VWMA Cross (C#)

The Volume Weighted Moving Average (VWMA) emphasizes price levels with higher trading volume. This strategy trades crossovers between price and the VWMA. A close above VWMA after being below it generates a long entry, while a drop below VWMA prompts a short trade. Positions exit when price crosses back in the opposite direction. Using a volume-weighted average reduces noise from low-volume periods.

• Entry Criteria: Price crosses VWMA from below or above.

• Long/Short: Both directions.

• Exit Criteria: Reverse crossover or stop.

• Stops: Yes.

• Default Values:

• VWMAPeriod = 14

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

• Category: Trend

• Direction: Both

• Indicators: VWMA

• Stops: Yes

• Complexity: Basic

• Timeframe: Intraday

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium