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.
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
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