OPEN-SOURCE SCRIPT

Dillon's Double VWAP Strategy

已更新
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.
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Fixed issue where the scale was messed up.
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Fixed input name to be more clear.
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Changed max bars back to 5000 for deep history testing.
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Reorganized pine script to better group blocks of code
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Update the screenshot of the strategy to show examples.
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Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries.
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Changed Limit entry look back from close to hl2 for improved profitability.
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Added Laddering into the strategy.
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Added new EMA distance filter. and fixed issue with trailing stop.
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Adding in EMA Distance Filter.
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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)

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

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