This strategy combines a moving average with a volume‑weighted moving average (VWMA). When price trades above the VWMA, it suggests buyers are dominant. A breakout occurs when price crosses the VWMA from the opposite side.

Testing indicates an average annual return of about 40%. It performs best in the crypto market.

Trades align with the VWMA direction and use the simple moving average as a higher‑level trend filter. Exits occur when price reverses relative to the moving average.

The goal is to capture breakouts supported by volume.

Details

Entry Criteria: Price above or below VWMA with MA confirmation.
Long/Short: Both directions.
Exit Criteria: Price crosses MA in opposite direction or stop.
Stops: Yes.
Default Values:
- MAPeriod = 20
- VWAPPeriod = 20
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Breakout
- Direction: Both
- Indicators: VWMA, MA
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium

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