VWAP Reversal Strategy V1 by DerAndi72
By DerAndi72
Performance Metrics
- Author: DerAndi72
- Symbol: CBOT:ZS1!
- Timeframe: 30 minutes
Description
OverviewThe 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 ConceptMarkets frequently break above or below VWAP (fair value), only to retest it before continuation. This strategy trades that sequence:Long SetupPrice breaks above VWAPA retest of VWAP occurs within a defined number of barsA bullish confirmation candle formsOptional filters alignEntry at confirmationShort SetupMirrored logic below VWAP (can be disabled).Built-In FiltersTo increase selectivity, the following filters can be enabled:Rejection wick confirmationVolume spike confirmationMinimum ATR-based distance from VWAPOptional H1 VWAP directional biasAll filters are configurable.Risk ManagementThe strategy uses:ATR-based Stop LossATR-based Take ProfitMaximum trades per day limitOptional session filterThe goal is consistency and controlled exposure rather than high trade frequency.Intended UseDesigned for intraday timeframes (typically 15-30 minutes). Works best in structured, liquid markets. Extensive debug markers can be enabled for research purposes.DisclaimerThis script is published for educational and research purposes only. It does not constitute financial advice. Always test strategies in simulation before using real capital.