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jadamcraig
May 7, 2021 12:01 PM

cRSI + Waves Strategy with VWMA overlay + sessions and order qty 

Micro E-mini S&P 500 Index Futures (Jun 2021)CME

Description

This is a fork of the cRSI + Waves Strategy with VWMA overlay strategy by Dr_Roboto, which adds two additional features, namely:

  • the ability to limit trade signals to certain defined periods of time ("Sessions") during the trading day and, optionally, to close any open position at the end of either or both "Sessions"
  • the ability to control the maximum order size suggested by the strategy on the "Inputs" tab of the strategy's "Settings" window


If you are trading on a daily chart (or longer) you must disable the Limit Signals to Trading Sessions? option in order for the strategy to produce signals.

All other features are identical to the original strategy (revision 2.0).

Release Notes

Updated copyright line.

Release Notes

Shortened strategy title.
Comments
pakintade
This is a good indicator for a trend following strategy. It works perfectly on the daily chart, especially when used in combination with another trend following indicator(s). Thanks for sharing mate.
mokhamadalfatih
if I don't use close all at the end of the session, and if I find a SELL signal, how will I know which BUY positions I should close?..

is there a marker in the BUY section? eg id or something else?
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