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Vwap Volume Strategy More info on web site https://stocksharp.com/store/
Published
Jul 11, 2025
1y ago
Total Downloads
1.8K
1,786
Install
dotnet add package StockSharp.Strategies.0155_VWAP_Volume --version 5.0.0
No framework information available.
README
Vwap Volume Strategy
Strategy combining VWAP and Volume indicators. Buys/sells on VWAP breakouts confirmed by above-average volume.
This strategy references VWAP to gauge value and requires volume confirmation before trades. The idea is to join moves backed by strong participation.
Intraday traders focused on volume metrics can employ this method. Losses are trimmed via an ATR-based stop.
Details
- Entry Criteria:
- Long:
Close < VWAP && Volume > AvgVolume * VolumeThreshold - Short:
Close > VWAP && Volume > AvgVolume * VolumeThreshold
- Long:
- Long/Short: Both
- Exit Criteria:
- Price crosses back through VWAP
- Stops: Percent-based using
StopLossPercent - Default Values:
VolumePeriod= 20VolumeThreshold= 1.5mStopLossPercent= 2.0mCandleType= TimeSpan.FromMinutes(5).TimeFrame()
- Filters:
- Category: Mean reversion
- Direction: Both
- Indicators: VWAP, Volume
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Mid-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Adoption Assessment
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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.
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