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VWAP Crossover Long 15-Min Strategy

by TrendSpider Team
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This strategy, tested for long positions on QQQ, uses a 15-minute timeframe and is tested over 7,000 candles. It combines the Volume Weighted Moving Average of 8 and 50 periods with an integrated stop-loss mechanism. Developed for an ETF, it may also work well with other similar trading instruments.

Entry Conditions

All of the following: # "X-ray"
  15min Volume-Weighted Moving Average (8, 0, close) Crosses ↗ 15min Volume-Weighted Moving Average (50, 0, close)

Exit Conditions

All of the following: # "Victor"
  15min Volume-Weighted Moving Average (8, 0, close) Crosses ↘ 15min Volume-Weighted Moving Average (50, 0, close)
Stop Loss Exit if lost more than 0.4%.

Developer Info