OPEN-SOURCE SCRIPT
Dillon's Double VWAP Strategy
Updated
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.
Release Notes
Fixed issue where the scale was messed up. Release Notes
Fixed input name to be more clear. Release Notes
Changed max bars back to 5000 for deep history testing. Release Notes
Reorganized pine script to better group blocks of codeRelease Notes
Update the screenshot of the strategy to show examples. Release Notes
Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries. Release Notes
Changed Limit entry look back from close to hl2 for improved profitability.Release Notes
Added Laddering into the strategy. Release Notes
Added new EMA distance filter. and fixed issue with trailing stop. Release Notes
Adding in EMA Distance Filter.Release Notes
Updated default settings to use best settings fr BTC 15 minute chart. Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
Disclaimer
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