VWAP Nasdaq
- Uzmanlar
- Sürüm: 1.0
- Etkinleştirmeler: 5
VWAP RSI JuanTraderFX trades Nasdaq 100 momentum during the New York session, combining the session VWAP with the RSI on 15-minute candles.
HOW IT WORKS
1. Session VWAP: calculated from the 9:30 New York open with one-minute candles.
2. The signal: a 15-minute candle closes above the VWAP (the previous one was not above) with RSI(14) above 65: buy. The opposite, a close below the VWAP with RSI below 35: sell.
3. Tight stop: at the low (buys) or high (sells) of the signal candle. Lot sized by % risk.
4. Exit: when the RSI closes back across 50, or 5 minutes before the end of the New York session. One trade at a time, no overnight positions.
MT5 STRATEGY TESTER RESULTS (Nasdaq 100, M15, 2019-2026, 1% risk, real broker costs)
- Profit factor 1.31 - 982 trades (about 126 per year, 2 to 3 per week).
- Max drawdown 26.2% - win rate 38.7% (few large winners, many small losers) - 6 of 8 years positive.
Past results do not guarantee future results.
FEATURES
- Automatic server time (brokers with European or US daylight saving) and DST changes.
- Lot by % risk with margin, volume and minimum distance checks.
- Buys and sells, no martingale, no grid.
- On-chart panel with the New York session, VWAP, RSI and state.
- Works on other symbols with the same settings, but it is optimised and tested only on the Nasdaq 100.
MAIN INPUTS
- RiesgoPorc: risk per trade in % of balance (0 = fixed lot). LoteFijo: fixed lot.
- RiesgoMaxLoteMin: if the minimum lot risks more than this %, the signal is skipped.
- StopMaxPrecio: skip the signal if the stop is wider than this distance (0 = off).
- PeriodoRSI, NivelRSI, NivelSalida: RSI 14, entry 65/35, exit 50.
- PermitirCompras / PermitirVentas. SinEntradasMin: no entries in the last 30 minutes.
- ModoHora: server time (automatic recommended). Magico: magic number.
RECOMMENDATIONS
- Nasdaq 100 chart (signals are always calculated on 15 minutes), hedging or netting account.
- Start on demo with low risk (0.5-1%). At 2% the historical drawdown was close to 50%.
