PROTECTED SOURCE SCRIPT
VWAP Pullback Strategy

This strategy automates a VWAP continuation setup: wait for price to cross VWAP, confirm a pullback that stays on the breakout side, then enter on a breakout through the pullback’s open.
Sequence
1. VWAP cross inside the selected session (default 10:10–15:00 ET).
2. After price moves at least Min distance before pullback, the first opposite candle (staying above/below VWAP) becomes the pullback; a configurable Min distance for breakout ensures the follow-up candle
closes far enough beyond the pullback open.
3. Entry occurs at the breakout bar’s close, unless the candle is farther than Max VWAP distance from VWAP, in which case a limit order is placed at VWAP ± distance. Stops sit SL offset points from VWAP; take-
profit uses the chosen Risk/Reward Ratio.
The script sizes each trade to risk a fixed fraction of equity (1 % by default) and can move the stop to breakeven once price reaches Break-even trigger (%) of the way to the target. The companion indicator
plots the same signals so you can visually confirm entries and projected SL/TP before running the strategy live. Use this for VWAP-based continuation testing, alert generation, or as a template for your broker
integration.
Sequence
1. VWAP cross inside the selected session (default 10:10–15:00 ET).
2. After price moves at least Min distance before pullback, the first opposite candle (staying above/below VWAP) becomes the pullback; a configurable Min distance for breakout ensures the follow-up candle
closes far enough beyond the pullback open.
3. Entry occurs at the breakout bar’s close, unless the candle is farther than Max VWAP distance from VWAP, in which case a limit order is placed at VWAP ± distance. Stops sit SL offset points from VWAP; take-
profit uses the chosen Risk/Reward Ratio.
The script sizes each trade to risk a fixed fraction of equity (1 % by default) and can move the stop to breakeven once price reaches Break-even trigger (%) of the way to the target. The companion indicator
plots the same signals so you can visually confirm entries and projected SL/TP before running the strategy live. Use this for VWAP-based continuation testing, alert generation, or as a template for your broker
integration.
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。