Fast/Slow MA to Filter VWAP

This filter uses the crossovers of fast and slow moving averages to confirm VWAP signals. The moving average crossovers indicate a change in market momentum, which is used to validate or reject VWAP signals.

Fast/Slow MA to Filter VWAP

• How It Works:

  • When the fast MA crosses above the slow MA in an uptrend, it validates long signals from VWAP. When the fast MA crosses below the slow MA in a downtrend, short signals from VWAP are validated.

• Use Case:

  • To confirm the strength of VWAP signals using the moving average crossovers, ensuring that they are aligned with momentum shifts