OPEN-SOURCE SCRIPT
VWAP Reversal Strategy V1
Overview
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.
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.
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.
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.
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免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。