retesere20

---recycler---vwap-cross-block--

Jul 14th, 2018
97
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  1.  
  2. def WVAP_Buy_Entry_cond_ =
  3. if (VWAP_Buy_Entry_when==VWAP_Buy_Entry_when.above) then
  4. VWAP_price_for_compare > VWAP_buy_entry_compare_to
  5. else if (VWAP_Buy_Entry_when==VWAP_Buy_Entry_when.below) then
  6. VWAP_price_for_compare < VWAP_buy_entry_compare_to
  7. else no;
  8.  
  9. def WVAP_Sell_Entry_cond_ =
  10. if (VWAP_Sell_Entry_when==VWAP_Sell_Entry_when.above) then
  11. VWAP_price_for_compare > VWAP_sell_entry_compare_to
  12. else if (VWAP_Sell_Entry_when==VWAP_Sell_Entry_when.below) then
  13. VWAP_price_for_compare < VWAP_sell_entry_compare_to
  14. else no;
  15.  
  16. def WVAP_Buy_Exit_cond_ =
  17. if (VWAP_Buy_Exit_when==VWAP_Buy_Exit_when.above) then
  18. VWAP_price_for_compare > VWAP_buy_exit_compare_to
  19. else if (VWAP_Buy_Exit_when==VWAP_Buy_Exit_when.below) then
  20. VWAP_price_for_compare < VWAP_buy_exit_compare_to
  21. else no;
  22.  
  23. def WVAP_Sell_Exit_cond_ =
  24. if (VWAP_Sell_Exit_when==VWAP_Sell_Exit_when.above) then
  25. VWAP_price_for_compare > VWAP_sell_exit_compare_to
  26. else if (VWAP_Sell_Exit_when==VWAP_Sell_Exit_when.below) then
  27. VWAP_price_for_compare < VWAP_sell_exit_compare_to
  28. else no;
  29. #conds
  30. def WVAP_Buy_Entry_cond = WVAP_Buy_Entry_cond_ and !WVAP_Buy_Entry_cond_[1];
  31. def WVAP_Buy_Exit_cond = WVAP_Buy_Exit_cond_ and !WVAP_Buy_Exit_cond_[1];
  32. def WVAP_Sell_Entry_cond= WVAP_Sell_Entry_cond_ and !WVAP_Sell_Entry_cond_[1];
  33. def WVAP_Sell_Exit_cond = WVAP_Sell_Exit_cond_ and !WVAP_Sell_Exit_cond_[1];
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