based on the request. https://fxcodebase.com/code/viewtopic.php?f=27&p=143403 Moving_Average_VWAP.lua https://fxcodebase.com/code/viewtopic.php?f=17&t=71472
Moving_Average_VWAP_Strategy.lua
Re: Moving_Average_VWAP_Strategy
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
thanks gp
Re: Moving_Average_VWAP_Strategy
Apprentice · Fri Sep 24, 2021 6:28 am
Your request is added to the development list. Development reference 864.
Re: Moving_Average_VWAP_Strategy
Apprentice · Thu Nov 25, 2021 10:36 am
There is a parameter for that: Execution Type. Set it to End of Turn