Macd Vwap Strategy (Python)

Strategy based on MACD and VWAP indicators. Enters long when MACD > Signal and price > VWAP Enters short when MACD < Signal and price < VWAP MACD momentum is gauged relative to the VWAP line. Long trades look for MACD strength below VWAP, whereas shorts take form above it. Ideal for intraday momentum players using volume-weighted references. ATR-based stops manage risk.

• Entry Criteria:

• Long: MACD > Signal && Close > VWAP

• Short: MACD < Signal && Close < VWAP []Long/Short: Both []Exit Criteria: MACD cross opposite []Stops: Percent-based using StopLossPercent []Default Values:

• MacdFast = 12

• MacdSlow = 26

• MacdSignal = 9

• StopLossPercent = 2.0m

• CandleType = TimeSpan.FromMinutes(5).TimeFrame() [*]Filters:

• Category: Mean reversion

• Direction: Both

• Indicators: MACD, VWAP

• Stops: Yes

• Complexity: Intermediate

• Timeframe: Mid-term

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium