Rikj000 / MoniGoMani

Isn't that what we all want? Our money to go many? Well that's what this framework/strategy hopes to do for you! By giving you & HyperOpt a lot of signals to alter the weights from.

Home Page:https://monigomani.io

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⚡️ Switch from `VWAP` to `Rolling VWAP`

Rikj000 opened this issue · comments

As mentioned by @taina0407 & @3ylo in the Development Discord Channel,
the current VWAP implementation is having a look ahead problem.

To resolve this we will switch to the rolling_vwap, it's already been tested & confirmed to be an improvement by @3ylo 🎉

VWAP + SSL Channels

ssl_vwap

VWAP Rolling + SSL Channels

ssl_vwap_rolling

Linking to issue: #50