great work! tis looks very promising. is there a chance that you could implement a function to choose from various moving averages instaed of just ema/wma? or is there a particular reason for that? could be very interesitng with your VAWMA. Did you tested it out on smaller time frames like 5 or 15 mins and can recommend settings?
Moda-877
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could you make it consolidated alerts?but the alerts are still defined