TradingView
QuantNomad
21 Nov 2019 pukul 12.35
EVWMA VWAP Cross Strategy [QuantNomad]
BINANCE:ETHBTC
120
Ethereum / Bitcoin
Binance
Deskripsi
⋅
21 Nov 2019 pukul 12.35
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]
tradingview.com/script/ZguF6GBo-EVWMA-VWAP-MACD-Strategy-QuantNomad/
QuantNomad - EVWMA MACD Strategy
tradingview.com/script/HCvuyx5x-QuantNomad-EVWMA-MACD-Strategy/
Volume Weighted Moving Average (VWMA)
Volume Weighted Average Price (VWAP)
Volume
evwma
volumeweighted
volumeweightedaverageprice
volumeweightedaverage
strategy
ETHBTC
ETH
BTC
Komentar
KirillNET
⋅
22 Nov 2019 pukul 20.48
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 [QuantNomad]", shorttitle="EVWMA_VWAP_Cross[QN]", 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[1], 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 )
Pardon3000
⋅
21 Jul 2023 pukul 17.28
So the signal comes one bar too late, repaints?
bitsbybitsimakemyriches
⋅
25 Nov 2019 pukul 16.01
dude !!
seriously thank you for your contribution, help a lost noob a lot here
GBU
QuantNomad
⋅
25 Nov 2019 pukul 21.24
@bitsbybitsimakemyriches
, Thanks, dude!
LasseHeggeland
⋅
22 Nov 2019 pukul 13.06
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.
cooney_s
⋅
21 Nov 2019 pukul 13.02
Yes! Very nice.
Lebih lanjut
//@version=4
strategy("EVWMA VWAP Cross [QuantNomad]", shorttitle="EVWMA_VWAP_Cross[QN]", 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[1], 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 )