Volume-Weighted Moving Average (VWMA) Strategy On Bitcoin - Backtesting Multiple Timeframes скачать в хорошем качестве

Volume-Weighted Moving Average (VWMA) Strategy On Bitcoin - Backtesting Multiple Timeframes

Please any question you may have below. In today’s video, I explored the Volume Weighted Moving Average (VWMA) and highlighted its key benefits, particularly how it accounts for trading volumes to provide a more informed perspective. I explain the concept while focusing on BTC/USDT on Binance, leveraging Binance’s volume data. I then showcase specific backtests of our long-only VWMA-Price crossover strategy on the spot market, compounding 100% of each trade. The analysis spans 1D, 4H, and 2H timeframes, with results presented using heatmaps: green for daily, blue for 4H, and rose for 2H. We dive into selecting the best VWMA lengths based on performance metrics like the X multiplier and annualized Sharpe ratios. The results are impressive, with Sharpe ratios frequently exceeding 1 and sometimes reaching as high as 1.5, indicating strong risk-adjusted returns. Stay tuned as I break down the findings and explore how VWMA can enhance automated trading strategies. Disclaimer: this video is not financial advice. It is for entertainment purposes only.