This script calculates the daily VWAP from any specified starting point intraday. Also colors the VWAP based on whether price is above or below it.
Standard vwap starts at day open 0 GMT, however there are some exchanges for eg. Deribit that have seen they use a different time period to begin VWAP calculations. This is useful in such cases.
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Continue to experiement with VWAP and EVWMA.
It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit.
Here are few other strategies based on EVWMA:
EVWMA VWAP MACD Strategy ...