⚡️ Switched VWAP to Rolling VWAP

[3ylo]

Switched to rolling_vwap to fix lookahead bias on vwap.

[Rikj000]

Thank you @3ylo for this PR! 😊
I already changed some more occurrences from VWAP ➡️ Rolling VWAP.

Only thing left to do now to make this PR complete is change the 3 vwap_cross occurrences in the TotalOverallSignalImportanceCalculator to rolling_vwap_cross:

• Line 71
• Line 84
• Line 97

[Rikj000]

Looks good to me! 🎉
However I haven't tested my own commits on this PR yet,
so we'll need to do at least one test to make sure i didn't accidentally put in a mistake 🙂

[Rikj000]

I've been testing this PR over & over on the latest development the past few days.
In general HO1s yield better results with it, but the results HO2s give are sadly a bit less profitable in general.

However I've still decided to merge in this PR because:

• VWAP itself has a look-ahead bias, which is not ideal for HyperOpting as it will over-fit easier on this indicator due to that.
• Rolling VWAP solves the problem of VWAP with fixed time periodicity as it continuously rolls based on a fixed time period.
• Rolling VWAP is especially useful for Crypto currencies, since their markets don't close over the weekend.

Further if you compare the VWAP - SMA Crosses & Rolling VWAP - SMA Crosses in this chart,
then I think it's clear that the crosses of the rolling version give off better signals at more critical moments: