How to code VWAP strategy?

Strategy
#1

How to code VWAP strategy?

e.g. buy if a 5 min candle crosses above VWAP or sell if crosses below

which keyword to use VWAP or VWAP series? Give some example.

#2

Hi, Really not sure on how both keyword work but definately know what works.

  1. Position (Close, -1) > position(VWAP Series, -1) works for last candle and you can define timeframe in Symbol.
  2. position(Cross(1,2) works - i.e. 1st(CLOSE) CROSS 2nd (VWAP Series), more info on https://www.youtube.com/watch?v=Ujy3PIhRIxQ

Maybe TT team can answer on VWAP keyword. Hope this helps. Thanks

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#3

Position- CROSS- Close(-1), vwap series(-1)

Or u can use,
Close(-1) > vwap series(-1)
and
Close(-2) < vwap series(-2)

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#4

I tried the second method but its not working.