VWAP Suite | Trend & Mean Reversion with Adaptive FiltersOverview
This strategy is built around a custom volume-weighted average price (VWAP) engine with standard-deviation bands, and gives you two complete, independently-tuned trading modes in a single script:
Trend Following — trades breakouts/crossovers in the direction of VWAP's own momentum
Mean Reversion — trades stretched price extremes back toward VWAP, filtered for low-trend conditions
Rather than assuming one style of market behavior, this script lets you choose the mode that matches what
Chiến lược























