Buying at VWAP bands

Viewing 11 posts - 1 through 11 (of 11 total)

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

Average
Could you please, check this code, I tested it its working but when I Auto it doesn’t
```
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?!
03/04/2025 at 10:34 AM #244617 quote

JS
Participant

Master

Hi,

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

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

efahmy
Participant

Average

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

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

JS
Participant

Master

In what kind of market do you use this system?

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

efahmy
Participant

Average

Spot gold

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

GraHal
Participant

Master

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.
Iván González thanked this post

Screenshot-2025-03-04-105322.png

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

JS
Participant

Master

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

Technical support questions under “Help”…

03/17/2025 at 6:47 PM #244989 quote

KumoNoJuzza
Participant

New

Hi, @efahmy, are you using VWAP on IG ?

03/17/2025 at 8:53 PM #244990 quote

pilou66
Participant

Senior

i get some strange things on IG today… all conditions meet but no order on real. no rejected orders, the bot still running. perhaps you are facing the same problem

03/23/2025 at 7:38 AM #245148 quote

efahmy
Participant

Average

Yes

03/23/2025 at 7:40 AM #245149 quote

efahmy
Participant

Average

Yes, I’m using it in trading using alerts trading, but failed to use it in Auto trading.
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