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EVWMA VWAP MACD Strategy [QuantNomad]

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Based on comment of Coondawg71 I tried to compare VWAP and EVWMA.
Both are sort of moving averages so I decided to create a MACD based on these 2 indicators.
In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal".

Strategy seems to work pretty good at 2h-8h timeframes for crypto.

What do you thing about it?

QuantNomad
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds

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此外:
evwmaevwmacdMoving Average Convergence / Divergence (MACD)macdivergencerippleVolume Weighted Average Price (VWAP)Volume Weighted Moving Average (VWMA)xrpXRPBTC

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evwmaevwmacdMoving Average Convergence / Divergence (MACD)macdivergencerippleVolume Weighted Average Price (VWAP)Volume Weighted Moving Average (VWMA)xrpXRPBTC
QuantNomad
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds

🚀 Pro Indicators & Tools:
qntly.com/pro

💼 Quant Advisory & Development:
qntly.com/hire
此外:

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。