Overview The FRVP + AVWAP Improved strategy is designed to capitalize on price trends using a combination of Fixed Range Volume Profile (FRVP), Anchored VWAP (AVWAP), and key momentum indicators. It integrates RSI, EMA, MACD, and ATR-based stop-loss management to refine trade entries and exits, ensuring a dynamic and adaptable trading approach.
Key Components Anchored VWAP (AVWAP) – Measures the volume-weighted average price, acting as a dynamic support/resistance level. Fixed Range Volume Profile (FRVP) – Identifies key high/low price levels within a given range, helping detect market structure shifts. Exponential Moving Average (EMA) – The 200-period EMA acts as a trend filter to prevent counter-trend trades. Relative Strength Index (RSI) – Helps avoid overbought/oversold conditions. MACD Confirmation – Ensures momentum aligns with trade direction. Volume Filter – Avoids low-volume trades for higher accuracy. ATR-based Stop Loss & Trailing Stop – Adjusts dynamically based on market volatility. Entry Conditions ✅ Long Entry:
Price crosses above AVWAP Price is above the 200 EMA RSI is above the oversold level MACD confirms momentum Volume is above threshold ✅ Short Entry:
Price crosses below AVWAP Price is below the 200 EMA RSI is below the overbought level MACD confirms bearish momentum Volume is above threshold Exit Strategy Stop Loss: ATR-based to adapt to volatility Take Profit: Dynamically adjusted based on risk-reward ratio Trailing Stop: Locks in profits as price moves favorably Strengths & Edge 🔥 Combines Trend & Volume-Based Analysis – AVWAP & FRVP provide a strong foundation for trade decisions. 🔥 Momentum Filtering – MACD, RSI, and EMA improve trade quality. 🔥 Adaptive Risk Management – ATR-based stop-loss adapts to volatility, improving risk-reward. 🔥 Avoids Low-Volume Trades – Reduces false signals and improves accuracy.
This strategy is optimized for crypto and stock markets and works best in trending conditions.