OPEN-SOURCE SCRIPT
已更新 VWAP Strategy

This strategy is designed for intraday futures trading around the NYSE open VWAP. It identifies long and short opportunities when price reclaims the New York VWAP, pulls back to hold it, and aligns with 5/8/13 EMA trend confirmation. The script also includes an 18:00–16:00 anchored VWAP for added context, a previous day VWAP, and a VWAP cross tracking to help filter out choppy conditions, and configurable hold markers, cross markers, stop limits, and profit targets.
In addition, the strategy includes a compact market-status panel that lets the trader monitor whether NQ and YM are trading above or below their own NY VWAP, 18:00 VWAP, and previous day VWAP in real time. This can help provide intermarket context while trading ES and improve confidence in directional bias and market participation.
In addition, the strategy includes a compact market-status panel that lets the trader monitor whether NQ and YM are trading above or below their own NY VWAP, 18:00 VWAP, and previous day VWAP in real time. This can help provide intermarket context while trading ES and improve confidence in directional bias and market participation.
發行說明
This strategy is designed for intraday futures trading around the NYSE open VWAP. It identifies long and short opportunities when price reclaims the New York VWAP, pulls back to hold it, and aligns with 5/8/13 EMA trend confirmation. The script also includes an 18:00–16:00 anchored VWAP for added context, a previous day VWAP, and a VWAP cross tracking to help filter out choppy conditions, and configurable hold markers, cross markers, stop limits, and profit targets.In addition, the strategy includes a compact market-status panel that lets the trader monitor whether NQ and YM are trading above or below their own NY VWAP, 18:00 VWAP, and previous day VWAP in real time. This can help provide intermarket context while trading ES and improve confidence in directional bias and market participation.
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這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神,這個腳本的創作者將其設為開源,以便交易者檢視並驗證其功能。向作者致敬!您可以免費使用此腳本,但請注意,重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。