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VWAP Strategy First Phase#80

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philippegeraldeli merged 17 commits intomainfrom
feature/vwap-init-day-strategy
Jan 10, 2025
Merged

VWAP Strategy First Phase#80
philippegeraldeli merged 17 commits intomainfrom
feature/vwap-init-day-strategy

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@philippegeraldeli philippegeraldeli commented Dec 26, 2024 •
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Pre-Signal:
    MUST CROSS VWAP and activate BUFFER
Signals:
    BUY => 
           Price > VWAP (within buffer)
           SMA Turned UP
    SELL =>
           Price < VWAP (within buffer)
           SMA Turned Down
           
Close Position:
     BUY => SMA turned down
     SELL => SMA turned up

@philippegeraldeli philippegeraldeli marked this pull request as ready for review January 7, 2025 11:43
@philippegeraldeli philippegeraldeli changed the title draft: add initial code for vwap strategy VWAP Strategy First Phase Jan 7, 2025
@philippegeraldeli philippegeraldeli merged commit de1783b into main Jan 10, 2025
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