Dillon's Double VWAP Strategy

This is based on Dillon's double VWAP strategy.
I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out.

Release Notes

Fixed issue where the scale was messed up.

Release Notes

Fixed input name to be more clear.

Release Notes

Changed max bars back to 5000 for deep history testing.

Release Notes

Reorganized pine script to better group blocks of code

Release Notes

Update the screenshot of the strategy to show examples.

Release Notes

Fixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries.

Release Notes

Changed Limit entry look back from close to hl2 for improved profitability.

Release Notes

Added Laddering into the strategy.

Release Notes

Added new EMA distance filter. and fixed issue with trailing stop.

Release Notes

Adding in EMA Distance Filter.

Release Notes

Updated default settings to use best settings fr BTC 15 minute chart.

Open-source script

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

For quick access on a chart, add this script to your favorites — learn more here.

jordanfray

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Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Open-source script

For quick access on a chart, add this script to your favorites — learn more here.

jordanfray

Also on: