VWAP Strategy MT5
- Experts
- 버전: 1.0
- 활성화: 20
📊 System Overview
VWAP STRATEGI MT5 is an advanced MetaTrader 5 Expert Advisor that combines institutional order block detection with Volume-Weighted Average Price (VWAP) trend confirmation. The system identifies high-probability supply/demand zones formed after impulsive price movements and executes trades when price retests these zones, filtered by VWAP trend direction.
🎯 Core Trading Logic
Signal Generation Process
1. Impulsive Candle Detection └── Range ≥ ATR × Multiplier (1.5 default) 2. Zone Creation ├── Bullish Reversal → Demand Zone (BUY) └── Bearish Reversal → Supply Zone (SELL) 3. VWAP Trend Filter ├── BUY: Price above VWAP └── SELL: Price below VWAP 4. Entry Confirmation ├── Price retests zone ├── VWAP confirmation └── Optional close confirmation 5. Order Execution ├── Market or Limit orders ├── Dynamic lot sizing └── Risk-managed SL/TP
⚙️ Key Features
Risk Management
| Feature | Configuration |
|---|---|
| Lot Sizing | Fixed / Risk% / Compound |
| Stop Loss | Fixed points / Dynamic ATR |
| Risk-Reward | 1:1.5 (configurable) |
| Daily Limits | Loss/Profit/Drawdown/Trades |
| Time Filters | Trading hours / Friday close |
Position Protection
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✅ Trailing Stop with configurable activation
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✅ Breakeven after trigger profit
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✅ Spread filter (rejects high spread)
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✅ Margin validation pre-entry
Multi-Symbol Support
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✅ Single symbol or custom list
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✅ Independent scanning per symbol
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✅ Supports Forex, Crypto, Metals, Indices
🔧 Key Parameters
| Parameter | Default | Description |
|---|---|---|
| Lot Mode | Risk% | Fixed / Risk% / Compound |
| Risk % | 1.0% | % of equity risked per trade |
| Risk Reward | 1:1.5 | SL to TP ratio |
| Stop Loss | 150 pts | Fixed points or ATR-based |
| Max Lot | 1.0 | Maximum position size |
| VWAP Period | 20 | VWAP calculation period |
| ATR Period | 14 | ATR volatility period |
| Impulsive Multiplier | 1.5 | Range ≥ ATR × multiplier |
| Max Zone Age | 20 bars | Zone expiry in bars |
| Max Daily Trades | 5 | Per-day trade limit |
📈 Optimization Guide
Best Practices
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Start Small: Begin with 0.5-1% risk per trade
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Test Thoroughly: Demo test for 2-4 weeks minimum
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Monitor Volatility: Adjust SL/TP based on ATR
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Enable VWAP Filter: Higher quality signals
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Enable Trailing: Protect profits automatically
Recommended Settings by Asset
| Asset | SL (pts) | TP (pts) | Multiplier | VWAP Period |
|---|---|---|---|---|
| XAUUSD | 200-300 | 300-450 | 1.5-2.0 | 20 |
| BTCUSD | 500-1000 | 750-1500 | 1.5-2.0 | 20 |
| Forex | 100-150 | 150-225 | 1.5-2.0 | 20 |
| Indices | 150-200 | 225-300 | 1.5-2.0 | 20 |
Timeframe Recommendations
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H1: Optimal balance (primary recommendation)
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H4: Fewer signals, stronger zones
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M30: More signals, shorter-term trades
📋 System Requirements
| Requirement | Specification |
|---|---|
| Platform | MetaTrader 5 |
| Minimum Deposit | $100 (cent) / $500 (standard) |
| Recommended TF | H1, H4 |
| Account Type | Any (low spread preferred) |
| Symbols | Forex, Crypto, Metals, Indices |
| VWAP Proxy | LWMA with PRICE_WEIGHTED |
🔄 VWAP Implementation
The EA uses LWMA (Linear Weighted Moving Average) with PRICE_WEIGHTED as a VWAP proxy, providing dynamic support/resistance levels that adapt to volume-weighted price action.
VWAP Trend Logic
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Uptrend: Price consistently above VWAP → BUY signals
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Downtrend: Price consistently below VWAP → SELL signals
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Dynamic: Real-time adaptation to market conditions
🛡️ Risk Warning
Trading CFDs, Forex, and Cryptocurrencies carries significant risk. This EA is a tool to assist trading decisions and does not guarantee profits.
Users must:
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Perform extensive backtesting and demo testing
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Apply strict risk management principles
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Understand system logic before live use
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Never trade with funds they cannot afford to lose
📊 Performance Monitoring
Key Metrics to Track
| Metric | Target | Action |
|---|---|---|
| Win Rate | >50% | Adjust zone parameters |
| Profit Factor | >1.5 | Refine entry logic |
| Max DD | <20% | Reduce lot sizing |
| Avg RR | >1:1.5 | Optimize SL/TP |
💡 Pro Tips
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News Events: Consider disabling EA during major news
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Volatility Adjustment: Increase SL during high volatility
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Symbol Selection: Trade liquid instruments with low spreads
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Weekly Reset: Review performance weekly and adjust parameters
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Risk Consistency: Maintain consistent risk per trade
🚀 Configuration Examples
Conservative Setup
Lot Mode: Risk% (1%) Risk Reward: 1:2 Stop Loss: 200 pts Impulsive Multiplier: 2.0 VWAP Filter: Enabled Trailing Stop: Enabled Max Zone Age: 30 bars
Scalping Setup
Lot Mode: Fixed (0.01/$1000) Risk Reward: 1:1.5 Stop Loss: 100 pts Impulsive Multiplier: 1.5 VWAP Filter: Enabled Trailing Stop: Enabled Max Zone Age: 15 bars
Multi-Symbol Setup
Mode: All Symbols Symbols: XAUUSD, BTCUSD, GBPUSD, EURUSD, USDJPY Lot Mode: Risk% (1%) Max Lot: 0.5 Daily Max Trades: 2 per symbol Spread Filter: Enabled (30 pts) Time Filter: 8:00-17:00
VWAP STRATEGI MT5 combines institutional order flow analysis with VWAP trend confirmation, delivering robust, rule-based entries around key support/resistance levels with comprehensive risk management.
