OPEN-SOURCE SCRIPT

Dillon's Double VWAP Strategy

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This is based on Dillon's double VWAP strategy.
I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out.
Notes de version
Fixed issue where the scale was messed up.
Notes de version
Fixed input name to be more clear.
Notes de version
Changed max bars back to 5000 for deep history testing.
Notes de version
Reorganized pine script to better group blocks of code
Notes de version
Update the screenshot of the strategy to show examples.
Notes de version
Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries.
Notes de version
Changed Limit entry look back from close to hl2 for improved profitability.
Notes de version
Added Laddering into the strategy.
Notes de version
Added new EMA distance filter. and fixed issue with trailing stop.
Notes de version
Adding in EMA Distance Filter.
Notes de version
Updated default settings to use best settings fr BTC 15 minute chart.
ADXAverage Directional Index (ADX)Exponential Moving Average (EMA)limitordertrailingstopVolume Weighted Average Price (VWAP)

Script open-source

Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

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