QuantNomad 의 EVWMA VWAP Cross Strategy [QuantNomad]

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Continue to experiement with VWAP and EVWMA.
It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit.

Here are few other strategies based on EVWMA:

EVWMA VWAP MACD Strategy

QuantNomad - EVWMA MACD Strategy

오픈 소스 스크립트

진정한 TradingView의 정신에 따라, 이 스크립트의 작성자는 스크립트를 오픈소스로 게시했기에 거래자들이 이해하고 확인할 수 있습니다. 작가님께 건배! 스크립트를 무료로 사용할 수 있지만, 게시물에서 이 코드를 재사용하는 것은 하우스룰을 따릅니다. 당신은 스크립트를 차트에 사용하기 위해 그것을 즐겨찾기 할 수 있습니다.

차트에 이 스크립트를 사용하시겠습니까?

Courses:
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코멘트

I added a time period for the test, everything is not so rosy, sorry if you set ... test since 2019 year..

//@version=4
strategy("EVWMA VWAP Cross ", shorttitle="EVWMA_VWAP_Cross", overlay=true)

// Inputs
sum_length = input(30, title = "EVWMA Length", type = input.integer)
vwap_smoothing = input(1, title = "VWAP Smoothing", type = input.integer)
//set time
year_start= input(2017, minval=1)
month_start= input(1, minval=1)
day_start= input(1, minval=1)

year_finish= input(2100, minval=1)
month_finish= input(1, minval=1)
day_finish= input(1, minval=1)

tt0=timestamp(year_start,month_start,day_start,23,59)
tt1=timestamp(year_finish,month_finish,month_finish,23,59)

tim=time

metka= tim>tt0 and tim<tt1 ? true : false
//other

// Calculate EVWMA
vol_period = sum(volume, sum_length)

evwma = 0.0
evwma := ((vol_period - volume) * nz(evwma, close) + volume * close) / (vol_period)

vwap_smooth = ema(vwap, vwap_smoothing)

long = crossover( vwap_smooth, evwma)
short = crossunder(vwap_smooth, evwma)

plot(evwma, color = color.blue)
plot(vwap_smooth, color = color.red)

strategy.entry("Long", true, when = long and metka )
strategy.entry("Short", false, when = short )

응답

dude !!

seriously thank you for your contribution, help a lost noob a lot here

GBU

응답

bitsbybitsimakemyriches

@bitsbybitsimakemyriches, Thanks, dude!

응답

I was under the impression that you cant use volume indicators in forex and crypto? I am just a rookie, so forgive me my ignorance.

응답

Yes! Very nice.

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