FRVP + AVWAP Improved By NgashCTOverview
The FRVP + AVWAP Improved strategy is designed to capitalize on price trends using a combination of Fixed Range Volume Profile (FRVP), Anchored VWAP (AVWAP), and key momentum indicators. It integrates RSI, EMA, MACD, and ATR-based stop-loss management to refine trade entries and exits, ensuring a dynamic and adaptable trading approach.
Key Components
Anchored VWAP (AVWAP) – Measures the volume-weighted average price, acting as a dynamic support/resistance level.
Fixed Range Volume Profile (FRVP) – Identifies key high/low price levels within a given range, helping detect market structure shifts.
Exponential Moving Average (EMA) – The 200-period EMA acts as a trend filter to prevent counter-trend trades.
Relative Strength Index (RSI) – Helps avoid overbought/oversold conditions.
MACD Confirmation – Ensures momentum aligns with trade direction.
Volume Filter – Avoids low-volume trades for higher accuracy.
ATR-based Stop Loss & Trailing Stop – Adjusts dynamically based on market volatility.
Entry Conditions
✅ Long Entry:
Price crosses above AVWAP
Price is above the 200 EMA
RSI is above the oversold level
MACD confirms momentum
Volume is above threshold
✅ Short Entry:
Price crosses below AVWAP
Price is below the 200 EMA
RSI is below the overbought level
MACD confirms bearish momentum
Volume is above threshold
Exit Strategy
Stop Loss: ATR-based to adapt to volatility
Take Profit: Dynamically adjusted based on risk-reward ratio
Trailing Stop: Locks in profits as price moves favorably
Strengths & Edge
🔥 Combines Trend & Volume-Based Analysis – AVWAP & FRVP provide a strong foundation for trade decisions.
🔥 Momentum Filtering – MACD, RSI, and EMA improve trade quality.
🔥 Adaptive Risk Management – ATR-based stop-loss adapts to volatility, improving risk-reward.
🔥 Avoids Low-Volume Trades – Reduces false signals and improves accuracy.
This strategy is optimized for crypto and stock markets and works best in trending conditions.