Volume Weighted Price Breakout (Python). StockSharp

Author: StockSharp
N: 1419
v5.0.0 (7/30/2025)
Downloads: 14

This strategy combines a moving average with a volume‑weighted moving average (VWMA). When price trades above the VWMA, it suggests buyers are dominant. A breakout occurs when price crosses the VWMA from the opposite side.
Trades align with the VWMA direction and use the simple moving average as a higher‑level trend filter. Exits occur when price reverses relative to the moving average.
The goal is to capture breakouts supported by volume.

  • Entry Criteria: Price above or below VWMA with MA confirmation.
  • Long/Short: Both directions.
  • Exit Criteria: Price crosses MA in opposite direction or stop.
  • Stops: Yes.
  • Default Values:

    • MAPeriod = 20
    • VWAPPeriod = 20
    • CandleType = TimeSpan.FromMinutes(5)

  • Filters:

    • Category: Breakout
    • Direction: Both
    • Indicators: VWMA, MA
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium