This is based on Dillon's double VWAP strategy.
I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out.
I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out.
Versionshinweise:
Fixed issue where the scale was messed up.
Versionshinweise:
Fixed input name to be more clear.
Versionshinweise:
Changed max bars back to 5000 for deep history testing.
Versionshinweise:
Reorganized pine script to better group blocks of code
Versionshinweise:
Update the screenshot of the strategy to show examples.
Versionshinweise:
Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries.
Versionshinweise:
Changed Limit entry look back from close to hl2 for improved profitability.
Versionshinweise:
Added Laddering into the strategy.
Versionshinweise:
Added new EMA distance filter. and fixed issue with trailing stop.
Versionshinweise:
Adding in EMA Distance Filter.
Versionshinweise:
Updated default settings to use best settings fr BTC 15 minute chart.