VWAP Reclaim
15mTrades the session VWAP as a line in the sand: take the side price reclaims, provided the short-term averages agree.
- Side
- Long & short
- Stop
- 1.5× ATR(14)
- Targets
- 1.5R → 3R
The library of rule sets — the ones that ship, and the ones you will write.
A strategy here is a specification, not a script. It names the timeframe it trades, the conditions that open a position on each side, where the stop sits, the ladder of targets that scales out of it, and how much of the account it is allowed to risk.
Writing them that way is what makes the rest of the section possible. A spec can be validated before it is ever stored, read back to you in plain English so you can check the app understood you, backtested without ambiguity, and executed identically every time.
The library below is real and already implemented — these are the specs the engine will run. What is not built yet is everything you would do with them from this page: editing one, saving your own, importing a rule set from a screenshot of a chart.
Every spec renders back as prose — the entry conditions, the stop, the targets and the management rules — so you can confirm the rules say what you meant before anything runs them.
Build a spec from the same grammar the built-ins use. Nothing is stored without passing the validator first: a malformed spec that reached the database would go on to drive trades.
Hand it a marked-up chart and have the rules read out of it into a spec, which you then check and correct. The model translates; it does not decide anything.
Built-ins live in code rather than the database, so they cannot be lost and always match the running version. Editing one writes an override that deleting restores.
Trades the session VWAP as a line in the sand: take the side price reclaims, provided the short-term averages agree.
Fades stretched moves away from the weekly anchored VWAP. Entry is the reclaim of the two-sigma band, and the target is the VWAP itself.
The 5/13 cross, filtered by the 50 EMA so it only trades crosses that agree with the larger trend.
Waits for the Asia session to build a range, then trades the London break of either edge. The stop sits back at the range midpoint.
Treats the previous day's high and low as the zones that matter, and only takes a break of either when volume confirms it.
The turtle trade: buy the highest high of the last 20 days, sell the lowest low. A wide ATR stop and a runner give the rare large trend the room it needs to pay for the many small losses.
The 50 SMA crossing the 200. A handful of trades a year, held for months — the cheapest thing in the library to run and the slowest to tell you it is wrong.
Buys the dip inside an established uptrend rather than the breakout: the 50 must be above the 200, and the trigger is price reclaiming the 20 EMA after slipping under it.
Connors' short-RSI reversion, kept on the right side of the trend: only buys deeply oversold readings while price is above its 200 SMA, and only sells overbought ones below it.
Takes the break of last week's high or low. One clean level that a great many people are watching, tested on a timeframe where the break has room to run.
Fades the stop run: price has to trade through yesterday's low and then close back above it. The sweep is the setup, the reclaim is the trigger.
A one-day-high break is only worth taking when something is behind it, so this one requires the breaking bar to trade at least twice its recent average volume.
The New York counterpart to the Asia range trade: London builds the range, and the break is only taken once New York is open and the range is finished.
The session-VWAP idea moved up to the weekly anchor, where the level resets 7× less often and the trades it produces are correspondingly rarer and longer.
These are starting points, not recommendations. Each one is a set of explicit rules — an entry condition, a stop and a target ladder — which is what makes it testable in the first place. None of them has been shown to make money on the asset you trade, and proving that on your own history is exactly what the backtester is being built for.
Shown for reading only while the section is in development — none of these cards is clickable and nothing here places or simulates a trade.