NYSE Open VWAP Reclaim and Pullback Strategy with EMA Filters

Summary

The visible script header describes an intraday strategy built around reclaiming and holding the regular-session VWAP near the NYSE open. Its settings define a trade window, a regular-hours VWAP anchor, a separate evening-to-close VWAP, and fast, middle, and slow EMAs. Other inputs control the VWAP touch buffer, volume confirmation on a hold candle, reclaim definition, stop distance, profit target, and a limit on additional trades after repeated VWAP crosses. The script also includes display options for session levels and a cross-market status panel.

The supplied document ends partway through the source, before the entry and exit logic or any report results appear. It therefore establishes the intended setup and configurable filters, but does not show enough to reconstruct or evaluate the full rules. No backtest period, instrument performance, benchmark, or cost assumptions are included in the excerpt. The settings suggest risk controls and time-of-day constraints, but their effectiveness cannot be assessed from the available material.

Key ideas

• The strategy is framed around an NYSE regular-session VWAP reclaim and subsequent hold.
• Its configured trade window is limited to the morning, with separate settings for session VWAP anchors.
• EMA alignment, rising volume, and VWAP touch tolerance are available as setup filters.
• Stop distance, profit target, reclaim definition, and a VWAP-cross trade limit are configurable.
• The excerpt ends before the execution rules and performance results, preventing full evaluation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.