OPEN-SOURCE SCRIPT
VWAP Reversal Strategy V1
🔹 VWAP Reversal Strategy V1
by COT-Trader.com
The VWAP Reversal Strategy V1 is a selective intraday framework designed to capture structured pullbacks to VWAP after a confirmed breakout.
It focuses on quality over frequency and integrates volatility, confirmation and optional higher timeframe bias filtering.
This strategy is part of the systematic trading research published at
👉 cot-trader.com
📌 Core Concept
Markets frequently break above or below VWAP (fair value), only to retest it before continuation.
This strategy trades that sequence:
Long Setup
Price breaks above VWAP
A retest of VWAP occurs within a defined number of bars
A bullish confirmation candle forms
Optional filters align
Entry at confirmation
Short Setup
Mirrored logic below VWAP (can be disabled).
📊 Built-In Filters
To increase selectivity, the following filters can be enabled:
• Rejection wick confirmation
• Volume spike confirmation
• Minimum ATR-based distance from VWAP
• Optional H1 VWAP directional bias
All filters are configurable.
⚙ Risk Management
The strategy uses:
• ATR-based Stop Loss
• ATR-based Take Profit
• Maximum trades per day limit
• Optional session filter
The goal is consistency and controlled exposure rather than high trade frequency.
🧠 Intended Use
Designed for intraday timeframes (typically 15–30 minutes).
Works best in structured, liquid markets.
Extensive debug markers can be enabled for research purposes.
⚠ Disclaimer
This script is published for educational and research purposes only.
It does not constitute financial advice.
Always test strategies in simulation before using real capital.
by COT-Trader.com
The VWAP Reversal Strategy V1 is a selective intraday framework designed to capture structured pullbacks to VWAP after a confirmed breakout.
It focuses on quality over frequency and integrates volatility, confirmation and optional higher timeframe bias filtering.
This strategy is part of the systematic trading research published at
👉 cot-trader.com
📌 Core Concept
Markets frequently break above or below VWAP (fair value), only to retest it before continuation.
This strategy trades that sequence:
Long Setup
Price breaks above VWAP
A retest of VWAP occurs within a defined number of bars
A bullish confirmation candle forms
Optional filters align
Entry at confirmation
Short Setup
Mirrored logic below VWAP (can be disabled).
📊 Built-In Filters
To increase selectivity, the following filters can be enabled:
• Rejection wick confirmation
• Volume spike confirmation
• Minimum ATR-based distance from VWAP
• Optional H1 VWAP directional bias
All filters are configurable.
⚙ Risk Management
The strategy uses:
• ATR-based Stop Loss
• ATR-based Take Profit
• Maximum trades per day limit
• Optional session filter
The goal is consistency and controlled exposure rather than high trade frequency.
🧠 Intended Use
Designed for intraday timeframes (typically 15–30 minutes).
Works best in structured, liquid markets.
Extensive debug markers can be enabled for research purposes.
⚠ Disclaimer
This script is published for educational and research purposes only.
It does not constitute financial advice.
Always test strategies in simulation before using real capital.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.