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⚡️ Switch from VWAP to Rolling VWAP #194

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Rikj000 opened this issue Nov 17, 2021 · 1 comment · Fixed by #196
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⚡️ Switch from VWAP to Rolling VWAP #194

Rikj000 opened this issue Nov 17, 2021 · 1 comment · Fixed by #196
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Feature - Enhancement Update or improvement to existing feature
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v1.0.0

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Rikj000 commented Nov 17, 2021

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
@Rikj000 Rikj000 added the Feature - Enhancement Update or improvement to existing feature label Nov 17, 2021
@Rikj000 Rikj000 added this to the v0.13.0 milestone Nov 17, 2021
@Rikj000 Rikj000 self-assigned this Nov 17, 2021
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Rikj000 commented Nov 17, 2021

Linking to issue: #50

@Rikj000 Rikj000 added the In Progress This is being worked on label Nov 17, 2021
@Rikj000 Rikj000 changed the title ⚡️ Switch from VWAP to VWAP Rolling ⚡️ Switch from VWAP to Rolling VWAP Nov 17, 2021
@Rikj000 Rikj000 linked a pull request Nov 21, 2021 that will close this issue
⚡️ Switched VWAP to Rolling VWAP #196
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@Rikj000 Rikj000 added Needs Testing This feature, improvement or bugfix still is in need of testing In Progress This is being worked on and removed In Progress This is being worked on labels Nov 21, 2021
@Rikj000 Rikj000 removed In Progress This is being worked on Needs Testing This feature, improvement or bugfix still is in need of testing labels Nov 27, 2021
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⚡️ Switched VWAP to Rolling VWAP 3ylo/MoniGoMani
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