I'll let the code answer this:
https://github.com/aido/AidoATP/blob/master/src/main/java/org/aido/atp/TrendTradingAgent.java#L267if (currentBid.isGreaterThan(vwap)) {
tradeIndicator.put("VWAPCross_Up",true);
} else if (currentAsk.isLessThan(vwap)) {
tradeIndicator.put("VWAPCross_Down",true);
}
So, VWAPCross_Up is true when last price > VWAP (i.e. current price has crossed up above VWAP, up trend) and VWAPCross_Down is true when last price < VWAP (i.e. current price has crossed down below VWAP, down trend).
Maybe Probably my choice of terms 'up' and 'down' was not the best.
The VWAP Cross indicator should probably be used in tandem with one of the other indicators.
Although, looking at the code now my description in the README isn't quite accurate. It uses current bid and current ask instead of last; a slight difference.