OPEN-SOURCE SCRIPT
Futures VWAP Cut-through Strategy
This strategy is based upon Futures, works best on 1min and 5min chart with entry through vwap. Works best along with daily change in OI.
-If the daily change in OI is high on call side, then we will sell futures below vwap.
-If the daily change in OI is high on put side, then we will buy futures above vwap.
-If the daily change in OI is high on call side, then we will sell futures below vwap.
-If the daily change in OI is high on put side, then we will buy futures above 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。
想在图表上使用此脚本？
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。