VWAP 5 Min Historical Performance


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Hi Pete,

Is it possible to write a VWAP strategy on the chart when a 5-minute bar closes above/below it? It would also be nice to show the return % in a lower study on an exit when a bar closes below the previous bar on a bullish cross and vice versa on bearish.

Thank you again!

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Posted by (Questions: 20, Answers: 27)
Asked on June 12, 2020 10:49 pm
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What you have requested is a Chart Strategy and not a Chart Study. So I have moved your post out of the Chart Studies topic and into the Strategy Guide topic.

Chart strategies are very complex solutions so we do not build them from scratch when providing solutions in the Q&A forum. The Strategy Guide topic is for folks that are already building their own chart strategies and just need some tips or guidance. Be sure to use the search box at the top of the Strategy Guide topic to browse other posts related to VWAP chart strategies.

Here is a direct link to the Strategy Guide forum topic:

https://www.hahn-tech.com/ans/cat/strategies/

Here is a link that shows the search results for the term "VWAP" within the Strategy Guide forum topic:

https://www.hahn-tech.com/ans/cat/strategies/?question_type=all&search=vwap

Want to Learn More?

The following links are helpful for those that are interested in learning how to work with Chart Strategies, including how to display the Profit/Loss graph on the bottom and export the report for advanced analysis.

https://www.hahn-tech.com/thinkorswim-strategy-guide/

https://www.hahn-tech.com/tos-strategy-analysis/

https://www.hahn-tech.com/thinkorswim-strategy-analysis/

 

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Posted by (Questions: 37, Answers: 4118)
Answered on June 13, 2020 8:31 am