OPEN-SOURCE SCRIPT
已更新 VWAP Push Strategy
This strategy is unfortunately not finished yet.
A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop.
Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy.
Should work great scalping 5min charts (when scripting, I used the SPX for reference).
A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop.
Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy.
Should work great scalping 5min charts (when scripting, I used the SPX for reference).
發行說明
- some minor corrections發行說明
- better overview開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。