EVWMA VWAP Cross Strategy [QuantNomad]

21 בנוב׳ 2019

Continue to experiement with VWAP and EVWMA.
It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit.

Here are few other strategies based on EVWMA:

EVWMA VWAP MACD Strategy [QuantNomad]

QuantNomad - EVWMA MACD Strategy