EmperorBTC's VWAP Strategy by vaidab
By vaidab
Performance Metrics
- Author: vaidab
- Symbol: BINANCE:BTCUSDT
- Timeframe: 5 minutes
- Net P&L: +16,061.57 NONE (+16.06%)
- Win Rate: 75.0%
- Profit Factor: 7.051
- Max Drawdown: 2,654.33 NONE (2.65%)
- Total Trades: 8
- Sharpe Ratio: 0.291
Description
EmperorBTC's VWAP Indicator & Strategy v2.1 coded by Bogdan VaidaThis indicator was created after EmperorBTC's conditions. Good timeframes for it: 30', 15', 5' To convert from strategy to study switch the commented lines in the beginningand at the end of the script and vice versa.What this indicator does is to check if:o Pivot Point was crossedo Stoch-RSI and VWAP were crossed in current or previous candleo Candle (or previous candle) close is in the trend directionIf all these are true then it will go long or short based on direction.