Buying at VWAP bands

• 03/04/2025 at 3:33 AM #244607
  efahmy

  Could you please, check this code, I tested it its working but when I Auto it doesn’t

  Long at lower VWAP band 3

  DEFPARAM CumulateOrders = False TIMEFRAME(2 Minute) //VWAP calculation // NoSunday = 0 //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol = 0 ENDIF IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol = SumVol + Volume VWAP = SumVolPrice / SumVol ENDIF ENDIF // VWAP Lower Band 2 (Stronger Deviation) VWAPMAIN = VWAP VWAPLOWER2 = VWAPMAIN - (3 * STD[20](close)) // Buy condition: Price touches VWAP Lower Band 2 IF Low <= VWAPLOWER2 THEN BUY 10 CONTRACT AT MARKET SET TARGET PROFIT 10 ENDIF

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  DEFPARAM CumulateOrders = False TIMEFRAME(2 Minute)   //VWAP calculation // NoSunday = 0            //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol      = 0 ENDIF IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol      = SumVol      + Volume VWAP        = SumVolPrice / SumVol ENDIF ENDIF // VWAP Lower Band 2 (Stronger Deviation) VWAPMAIN = VWAP VWAPLOWER2 = VWAPMAIN - (3 * STD[20](close))   // Buy condition: Price touches VWAP Lower Band 2 IF Low <= VWAPLOWER2 THEN BUY 10 CONTRACT AT MARKET SET TARGET PROFIT 10 ENDIF

   

  work?!

  

  efahmy

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  03/04/2025 at 10:34 AM #244617
  JS

  Hi,

  What kind of error message do you get when you use the system with autotrading…?

  

  JS

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  03/04/2025 at 11:11 AM #244618
  efahmy

  No error, but the condition is meet it does not trigger

  

  efahmy

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  03/04/2025 at 11:22 AM #244619
  JS

  In what kind of market do you use this system?

  

  JS

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  03/04/2025 at 11:38 AM #244620
  efahmy

  Spot gold

  

  efahmy

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  03/04/2025 at 11:55 AM #244621
  GraHal

  Your System (on NAS at M6 TF and with optimised variables) triggered / opened a Long trade for me within 36 mins of starting the Algo … see attached.

  1 user thanked author for this post.

  Iván

  

  GraHal

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  03/04/2025 at 11:58 AM #244623
  JS

  I don’t see anything special about it, backtest is going well, strange…

  Technical support questions under “Help”…

  

  JS

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