VWAP 2nd stdev Mean Reversion Strategy

לפני 12 שעות

This strategy is based on the daily WVAP 2nd dev reversion.
The idea is to take a trade on the 2nd dev touch with the WVAP itself as a target.
The WVAP should be flat.

For daily trade only.
Use for ES/MES on the 1-minute timeframe.

לפני 11 שעות

הערות שחרור

Updated the starting time value.
Gave VWAP a couple of hours to develop.

לפני 11 שעות

הערות שחרור

Few more changes