HYE Mean Reversion VWAP

Bitcoin / TetherUS PERPETUAL CONTRACTBinance

描述

⋅ Jul 1, 2021 10:44 PM

Indicator version of the strategy "HYE Mean Reversion VWAP"

tradingview.com/script/WeAMGj9j/

"Long", "Short", "Exit Long" and "Exit Short" alarms added.
Use with "Once Per Bar Close".

*** I used the "VWAP with period" indicator code of @neolao. Special thanks to @neolao.
Indicator Link:

tr.tradingview.com/script/rSTNnV6B-VWAP-with-period/

版本注释

⋅ Jul 9, 2021 1:11 AM

Fixed bug in alarms.

版本注释

⋅ Jul 26, 2021 6:34 PM

Plot feature has been added to follow the vwap lines on the graph.

Relative Strength Index (RSI)Volume Weighted Average Price (VWAP)Exponential Moving Average (EMA)

holahombre0

⋅ Jul 30, 2021 2:27 PM

I would also suggest a hard sl and TP level so that we can test avoinding the high draw downs which occasionally occur.

holahombre0

⋅ Jul 23, 2021 11:40 AM

HI, great indicator. Would love to start testing it. Question: Shorting does not seem to work in the strategy & indicator, could you review? Also I don't see the VWAP lines inside the chart, maybe this is broken as well? Thanks!

HYE0619

⋅ Jul 26, 2021 6:37 PM

@holahombre0, hi, thank you for your comment. You can see the vwap lines on the graph now. But i didn't understand what you mean with "shorting does not seem to work..". Is there an error or you think the shorting performance is not good enough?

holahombre0

⋅ Jul 27, 2021 9:25 AM

@HYE0619, Thanks! Sorry about the shorting comment, I set the RSI to 100, which ofcourse wouldn't allow any shorts to open. My bad, it's working fine.

Can you enable the RSI lines on the strategy version as well?

Btw. Have you ever considered integrating a DCA solution here? I believe that would make the strategy more profitable. I would love to test this, but I'm not sure how to.