Simple VWAP Window Strategy

-- [r4stl1n] Simple VWAP Window Strat
--
-- This is an example of using the VWAPWindow command to
-- create a strategy
--
--------------------------------
-- You are on your own with this script
-------------------------------- 
-- ~Bored and programming~

HideOrderSettings()

-- Wrap our entire strategy in the OptimizedForInteral
-- To ensure our strat only runs on new complete candles
OptimizedForInterval(0, function()

vwapWindowSize = Input("VWAP Window Size",20,"VWAP Window Size","")

local isSpot = MarketType() == SpotTrading
local long_entry_cmd = isSpot and PlaceBuyOrder or PlaceGoLongOrder
local long_exit_cmd = isSpot and PlaceSellOrder or PlaceExitLongOrder
local short_entry_cmd = isSpot and PlaceSellOrder or PlaceGoShortOrder
local short_exit_cmd = isSpot and PlaceBuyOrder or PlaceExitShortOrder


local market = PriceMarket()
local currentPosition = GetPositionDirection()
local currentPrice = CurrentPrice()

-- Rolling window of 20 candles
local vwap = CC_VWAPWindow(vwapWindowSize)

if vwap[3] != nil 
then

local goLong = (vwap[1] - vwap[3]) > 0 
local goShort = (vwap[1] - vwap[3]) < 0 

if goLong and currentPosition != PositionLong  
then
 
    if currentPosition == PositionShort
    then 
        -- Uncomment to enable shorts
        --short_exit_cmd(currentPrice.close, TradeAmount(), {type=MarketOrderType, note='Long'})
    end
 
    long_entry_cmd(currentPrice.close, TradeAmount(), {type=MarketOrderType, note='Long'})
end
 
if goShort and currentPosition != PositionShort 
then
 
    if currentPosition == PositionLong 
    then 
        long_exit_cmd(currentPrice.close, TradeAmount(), {type=MarketOrderType, note='Long'})
    end 
 
    -- Uncomment to enable shorts
    --short_entry_cmd(currentPrice.close, TradeAmount(), {type=MarketOrderType, note='Short'})
 
end
 
Plot(0, "VWAP Window", vwap, {c=Cyan})

end
end)