TradingView
QuantNomad
5 ноя 2019 г., 09:46

QuantNomad - EVWMA Cross Strategy 

Bitcoin / TetherUSBinance

Описание

Pretty simple EVWMA (Elastic Volume Weighted Moving Average) Cross Strategy. Long on bullish cross, Short on Bearish Crosss.

EVWMA is a quite interesting moving average where period of the MA is defined from volume itself.
It incorporates volume information in a natural and logical way. The eVWMA can be looked at as an approximation to the average price paid per share.

As a volume period you can use sum of the last x bars volumes.

Here is EVWMA as an indicator: tradingview.com/script/QxPIR4Xt-QuantNomad-Elastic-Volume-Weighted-Moving-Average/
Комментарии
crypteisfuture
Thank you, very simple and accurate!
syrinxflunki
Excellent !
Ещё