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.
Skrip sumber terbuka
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Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.