Vwap crypto

price) / np. A price above the VWAP denotes that the asset is in a bullish trend, while a price below the VWAP suggests that the asset is in a negative trend. 📸 My Insta: Apr 4, 2024 · Anchored VWAP (AVWAP) trading strategy is a VWAP trading method that involves setting an “anchor point” or starting point of the VWAP, and then comparing the current VWAP to the anchor point to determine if a security is trading at a premium or discount. After every 15 minutes, the subtotal would be added to the subtotal of the trading data resulting in a cumulative value (TP*V) Finally: VWAP= Cumulative (TP*V)/ Cumulative Volume. While the Tradingview AVWAP indicator calculates the standard devation based on the VWAP variance, this indicator calculates the std dev based on the price sum variance (i. You can get the VWAP MT4 indicator here. df['vwap_day'] = df. You could say that buying above VWAP is overpaying for an asset, and selling below Apr 8, 2024 · VWAP operates on up-to-date market data that mirrors actual market prices more closely than its counterpart. , hold their crypto for less than a day, can prefer using VWAP. 2) This average price is multiplied by the volume of the period. VWAP in this example is $42. The VWAP indicator can also be used to spot potential buy and sell signals. This utilizes a different calculation method for the standard deviations bands compared to the native Tradingview AVWAP. e. Crypto currency doesn’t really have volume. The tool has a similar function as (exponential) moving averages , displaying the overall direction of a market – but works quite differently. Color-coded if the price is above or under the middle and based on direction. groupby(df. VWAP is the 9/10 best price IF you are right about the intraday direction, there’s a reason institutions and large funds build positions off of it. If the security is trading at a premium, the strategy gives a sell signal, and if it is Volume Weighted Average Price (VWAP) is a technical analysis tool used to measure the average price weighted by volume. The strategy achieves high win rates of 70% and more across different assets. Think above vwap = bullish, below vwap = bearish. To learn, read it carefully. Jun 27, 2024 · Volume Weighted Average Price - VWAP: The volume weighted average price (VWAP) is a trading benchmark used especially in pension plans . 100% profitable strategy for trading forex and crypto. Watch real examples and tips. Dec 15, 2022 · 📈 #1 Trading Indicators: https://LuxAlgo. You can use a rolling 24hr window. It's similar to a moving average in that when price is above VWAP, prices are rising and when price is below VWAP VWAP, or Volume Weighted Average Price, is an excellent technical indicator because it considers price and volume. Being able to anticipate volumes going through intraday allows traders to be in line with the market and also take advantage of liquitidy. Aug 22, 2023 · The Volume Weighted Average Price (VWAP) is a technical analysis tool known for providing precise short-term average price assessment, making it a preferred choice for day and intraday traders. Nov 21, 2022 · VWAP can be utilised along with moving average and other trading strategies and indicators: The VWAP is a great indicator when choosing what stocks to buy, but it provides greater value when used with other trading strategies. 54+43. We don't loop over the datapoints so the VWAP calculation is done in constant time, O(1). In traditional finance, stock brokers often help traders and clients to execute large orders algorithmically over a set period of time to get the Crypto screener / indicator alerts app for traders. Popular Coins Bitcoin Bitcoin-Cash Ethereum Litecoin Monero XRP The PipTick VWAP MT4 is a free volume weighted average indicator for the MT4 trading platform. RSI is at Overbought/Oversold 2. This indicator is made for crypto but may also work for other assets. If they both move horizontally (sideways), then there is a rotation. Intraday Trends May 29, 2023 · Using VWAP With Crypto So how do traders use the VWAP indicator for crypto? In four ways: assessing fair value, market sentiment and trends, support and resistance levels, and entry quality. Trade your cryptocurrency now with Cryptohopper, the automated crypto trading bot. In this video you’ll learn:• How to make money tradin Jul 28, 2021 · Kenny Glick, former comedian turned day trader from HitTheBid. vwap is just a number. If EMA200 is close by then place SL either below or above EMA200 (blue) and TP to 1:1. VWAP stands for Volume Weighted Average Price. TWAP vs VWAP. May 9, 2023 · Using VWAP With Crypto. Rolling VWAP Introduction The Rolling VWAP (R͜͡oll-VWAP) indicator modernizes the traditional VWAP by recalculating continuously on a rolling window, making it adept at pinpointing market trends and breakout points. Feb 14, 2022 · Sebagai seorang trader pemula, Anda mungkin ingin mengetahui harga rata-rata dari sebuah aset kripto. com/channel/UC6L_ZtUQqoeISYDvXxEsQvQ/join_____ Oct 30, 2023 · Volume Weighted Average Price (VWAP) is a technical analysis tool used to measure the average price weighted by volume. It uses the VWAP, 30 EMA and 200 EMA applied to the 4 hour or daily time frame. TPO charts (must have POC) Kalman filter. It is a technical indicator used in trading that shows the average price of a security over a specified period, weighted by the trading volume during that period. apply(lambda Speed is of essence. Means it is changing though the day. Whether you do any type of trading such as stock trading, future trading, option trading, forex trading or commodity trading. 07T, a 3. youtube. Transform your trading experience with HyperTrader. EMA 200, VWAP, Pivots, RSI together can be used to get a solid confirmation for entry. Useful for intra-day trading. cumsum(df. The prime analysis that can be made using the Volume Weighted Average Price indicator are: Price Fairness ; VWAP tells traders if the current crypto price is reasonable. The next step in the VWAP calculation is to multiply TP by the volume (V) in the period being measured to find the Total Price Volume (TPV). Sep 22, 2023 · 4. In the table below, TWAP and VWAP calculated for the entire trading day. Apa itu VWAP dan apa saja manfaat yang didapatkan para trader jika menggunakan indikator ini? Simak […] The VanEck Crypto Leaders ETN is a fully-collateralized exchange traded note that invests in the largest and most liquid digital assets. "using vwap" isn't a technique. Our staff consists of a group . For getting into position always look for confluence with VWAP – this gives high Feb 25, 2023 · VWAP in Crypto Trading. index. I trade this setup when the price is in a rotation. Since the stock closed at $42 at the end of the candle, it is bearish according to the May 2, 2024 · The VWAP trading strategy (volume-weighted average price) is an important intraday indicator for managing entries and exits. b9fdcf4Today we showcase a secret VWAP Indicator strategy that can be used on TradingView and Met This is a simple yet very efficient swing strategy designed for crypto and stock market, using big timeframes. Add alerts on different time frames: 5 minute, 15 minute, 1 hour, 4 hour, 1 day, and 1 week. The 30 and 200 EMA are used to identify the trend direction and to filter out ranges together with the ATR. We exit from the trade, when a reverse condition Apr 9, 2023 · Next, we would calculate the cumulative volume of shares traded: 10,000 + 5,000 + 20,000 + 15,000 = 50,000. Currently, most standard Jun 23, 2021 · A VWAP trading strategy called the VWAP cross can help you locate and trade momentum in the market. Time-Weighted Average Price (TWAP) is a trading algorithm based on weighted average price used to execution of bigger orders without excessive impact on the market price. Nov 29, 2021 · The VWAP indicator is very useful for determining the direction of the trend during the day. User-Friendly Customization: Through input options, users can easily toggle Welcome to the VWAP and EMA-based Crypto Trading Bot repository! This bot combines the power of the Volume Weighted Average Price (VWAP) indicator and Exponential Moving Averages (EMA) crossovers to help traders make informed trading decisions in the cryptocurrency markets. Aug 15, 2019 · VWAP. Our goal is to make On-Chain Finance as capital efficient as CeFi. Jul 11, 2022 · OVERVIEW This indicator displays a Volume-Weighted Average Price anchored to the leftmost visible bar of the chart. KEEP UP TO DATE Are you a college student or graduate? Join College Town Trade discord for helpful community specializing in trading stocks, options, and crypto. quantity)) However, I would like to start over every day (groupby), but I can't figure out how to make it work with a (lambda?) function. VWAP begins at start of day. VWAP is calculated by adding up the dollars traded for Jun 8, 2021 · How to use VWAP when trading cryptocurrency - VWAP trading tutorial for crypto, 3 types of VWAP trading strategies for day trading crypto and for long term c Volume-Weighted Average Price (VWAP) is a trading algorithm based on a pre-computed schedule that is used in the execution of a bigger order to minimize the impact on the market price. This free indicator works in five modes. The note seeks to replicate the value and yield performance of the MarketVector™ Crypto Leaders VWAP Close Index. It emphasizes the volume of trade by weighing prices according to trading activity. In effect VWAP is an alternative method to Realised Price in determining average price the market paid for their coins. Access all essential tools from one view, eliminating the need to switch between screens. If on a 5-minute chart one candlestick during 5 minutes trading volumes conditionally amounted to $1 million, and on the second candlestick to $10 thousand, the influence of the The " VWAP CURRENT YESTERDAY" is a Pine Script designed for TradingView that automatically calculates and plots the Volume Weighted Average Price ( VWAP) for the current day, the previous day. License Sep 7, 2022 · Cryptocurrency services are made available by Alpaca Crypto LLC ("Alpaca Crypto"), a FinCEN registered money services business (NMLS # 2160858), and a wholly-owned subsidiary of AlpacaDB, Inc. Aug 7, 2023 · Strategy 3: The SAR-VWAP combo. To identify a rotation I use VWAP 1st Deviations – those are the grey lines. Since the VWAP indicator resembles an equilibrium price in the market, when the price crosses above the VWAP line, you can interpret this as a signal that the momentum is going up and traders are willing to pay more money to acquire shares. VWAP resets every day with dOPEN (0000UTC) VWAP is dynamic support and resistance. The volume-weighted average price line is a pretty reliable indicator to capture short-term price surges and drops. The rules for entry are simple: If our close if above vwap weekly we enter long . Jul 13, 2022 · For those who want the classic Volume Weighted Average Price and Ema on the same overlay. date)['vwap']. Since the VWAP provides a measure of the average price within a time Jul 31, 2023 · TP = (44. If there is no trend, it will be a flat line very close to the price. Finally, we would divide the total price by the total volume to obtain the VWAP: 5,150,000 / 50,000 = $103. Collectively filter 600+ Binance cryptocurrency pairs by technical indicators. It will show The global crypto market cap is $2. On the other hand, when a session starts to become volatile, both indicators will diverge. quantity * df. 50) 4. What is Fractal? Fractal is building web3 infrastructure allowing all on-chain financial assets to interact with and collateralize against each other via a universal margin account – starting with existing crypto assets and expanding to real world assets. If the prices were $100 at zero seconds, $102 at 15 seconds, $101 at 30 VWAP is a level of interest for big players, since there is a lot of liquidity here – they are usually entering theirs positions here. It will quickly move above or below the prices and thus indicate the direction of the trend. Color-coded for expansion and contraction of the bands. , of shorter time frames whale using VWAP. However, if you are willing to use the parabolic SAR for smaller, VWAP-conducive timeframes like the 1-minute or the 5-minute timeframes, you can get some reliable signals. The first three are for determining the trend and the last two for entry and confirmation. Jul 10, 2023 · Volume-Weighted Average Price and Time-Weighted Average Price are two great tools that most traders should use. Available on iOS, Android and web (beta). com/?rfsn=7183373. I’ve heard that VWAP works because it’s used by bankers and big investors in stocks so I’m curious if it would work as well with crypto Oct 19, 2020 · Discover the best day trading & scalping VWAP trading strategy, to trade pullbacks on the stock market. Just frees up an indicator space. Efficiency, convenience, and mastery—all in one place. Traders and asset managers have an inherent incentive to buy at "good" prices and sell at "bad" prices. VWAP is similar to a moving average in that when price is above VWAP, prices are rising and when price is below VWAP Redirecting to http://www. It is purely an Intraday Indicator for me. It dynamically recalculates when the chart's visible bars change because you scroll or zoom your chart. In this video I go exactly how I use VWAP as a strategy in my trading system1. 26. The strategy algorithm is tested in Python and the code details are explai May 25, 2023 · Learn how to use VWAP, the best day trading indicator, in this crash course with a professional trader. By comparing an asset’s current value to its VWAP, traders What Is the Volume-Weighted Average Price (VWAP) in Crypto? The volume-weighted average price is a popular indicator primarily used by intra-day traders. Nov 2, 2020 · For this, the VWAP Indicator is an amazing trading tool. Closely related are Bollinger Bands and Fibonacci retracement. 5 ratio (depending on last few candles, of course). These modes are; morning, daily, weekly, monthly, and session time. Technical analysis is widely used in the trading community to make price action analysis easier. Setup #1: VWAP Rotation Setup. Introduction The Multi VWAP tool extends the concept of using the Anchored Volume Weighted Average Price, popularized by its founder, Brian Shannon, founder of AlphaTrends, and creates automatic AVWAPS for multiple anchor points, such as for 2-day, 3-day, 4-day, 5-day, and custom date anchors as well as automagically creating month-to-date and year-to-date anchors. Nov 19, 2021 · BINANCE:ADAUSDTPERP Modified VWAP to use scalping in lower timeframe. The VWAP calculation is performed each time a data point is pushed to the list and saved in a hash map for each trading pairs. I'm assuming because there is no open and close with crypto. It averages the closing prices of a security intraday and is used as a guide for support and resistance levels. This script utilizes the same protocols as the VWAP and EMA you currently use. Oct 21, 2019 · The VWAP (Volume Weighted Average Price) is one of the most popular and broadly used trend indicators for forex and stock trading and one of the simplest and Streamline your trading workflow like never before with our all-in-one interface. Rather, we will talk about a technical indicator that is deeply rooted in The time-weighted average price (TWAP) is a trading indicator based on weighted average price, which shows the average price of an asset as it rises and falls during a given or specific time period. VWAP = 3,981,690 / 93,000 = $42. As a sincere trader, it becomes very important for you to know and use the VWAP indicator. Due to TradFi's open/close mechanisms, a The "VWAP Z-Score with Signals " is a technical analysis tool designed to help traders identify potential buy and sell signals based on the Volume Weighted Average Price (VWAP) and its Z-Score. 81. If you are a regular trader, VWAP will be more beneficial for you, since it can give you information about market trends and directions. Unlike the MT5 VWAP indicator, this indicator has calculations built over more than a single day. Meanwhile, TWAP relies on historical pricing information which can render it less responsive as a lagging indicator when facing moderate to high volatility—a condition under which it might fail to align with prevailing whole-market prices. the variance of the Realtime price charts and trading history on DEXes across Ethereum, BSC, Polygon, Avalanche, Fantom, Harmony, Cronos, Arbitrum, Optimism and more. This is the idea that over time, everything reverts to the mean, and 2/3rds of all transactions will occur at a price within one standard deviation of the mean, 95% of all transactions will occur within 2 standard deviations, and 99. First created by Twitter user @icoexplorer, VWAP stands for volume weighted average price. For example, imagine we wanted to calculate the TWAP of an asset over one minute using 15-second price point intervals. This video is related to Scalping Tra Time subtotal = Price x Volume. 96+44. It highlights overbought and oversold conditions with visual signals Proper use of VWAP requires a contextual understanding of the type of trading day it is. It can be used for trading stocks, futures and crypto. So how do traders use the VWAP indicator for crypto? In four ways: assessing fair value, market sentiment and trends, support and resistance levels, and entry quality. Its dual functionality includes both the dynamic rolling VWAP and a customizable anchored VWAP, enhanced by color-coded visual cues, thereby offering traders valuable flexibility The Binance Portfolio Forecasting Hourly VWAP Dataset provides historical cryptocurrency price data from Binance, preprocessed to calculate hourly VWAP for each crypto. Price has crossed above/below a Standard Deviation from Daily VWAP Config Options Mar 9, 2024 · The EMA VWAP crossover is a technical analysis tool used by traders and investors to determine market trends and potentially predict future movements. The VWAP is calculated by adding up the total dollar value traded for every transaction (price multiplied by Jan 10, 2023 · VWAP (average daily price) is the value gotten when the current price of an asset is multiplied by volume and then divided by volume. Trend Envelopes. Traders should use minute charts like 1-minute, 3-, 5-, 15-minute, etc. The VWAP indicator provides crypto traders with valuable information on entry and exit points and the relative strength of the underlying asset. it's not even an indicator. Cryptohopper is the best crypto trading bot currently available, 24/7 trading automatically in the cloud. The volume, in this case, will be the volume generated during the 15 minutes. Some people believe it is the holy grail of trading while some believe it is just a myth. VWAP = Volume Weighted Average Price I always use VWAP in combination with other indicators on 5 minutes time frame for Intraday trading only. But remember that these are just two indicators VWAP is an intraday indicator that calculates the ratio of an asset’s average price to its volume, while VWMA is a type of moving average that can be applied at any timescale. RSI has not reached Neutral level (i. Would appreciate any 👇👇JOIN MEMBERSHIP NOW👇👇:https://www. Direct exposure to the most liquid digital assets amongst the top 10 in accordance with the 📈 #1 Trading Indicators: https://LuxAlgo. Although there are a few ways to use it, one of the ways is to use something like the following: indicator = (current_mid_price - 5min_VWAP_Price) / 5min_VWAP_Price. Easy to use, powerful and extremely safe. co2. Indikator ini akan membantu Anda dalam mengetahui tren pasar keuangan. If it is below VWAP, it might be a good time to buy, and if it is above, it might be a good time to sell. SAR and VWAP: TradingView Aug 29, 2023 · VWAP is the average price of a stock weighted by volume. The VWAP indicator can be used by day traders to monitor intraday price movement. Read our launch blog post on Medium or follow us on Twitter for updates. 95% decrease over the last day. By monitoring VWAP, a trader might get an idea of a stock's liquidity and the price buyers and sellers agree is fair at a specific time. The typical VWAP is designed to be used on intraday charts, as it resets at the beginning of Sep 18, 2022 · VWAP Cross: A trading indicator that occurs when the current price crosses over the volume-weighted average price (VWAP). Unlike moving averages, VWAP weighs more heavily on points with larger trading volumes. It covers 2017 to 2022, includes 500 unique tickers for the train set & 387 for the test set and is published for reproducibility. Try TradingView. Untuk mengetahui nilai rata-rata sebuah aset kripto, Anda perlu melakukan analisis teknis menggunakan indikator VWAP. VWAP simply represents the average price paid for an asset that day. What VWAP Tells Crypto Traders . Alpaca Crypto is not a member of SIPC or FINRA. com, recently joined Christopher Uhl of 10 Minute Stock Trader for a discussion about today’s markets and his favorite day Mar 31, 2024 · This indicator automates the plotting of various timeframe based VWAP Values. The Volume Weighted Average Price (VWAP), on the May 29, 2024 · The "VWAP Z-Score with Signals " is a technical analysis tool designed to help traders identify potential buy and sell signals based on the Volume Weighted Average Price (VWAP) and its Z-Score. Free access to current and historic data for Bitcoin and thousands of altcoins. If V = 35,000 Jan 27, 2022 · The MVIS CryptoCompare Crypto Leaders VWAP Close Index (ticker: MVLEADV) is a rules-based index that covers the CCCAGG pricing provided by CryptoCompare, calculated in USD as a price return index Jun 2, 2022 · This video describes a trading strategy using VWAP for Crypto such as the Bitcoin. VWAP is the May 24, 2023 · Here’s a common TWAP formula: TWAP = (TP1+ TP2… + TPn) / n, where; TP1 is the price at the first timepoint, and. n is the total number of timepoints. 👇 Join Our FREE Live Trading Discord https://marketminutes. Therefore, the VWAP for Apple stock on April 8, 2023, was $103 per share. If, like today, VWAP and price are below the daily Pivot (10330), I have a short bias and will look for interesting price points to get short. It may be easy to guess trading pattern of the running strategy if its orders are not modified in a special way, so parameters can be adjusted to make strategy harder to track Feb 18, 2024 · The Volume Weighted Average Price (VWAP) indicator is a technical analysis tool, in which the price of each period is weighted by trading volumes of the same period. VWAP to Price ratio is therefore similar to MVRV Ratio and can be used to find market tops and bottoms. In this article, we will explore the significance of VWAP, recognize its constraints and clarify its calculation process. When the market is in a rotation, then those 1st Deviations work as support and resistance zones. I've no opinion about vwap as a technique, may be r/BitcoinMarkets would. Its main component is VWAP weekly, so for best scenarios its better to use big timeframes such as 8h+. Apr 6, 2022 · MVIS, in partnership with CryptoCompare, today announced licensing of three indexes to VanEck Europe as underlying indices for three new crypto ETNs Perfect VWAP trading strategy for beginners and advance traders. Institutions and algorithms might use VWAP to figure out the average Oct 13, 2023 · VWAP = (1,949,850 + 2,031,840) / 93,000. Say goodbye to slow terminals, multiple windows, excessive clicks 6X Bollinger Bands Dingue V5 - This is the updated version for Pine Script 5 This indicator lets you quickly see all the intricacies of the Bollinger Bands; it simplifies its usage and maximizes the results. Jul 4, 2022 · Since VWAP is a tool great for determining day trading strategies, traders who are likely to day trade, i. VWAP is typically used with intraday charts as a way to determine the general direction of intraday prices. Top cryptocurrency prices and charts, listed by market capitalization. Use 1minute TF for best results but can also use up to 30min. VWAP falls into the category of technical analysis with a touch of statistics. Many times you don’t pay much attention despite knowing that there are May 5, 2021 · Mean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP. b9fdcf4The Indicator That Successful Traders Use - Anchored VWAPToday we showcase a simple yet ex Mar 24, 2023 · The VWAP can be used by traders as a benchmark to contrast an asset's current price with its daily average price. Jun 15, 2024 · VWAP (Volume Weighted Average Price) ^ Vortex Indicator ^ Weighted Alpha ^ Crypto Groupings. 7% will occur within *** Buying below VWAP and selling above is not a good strategy lol, you should try to have an average price at VWAP and trail the position off of it. Nov 25, 2021 · Anchored VWAP (AVWAP) & How to Use It. Understanding how these indicators are calculated, how to interpret their output This indicator uses a combination of the VWAP, EMA 9 and parts of the MACD in order to detect a bullish or bearish trend. في هذا الدرس ستتعرف على افضل طريقه للمضاربه السريعه وكيفيه إستغلال العملات للمضاربه باستخدام طريقه vwap رابط Sep 14, 2021 · Being able to read price action is the most important thing to a day trader; when you combine a consistent day trading strategy like VWAP retracements with t A list of data points defined in the VWAP package. 28) / 3 = 44. It’s the average price of the stock throughout the entire trading day. As the price of crypto constantly fluctuates, the VWAP value About Bitcoin VWAP Ratio. Fair Value One of the primary uses of the indicator is to assess the fair value of an asset. Option to plot ‘Squeezed bands’. RSI Divergence present (not hidden) 3. marketvector. Pivot Points. Dynamic VWAP Calculation: Automatically generates VWAP s for 1 day and 2 day. Fair Value. . It is also worth noting that the VWAP lags behind the prices. 5 ratio Important: Best traded in 15M, 30M Different markets use different periods (sun-sat, mon-sun, mon-fri) so you will need to check with the market you're trading what period they use. VWAP can tell you a lot about the current and future state of stock for both long and short positions. Despite VWAP being more complex since it includes volume in its calculation, on instruments with low turnover, TWAP and VWAP values can be close. The Exponential Moving Average (EMA) is a type of moving average that places a greater weight and significance on the most recent data points. VWAP answers same on every chart time frame VWAP curve plays an important role in TradFi as it is the basis of many trading algorithms, with VWAP being one of the most common benchmark for execution algorithms. One of the primary uses of the indicator is to assess the fair value of an asset. While TWAP will be best for filling large orders. In the book “Algorithmic & Trading DMA” we can read about VWAP that “As a benchmark, it rapidly became ubiquitous since it gives a fair reflection of Feb 17, 2022 · Volume-weighted average price (VWAP) and moving volume-weighted average price (MVWAP) are trading tools that can be used by all traders to ensure they are getting the best price. If our close is below vwap weekly we enter short. If you are not already familiar with VWAP, our Help Center will get you started. The bands serve as support and resistance and used for opening quick profit position if conditions below are met: Indicators: Blue - modified rolling vwap Orange - Band1 Green - Band2 Opening The VWAP indicator, which appears on the chart as a moving average curve, is calculated in several steps: 1) For each price bar on the chart, an average price is calculated, also called “typical price”, which is equal to : [high price + low price + closing price] / 3. This indicator calculates the VWAP Z-Score to show how far the current price deviates from the VWAP in terms of standard deviations. That indicator will be a percentage and you can now start trying to see two properties: Jul 1, 2017 · To calculate the vwap I could do: df['vwap'] = (np. We will not talk about whether that is true. There’s no way to magically have an indicator that tells you when to buy or sell. They are putting it in plain English. How to trade it: Set SL either below or above the VWAP line (orange) and TP to 1:1. com/indexes/digital-assets/marketvector-crypto-leaders-vwap-close. Signal criteria: 1. iz wp lk ta bt bt ea sx dj jb