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VWAP Pullback System Restrictive Alerts
# VWAP Pullback System
A mechanical mean-reversion indicator for futures scalping (MNQ/NQ, 5-min chart). Signals fire only when **all 5 conditions** are met simultaneously.
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## Entry Conditions (ALL must be true)
**Long:** Price above VWAP → pulls back within X points → bullish candle close → volume below 20-SMA → within trading window
**Short:** Mirror opposite — price below VWAP, rallies back, bearish close, low volume, valid window.
### ADX Regime Filter (15-Min)
- **ADX < 25** → RANGING — signals enabled
- **ADX 25–35** → CAUTION — signals fire but lower confidence
- **ADX ≥ 35** → TRENDING — signals disabled
### Signal Grading
- **A+** — All conditions + ADX < 20 + EMA 9/21 aligned + within 5 pts of VWAP
- **A** — All conditions + ADX < 25 + EMA aligned
- **B** — All conditions + ADX < 25, no EMA alignment
- **C** — All conditions + ADX in caution zone
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## Visuals
- VWAP (blue) with 1σ / 2σ standard deviation bands
- EMA 9/21 cloud (green = bullish, red = bearish)
- Signal arrows with grade labels (A+, A, B, C)
- Entry/stop/target dashed lines (auto-cleanup after 20 bars)
- Trading window background shading (green = valid, red = lunch chop zone)
- Volume-based bar coloring
## Dashboard (Top Right)
- Market regime + ADX value
- Live 5-condition checklist — watch setups build before they trigger
- Risk levels: stop, targets, R:R ratio, signal grade
- Daily signal counter
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## ⚠️ Important: TPs and SLs Are Loose Targets
The stop loss and target levels shown on the chart (VWAP ± buffer, 1σ/2σ bands) are **reference levels, not hard exits.** They give you a framework, but you should adjust based on the price action leading into the signal. A clean pullback on declining volume into a key level deserves a tighter stop and more ambitious target. A choppy, indecisive setup warrants a wider stop or a quicker exit at T1. Use the levels as a starting point — your read on context and momentum should determine the actual trade management.
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## Defaults (MNQ 5-Min)
Pullback distance: 10 pts · Stop buffer: 15 pts · T1: 1σ band · T2: 2σ band · Morning: 8:45–10:00 CT · Afternoon: 1:00–2:10 CT · Max signals/day: 4. All adjustable.
## Alerts
A+ Long/Short · A Long/Short · Any Signal · Regime Change
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*PineScript v6. Non-repainting HTF ADX. Signal deduplication built in. This indicator generates signals — it does not place trades.*
A mechanical mean-reversion indicator for futures scalping (MNQ/NQ, 5-min chart). Signals fire only when **all 5 conditions** are met simultaneously.
---
## Entry Conditions (ALL must be true)
**Long:** Price above VWAP → pulls back within X points → bullish candle close → volume below 20-SMA → within trading window
**Short:** Mirror opposite — price below VWAP, rallies back, bearish close, low volume, valid window.
### ADX Regime Filter (15-Min)
- **ADX < 25** → RANGING — signals enabled
- **ADX 25–35** → CAUTION — signals fire but lower confidence
- **ADX ≥ 35** → TRENDING — signals disabled
### Signal Grading
- **A+** — All conditions + ADX < 20 + EMA 9/21 aligned + within 5 pts of VWAP
- **A** — All conditions + ADX < 25 + EMA aligned
- **B** — All conditions + ADX < 25, no EMA alignment
- **C** — All conditions + ADX in caution zone
---
## Visuals
- VWAP (blue) with 1σ / 2σ standard deviation bands
- EMA 9/21 cloud (green = bullish, red = bearish)
- Signal arrows with grade labels (A+, A, B, C)
- Entry/stop/target dashed lines (auto-cleanup after 20 bars)
- Trading window background shading (green = valid, red = lunch chop zone)
- Volume-based bar coloring
## Dashboard (Top Right)
- Market regime + ADX value
- Live 5-condition checklist — watch setups build before they trigger
- Risk levels: stop, targets, R:R ratio, signal grade
- Daily signal counter
---
## ⚠️ Important: TPs and SLs Are Loose Targets
The stop loss and target levels shown on the chart (VWAP ± buffer, 1σ/2σ bands) are **reference levels, not hard exits.** They give you a framework, but you should adjust based on the price action leading into the signal. A clean pullback on declining volume into a key level deserves a tighter stop and more ambitious target. A choppy, indecisive setup warrants a wider stop or a quicker exit at T1. Use the levels as a starting point — your read on context and momentum should determine the actual trade management.
---
## Defaults (MNQ 5-Min)
Pullback distance: 10 pts · Stop buffer: 15 pts · T1: 1σ band · T2: 2σ band · Morning: 8:45–10:00 CT · Afternoon: 1:00–2:10 CT · Max signals/day: 4. All adjustable.
## Alerts
A+ Long/Short · A Long/Short · Any Signal · Regime Change
---
*PineScript v6. Non-repainting HTF ADX. Signal deduplication built in. This indicator generates signals — it does not place trades.*
סקריפט מוגן
סקריפט זה פורסם כמקור סגור. עם זאת, תוכל להשתמש בו בחופשיות וללא כל מגבלות – למד עוד כאן
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
סקריפט מוגן
סקריפט זה פורסם כמקור סגור. עם זאת, תוכל להשתמש בו בחופשיות וללא כל מגבלות – למד עוד כאן
כתב ויתור
המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.