AFL debug needed
Budget: $30 – $60 USD
Hi,
I need someone to help me debug my intraday VWAP strategy code.
I have 2 variations that I need to be fixed.
Here are rules as follows.
1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST
2) after 10:30 enter long once last bar has crossed below VWAP
3) exit at close 16:00.
2nd variation
1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST
2) wait till bar establishes session high (highest since 9:30, when next bar H is lower that HH)
3) enter once last bar crosses below VWAP.
4) Exit either when last bar makes a new high or at close 16:00.
I have both AFL scripts, so you only need to debug existing scripts
I need someone to help me debug my intraday VWAP strategy code.
I have 2 variations that I need to be fixed.
Here are rules as follows.
1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST
2) after 10:30 enter long once last bar has crossed below VWAP
3) exit at close 16:00.
2nd variation
1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST
2) wait till bar establishes session high (highest since 9:30, when next bar H is lower that HH)
3) enter once last bar crosses below VWAP.
4) Exit either when last bar makes a new high or at close 16:00.
I have both AFL scripts, so you only need to debug existing scripts