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VWMA Cross (Python)
Published
Jul 19, 2025
1y ago
Total Downloads
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1,209
Install
dotnet add package StockSharp.Strategies.0049_VWMA.py --version 5.0.0
No framework information available.
README
VWMA Cross (Python Version)
The Volume Weighted Moving Average (VWMA) emphasizes price levels with higher trading volume. This strategy trades crossovers between price and the VWMA.
A close above VWMA after being below it generates a long entry, while a drop below VWMA prompts a short trade. Positions exit when price crosses back in the opposite direction.
Using a volume-weighted average reduces noise from low-volume periods.
Details
- Entry Criteria: Price crosses VWMA from below or above.
- Long/Short: Both directions.
- Exit Criteria: Reverse crossover or stop.
- Stops: Yes.
- Default Values:
VWMAPeriod= 14CandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Trend
- Direction: Both
- Indicators: VWMA
- Stops: Yes
- Complexity: Basic
- Timeframe: Intraday
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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