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Condition
avwap_reversionentryexit
Anchored VWAP mean reversion signal
Category
Price signals
Discriminator
type = "avwap_reversion"
Roles
entry, exit
Required fields
FieldTypeDescription
anchorreqenum: session_open, week_open, month_start-directionreqenum: long, short, exit-dist_sigmareqnumber-Optional fields
FieldTypeDescription
modeenum: level, crossFiring mode. 'level' (default) = true every bar the z-score is beyond the threshold (CompareCondition). 'cross' = edge, fires once on the bar the z-score first crosses the threshold (CrossCondition). Not applicable to direction='exit'.typestring-