// Description: This script implements the VWAP Cross Strategy, which generates buy and sell signals when the price crosses the Volume Weighted Average Price (VWAP) line. This institutional approach is particularly relevant for intraday trading. //@version=4 study("VWAP Cross Strategy", shorttitle="VCS", overlay=true) // Calculate VWAP vwap_sum = cum(close * volume) volume_sum = cum(volume) vwap = vwap_sum / volume_sum // Generate buy and sell signals buySignal = crossover(close, vwap) sellSignal = crossunder(close, vwap) // Plot VWAP on the chart plot(vwap, title="VWAP", color=color.orange, linewidth=2) // Plot buy and sell arrows plotshape(buySignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.small) plotshape(sellSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.small)