VWAP Trend Pullback

iTradeAIMS | NAS100 VWAP Trend (short title AIMS VWAPT) is an intraday with-trend pullback strategy anchored to session VWAP. In an uptrend, price that dips to VWAP and resumes can continue; the script buys that resumption (mirror logic for downtrends).

This is the cost-robust VWAP variant — trend continuation at VWAP, not a counter-trend fade of extreme deviation bands. Strategy Tester metrics are historical simulations, not guarantees.

Historical simulation only

Strategy Tester results are historical simulations. Index CFD behaviour can differ from single-stock VWAP studies. Not financial advice.

Publish status

This edge-engine script is publish pending in docs. Use the listed chart name only when it appears in your TradingView access list.

Design timeframe

Intraday — 5-minute to 1-hour. VWAP is session-anchored; it resets each session and is meant for the chart interval you trade intraday.

Use a Nasdaq-100 symbol such as NAS100, US100, NDX, or your broker's NQ mapping.

How it works

1. VWAP: the session's volume-weighted average price, reset each session.
2. Trend gate: uptrend means price is above VWAP and the trend EMA is rising. Downtrend is the mirror.
3. Long pullback: prior bar touches or pierces VWAP, then the current bar closes back above VWAP on a green candle. Short is the mirror.
4. Stop: beyond the pullback swing, padded by a small ATR buffer (default 0.10 × ATR(14)).
5. Target: default 2R, or flat at session close.
6. Sizing: entry-to-stop risks a set % of equity (default 1%). One trade per day is off by default because pullbacks can recur.

Positions are flat overnight.

What to look for on the chart

Visual	Meaning
Session VWAP	The intraday average price line
+1σ / -1σ ribbon	Normal pullback zone around VWAP
+2σ / -2σ bands	More extreme deviation area
VWAP colour	Teal uptrend, red downtrend, grey neutral
Red risk box	Entry to stop distance
Teal reward box	Entry to target distance

Teaching diagram — VWAP ribbon identity from the Pine visuals. With-trend pullback only.

Key inputs

Group	Input	Default	Notes
Risk	Risk % per trade	1.0
Risk	Target (R multiple)	2.0
Trend / Pullback	Trend EMA length	50	With-trend gate
Trend / Pullback	Stop buffer (× ATR)	0.10	Padding beyond swing extreme
Trend / Pullback	One trade per day	off
Trend / Pullback	Take longs / shorts	on / on
Session	Window / TZ	09:30–16:00 / New York
Visuals	Session VWAP / ±1σ–±2σ ribbon	on / on

Chart overlays

• VWAP line — coloured by trend (teal up, red down, grey flat)
• ±1σ / ±2σ ribbon — pullback zone inside ±1σ; ±2σ marks extremes
• Shared entry / stop / target zones and dashboard

Instrument

NAS100, US100, or NDX.

Tuning notes

• Main levers: trend EMA length, pullback definition strictness, target (R multiple), and stop buffer.
• Session VWAP is genuinely intraday — run on the timeframe you intend to trade.
• Equity-index VWAP behaviour may not match single-stock backtests; confirm on your Nasdaq-100 symbol and broker feed.

First-session checklist

1. VWAP and deviation ribbon are visible during the session.
2. Chart timeframe is intraday, not daily.
3. You understand whether One trade per day is off or on.
4. Strategy Tester has enough pullbacks to review.
5. Costs and slippage are added before comparing results.

Next steps

• Edge engines overview
• Strategy Tester results
• Start on TradingView — Ultimate NAS100