# 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[​](#design-timeframe "Direct link to 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[​](#how-it-works "Direct link to 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[​](#what-to-look-for-on-the-chart "Direct link to 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 of NAS100 VWAP trend — session VWAP, deviation ribbon, and with-trend pullback](/img/indicators/nasdaq-strategy/tradingview/nas100-edge-vwap-teaching-chart.png)

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

## Key inputs[​](#key-inputs "Direct link to 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[​](#chart-overlays "Direct link to 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[​](#instrument "Direct link to Instrument")

**NAS100**, **US100**, or **NDX**.

## Tuning notes[​](#tuning-notes "Direct link to 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[​](#first-session-checklist "Direct link to 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[​](#next-steps "Direct link to Next steps")

* [Edge engines overview](/indicators/nasdaq-strategy/docs/tradingview/edge-engines.md)
* [Strategy Tester results](/indicators/nasdaq-strategy/docs/tradingview/strategy-results.md)
* [Start on TradingView](/indicators/nasdaq-strategy/docs/tradingview.md) — Ultimate NAS100