ARR VWAP Intraday — Strategy by ALLURI_RAJU
By ALLURI_RAJU
Performance Metrics
- Author: ALLURI_RAJU
- Symbol: NSE:BANKNIFTY1!
- Timeframe: 15 minutes
- Net P&L: +2,353,673.75 NONE (+2,353.67%)
- Win Rate: 74.8%
- Profit Factor: 6.949
- Max Drawdown: 19,096.25 NONE (2.25%)
- Total Trades: 1,037
- Sharpe Ratio: 1.213
Description
Intra day VWAP Strategy Strategy isBuy when vwap goes up and RSI above 50 (Can be modified) . Sell wehn vwap goes down and rsi bellow 50 (Can be modified) Exit all at market close hour specified