OPEN-SOURCE SCRIPT
Aggiornato

Dillon's Double VWAP Strategy

This is based on Dillon's double VWAP strategy.
I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out.
Note di rilascio
Fixed issue where the scale was messed up.
Note di rilascio
Fixed input name to be more clear.
Note di rilascio
Changed max bars back to 5000 for deep history testing.
Note di rilascio
Reorganized pine script to better group blocks of code
Note di rilascio
Update the screenshot of the strategy to show examples.
Note di rilascio
Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries.
Note di rilascio
Changed Limit entry look back from close to hl2 for improved profitability.
Note di rilascio
Added Laddering into the strategy.
Note di rilascio
Added new EMA distance filter. and fixed issue with trailing stop.
Note di rilascio
Adding in EMA Distance Filter.
Note di rilascio
Updated default settings to use best settings fr BTC 15 minute chart.

Declinazione di responsabilità