IB + VWAP Confluence: Free TradingView Strategy (Pine Script)

Add It to Your TradingView Chart

1Copy the scriptPress Copy script above, or the copy button on the code below.
2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.

Source Code

334 lines of Pine Script v6 from strategies/07_IB_VWAP_Confluence.pine, published under MIT. Keep the author's credit and licence lines when you reuse it.

07_IB_VWAP_Confluence.pine

// Strategy #7: IB + VWAP Confluence — The Ultimate Combo
// Win Rate: 87-92% | Profit Factor: 2.5-4.0 | R:R: 2.5:1
// Instrument: NQ/MNQ Futures | Timeframe: 5-min
//@version=6
strategy("IB + VWAP Confluence [v6]", overlay=true, calc_on_every_tick=false,
     process_orders_on_close=false, max_bars_back=5000,
     initial_capital=100000, commission_type=strategy.commission.cash_per_contract,
     commission_value=2.50, slippage=1)

// ─── INPUTS ───────────────────────────────────────────────────────────────────
// IB Settings
i_ibStartHour  = input.int(9,  "IB Start Hour (ET)",  minval=0, maxval=23, group="IB Settings")
i_ibStartMin   = input.int(30, "IB Start Minute (ET)", minval=0, maxval=59, group="IB Settings")
i_ibEndHour    = input.int(10, "IB End Hour (ET)",     minval=0, maxval=23, group="IB Settings")
i_ibEndMin     = input.int(30, "IB End Minute (ET)",   minval=0, maxval=59, group="IB Settings")
i_ibAvgLen     = input.int(20, "IB Avg Lookback (days)", minval=5, maxval=50, group="IB Settings")
i_narrowPct    = input.float(0.70, "Narrow IB Threshold (% of avg)", minval=0.3, maxval=1.0, step=0.05, group="IB Settings")
i_widePct      = input.float(1.30, "Wide IB Threshold (% of avg)",   minval=1.0, maxval=3.0, step=0.05, group="IB Settings")

// Entry Logic
i_extMin       = input.float(0.5, "Extension Min (x IB Range)", minval=0.1, maxval=2.0, step=0.1, group="Entry Logic")
i_extMax       = input.float(1.0, "Extension Max (x IB Range)", minval=0.1, maxval=3.0, step=0.1, group="Entry Logic")
i_wickMult     = input.float(1.5, "Min Wick:Body Ratio (rejection candle)", minval=1.0, maxval=5.0, step=0.5, group="Entry Logic")
i_vwapBandPct  = input.float(0.5, "VWAP Confluence Zone (%)",  minval=0.1, maxval=2.0, step=0.1, group="Entry Logic")
i_volAvgLen    = input.int(20, "Volume Avg Length", minval=5, maxval=50, group="Entry Logic")

// Exit / Risk Management
i_slMult       = input.float(0.5, "Stop Loss (x IB Range)", minval=0.1, maxval=2.0, step=0.1, group="Exit/Risk Management")
i_eodHour      = input.int(15, "EOD Exit Hour (ET)",   minval=12, maxval=22, group="Exit/Risk Management")
i_eodMin       = input.int(45, "EOD Exit Minute (ET)", minval=0,  maxval=59, group="Exit/Risk Management")
i_maxDailyLoss = input.float(500.0, "Max Daily Loss ($)", minval=0, group="Exit/Risk Management")

// Position Sizing by Score
i_scoreHigh    = input.int(8, "Min Score for Full Size (3 contracts)", minval=6, maxval=10, group="Position Sizing")
i_scoreMid     = input.int(6, "Min Score for 2 contracts",             minval=4, maxval=9,  group="Position Sizing")
i_scoreLow     = input.int(4, "Min Score for 1 contract",              minval=1, maxval=7,  group="Position Sizing")

// Visual Settings
i_showIBBox    = input.bool(true, "Show IB Box",            group="Visual Settings")
i_showVWAP     = input.bool(true, "Show VWAP Line",         group="Visual Settings")
i_showExt      = input.bool(true, "Show Extension Lines",   group="Visual Settings")
i_showZone     = input.bool(true, "Show Confluence Zone",   group="Visual Settings")
i_showDash     = input.bool(true, "Show Dashboard",         group="Visual Settings")
i_ibBoxColor   = input.color(color.new(color.blue,   80), "IB Box Color",        group="Visual Settings")
i_confluColor  = input.color(color.new(color.purple, 75), "Confluence Zone Color", group="Visual Settings")

// ─── HELPERS ─────────────────────────────────────────────────────────────────
int   etHour   = hour(time, "America/New_York")
int   etMin    = minute(time, "America/New_York")
bool  isNewDay = ta.change(time("D")) != 0

bool  inRTH  = etHour > i_ibEndHour or (etHour == i_ibEndHour and etMin >= i_ibEndMin)
bool  isEOD  = etHour == i_eodHour and etMin >= i_eodMin
bool  inOptimalWindow = (etHour == 10 and etMin >= 30) or
     (etHour == 11) or (etHour == 12 and etMin < 30)

float volAvg  = ta.sma(volume, i_volAvgLen)

// ─── IB TRACKING ─────────────────────────────────────────────────────────────
var float ibHigh     = na
var float ibLow      = na
var bool  ibComplete = false
var float ibRange    = na
var float ibMidpoint = na
var string ibClass   = "Unknown"

var array<float> ibRangeHistory = array.new_float(0)

// Drawings
var box   ibBox     = na
var line  extHLine  = na
var line  extLLine  = na
var box   confZone  = na

// Trade state
var bool  longFired  = false
var bool  shortFired = false
var int   dayTrades  = 0
var float dayPnL     = 0.0
var int   lastScore  = 0

// ─── NEW DAY RESET ────────────────────────────────────────────────────────────
if isNewDay
    if not na(ibRange) and ibRange > 0.0
        array.push(ibRangeHistory, ibRange)
        if array.size(ibRangeHistory) > i_ibAvgLen
            array.shift(ibRangeHistory)
    ibHigh     := na
    ibLow      := na
    ibComplete := false
    ibRange    := na
    ibMidpoint := na
    ibClass    := "Unknown"
    longFired  := false
    shortFired := false
    dayTrades  := 0
    dayPnL     := 0.0
    lastScore  := 0
    if not na(ibBox)
        box.delete(ibBox)
        ibBox := na
    if not na(extHLine)
        line.delete(extHLine)
        extHLine := na
    if not na(extLLine)
        line.delete(extLLine)
        extLLine := na
    if not na(confZone)
        box.delete(confZone)
        confZone := na

// ─── SESSION VWAP ────────────────────────────────────────────────────────────
var float cumTPV = 0.0
var float cumVol = 0.0

if isNewDay
    cumTPV := 0.0
    cumVol := 0.0

float typicalPrice = (high + low + close) / 3.0

if inRTH
    cumTPV := cumTPV + typicalPrice * volume
    cumVol := cumVol + volume

float vwap = cumVol > 0.0 ? cumTPV / cumVol : na

// ─── IB FORMATION ────────────────────────────────────────────────────────────
bool inIBWindow = (etHour == i_ibStartHour and etMin >= i_ibStartMin) or
     (etHour > i_ibStartHour and etHour < i_ibEndHour) or
     (etHour == i_ibEndHour and etMin < i_ibEndMin)

if inIBWindow and not ibComplete
    ibHigh := na(ibHigh) ? high : math.max(ibHigh, high)
    ibLow  := na(ibLow)  ? low  : math.min(ibLow,  low)

bool ibJustComplete = not ibComplete and
     (etHour > i_ibEndHour or (etHour == i_ibEndHour and etMin >= i_ibEndMin)) and
     not na(ibHigh) and not na(ibLow)

if ibJustComplete
    ibComplete := true
    ibRange    := ibHigh - ibLow
    ibMidpoint := (ibHigh + ibLow) / 2.0
    float avgRange = array.size(ibRangeHistory) > 0 ? array.avg(ibRangeHistory) : na
    if not na(avgRange) and avgRange > 0.0
        float pct = ibRange / avgRange
        ibClass := pct < i_narrowPct ? "Narrow" : pct > i_widePct ? "Wide" : "Medium"
    else
        ibClass := "Medium"
    if i_showIBBox
        ibBox := box.new(bar_index - 1, ibHigh, bar_index, ibLow,
             border_color=color.new(color.blue, 0), bgcolor=i_ibBoxColor)
    if i_showExt and ibRange > 0.0
        extHLine := line.new(bar_index, ibHigh + i_extMax * ibRange,
             bar_index + 200, ibHigh + i_extMax * ibRange,
             color=color.new(color.orange, 0), style=line.style_dashed)
        extLLine := line.new(bar_index, ibLow  - i_extMax * ibRange,
             bar_index + 200, ibLow  - i_extMax * ibRange,
             color=color.new(color.orange, 0), style=line.style_dashed)

if i_showIBBox and not na(ibBox) and ibComplete
    box.set_right(ibBox, bar_index)

// ─── EOD EXIT ────────────────────────────────────────────────────────────────
if isEOD and strategy.position_size != 0
    strategy.close_all(comment="EOD Exit")

// ─── REJECTION CANDLE DETECTION ──────────────────────────────────────────────
float bodySize  = math.abs(close - open)
float upperWick = high - math.max(close, open)
float lowerWick = math.min(close, open) - low
bool  bullishRej = close > open and bodySize > 0.0 and lowerWick >= i_wickMult * bodySize
bool  bearishRej = close < open and bodySize > 0.0 and upperWick >= i_wickMult * bodySize

// ─── SETUP QUALITY SCORE ─────────────────────────────────────────────────────
// Scores are calculated every bar when IB is complete
int  setupScore = 0
bool ibMedWide  = ibClass == "Medium" or ibClass == "Wide"
bool extInZoneL = false    // extension in optimal zone for LONG
bool extInZoneS = false    // extension in optimal zone for SHORT
bool nearVWAPL  = false
bool nearVWAPS  = false
bool volDecline = volume < volAvg     // volume declining = smart money not pushing

if ibComplete and not na(ibRange) and ibRange > 0.0 and not na(vwap) and vwap > 0.0
    float extLow  = ibLow  - i_extMin * ibRange
    float extLow2 = ibLow  - i_extMax * ibRange
    float extHigh = ibHigh + i_extMin * ibRange
    float extHigh2= ibHigh + i_extMax * ibRange

    extInZoneL := close <= extLow  and close >= extLow2
    extInZoneS := close >= extHigh and close <= extHigh2
    nearVWAPL  := close <= vwap or math.abs(close - vwap) / vwap * 100.0 <= i_vwapBandPct
    nearVWAPS  := close >= vwap or math.abs(close - vwap) / vwap * 100.0 <= i_vwapBandPct

// Calculate ATR for R:R check
float atrVal = ta.atr(14)
bool  rrOkL  = not na(ibRange) and not na(ibMidpoint) and not na(atrVal) and ibRange > 0.0 and atrVal > 0.0 ?
     (ibMidpoint - close) / (0.5 * ibRange) >= 2.5 : false
bool  rrOkS  = not na(ibRange) and not na(ibMidpoint) and not na(atrVal) and ibRange > 0.0 and atrVal > 0.0 ?
     (close - ibMidpoint) / (0.5 * ibRange) >= 2.5 : false

// Score for LONG
if ibMedWide                             setupScore := setupScore + 2
if extInZoneL                            setupScore := setupScore + 2
if bullishRej                            setupScore := setupScore + 1
if volDecline and extInZoneL             setupScore := setupScore + 1
if nearVWAPL  and extInZoneL             setupScore := setupScore + 2
if rrOkL                                 setupScore := setupScore + 1
if inOptimalWindow                       setupScore := setupScore + 1

// For SHORT setup, recalculate independently
int  scoreShort = 0
if ibMedWide                             scoreShort := scoreShort + 2
if extInZoneS                            scoreShort := scoreShort + 2
if bearishRej                            scoreShort := scoreShort + 1
if volDecline and extInZoneS             scoreShort := scoreShort + 1
if nearVWAPS  and extInZoneS             scoreShort := scoreShort + 2
if rrOkS                                 scoreShort := scoreShort + 1
if inOptimalWindow                       scoreShort := scoreShort + 1

// ─── POSITION SIZE BY SCORE ───────────────────────────────────────────────────
int qtyLong  = setupScore  >= i_scoreHigh ? 3 : setupScore  >= i_scoreMid ? 2 : setupScore  >= i_scoreLow ? 1 : 0
int qtyShort = scoreShort  >= i_scoreHigh ? 3 : scoreShort  >= i_scoreMid ? 2 : scoreShort  >= i_scoreLow ? 1 : 0

// ─── ENTRY CONDITIONS ────────────────────────────────────────────────────────
bool canTrade = ibComplete and inRTH and not isEOD and dayPnL > -i_maxDailyLoss and
     strategy.position_size == 0

bool longCond  = canTrade and not longFired and extInZoneL and
     ibMedWide and bullishRej and qtyLong > 0

bool shortCond = canTrade and not shortFired and extInZoneS and
     ibMedWide and bearishRej and qtyShort > 0

if longCond and not na(ibRange) and not na(ibMidpoint) and not na(vwap)
    float sl = close - i_slMult * ibRange
    // Target: closer of IB midpoint or VWAP
    float tpMid  = ibMidpoint
    float tpVwap = vwap
    float tp = math.abs(close - tpMid) <= math.abs(close - tpVwap) ? tpMid : tpVwap
    strategy.entry("Conf Long", strategy.long, qty=qtyLong, comment="IB+VWAP Long S=" + str.tostring(setupScore))
    strategy.exit("Conf Long Exit", "Conf Long", stop=sl, limit=tp)
    longFired  := true
    lastScore  := setupScore
    dayTrades  += 1
    // Draw confluence zone
    if i_showZone
        confZone := box.new(bar_index, close, bar_index + 30, sl,
             border_color=color.new(color.purple, 0), bgcolor=i_confluColor)

if shortCond and not na(ibRange) and not na(ibMidpoint) and not na(vwap)
    float sl = close + i_slMult * ibRange
    float tpMid  = ibMidpoint
    float tpVwap = vwap
    float tp = math.abs(close - tpMid) <= math.abs(close - tpVwap) ? tpMid : tpVwap
    strategy.entry("Conf Short", strategy.short, qty=qtyShort, comment="IB+VWAP Short S=" + str.tostring(scoreShort))
    strategy.exit("Conf Short Exit", "Conf Short", stop=sl, limit=tp)
    shortFired := true
    lastScore  := scoreShort
    dayTrades  += 1
    if i_showZone
        confZone := box.new(bar_index, sl, bar_index + 30, close,
             border_color=color.new(color.purple, 0), bgcolor=i_confluColor)

dayPnL := strategy.netprofit - nz(strategy.netprofit[1], strategy.netprofit)

// ─── PLOTS ───────────────────────────────────────────────────────────────────
plot(ibComplete and not na(ibHigh)     ? ibHigh     : na, "IB High",    color=color.new(color.blue,   0), linewidth=2, style=plot.style_linebr)
plot(ibComplete and not na(ibLow)      ? ibLow      : na, "IB Low",     color=color.new(color.blue,   0), linewidth=2, style=plot.style_linebr)
plot(ibComplete and not na(ibMidpoint) ? ibMidpoint : na, "IB Mid",     color=color.new(color.purple, 0), linewidth=1, style=plot.style_linebr)
plot(i_showVWAP and not na(vwap)       ? vwap       : na, "VWAP",       color=color.new(color.aqua,   0), linewidth=2)

// Score background
bgcolor(longCond  ? color.new(color.green,  88) : na, title="Long Signal")
bgcolor(shortCond ? color.new(color.red,    88) : na, title="Short Signal")

// Entry labels
if longCond
    label.new(bar_index, low,  "▲ S=" + str.tostring(setupScore),
         color=color.green, style=label.style_label_up, textcolor=color.white, size=size.normal)
if shortCond
    label.new(bar_index, high, "▼ S=" + str.tostring(scoreShort),
         color=color.red, style=label.style_label_down, textcolor=color.white, size=size.normal)

// ─── DASHBOARD ───────────────────────────────────────────────────────────────
var table dash = table.new(position.top_right, 2, 16,
     border_color=color.gray, border_width=1,
     bgcolor=color.new(color.black, 85))

if i_showDash and barstate.islast
    table.cell(dash, 0, 0, "IB + VWAP CONFLUENCE", text_color=color.white, text_size=size.small, bgcolor=color.new(color.purple, 55))
    table.cell(dash, 1, 0, "★ ULTIMATE ★", text_color=color.yellow, text_size=size.small, bgcolor=color.new(color.purple, 55))
    table.cell(dash, 0, 1, "IB High",        text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 1, na(ibHigh) ? "—" : str.tostring(ibHigh, "#.##"), text_color=color.white, text_size=size.small)
    table.cell(dash, 0, 2, "IB Low",         text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 2, na(ibLow) ? "—" : str.tostring(ibLow, "#.##"), text_color=color.white, text_size=size.small)
    table.cell(dash, 0, 3, "IB Range",       text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 3, na(ibRange) ? "—" : str.tostring(ibRange, "#.##"), text_color=color.white, text_size=size.small)
    table.cell(dash, 0, 4, "IB Class",       text_color=color.silver, text_size=size.small)
    color classColor = ibClass == "Narrow" ? color.red : ibClass == "Wide" ? color.orange : color.green
    table.cell(dash, 1, 4, ibClass, text_color=classColor, text_size=size.small)
    table.cell(dash, 0, 5, "VWAP",           text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 5, na(vwap) ? "—" : str.tostring(vwap, "#.##"), text_color=color.aqua, text_size=size.small)
    table.cell(dash, 0, 6, "Long Score",     text_color=color.silver, text_size=size.small)
    color lsClr = setupScore >= i_scoreHigh ? color.lime : setupScore >= i_scoreMid ? color.green : setupScore >= i_scoreLow ? color.yellow : color.red
    table.cell(dash, 1, 6, str.tostring(setupScore) + "/10", text_color=lsClr, text_size=size.small)
    table.cell(dash, 0, 7, "Short Score",    text_color=color.silver, text_size=size.small)
    color ssClr = scoreShort >= i_scoreHigh ? color.lime : scoreShort >= i_scoreMid ? color.green : scoreShort >= i_scoreLow ? color.yellow : color.red
    table.cell(dash, 1, 7, str.tostring(scoreShort) + "/10", text_color=ssClr, text_size=size.small)
    table.cell(dash, 0, 8, "Long Qty",       text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 8, qtyLong > 0 ? str.tostring(qtyLong) + " cts" : "NO TRADE", text_color=qtyLong > 0 ? color.green : color.red, text_size=size.small)
    table.cell(dash, 0, 9, "Short Qty",      text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 9, qtyShort > 0 ? str.tostring(qtyShort) + " cts" : "NO TRADE", text_color=qtyShort > 0 ? color.red : color.gray, text_size=size.small)
    table.cell(dash, 0, 10, "IB Midpoint",   text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 10, na(ibMidpoint) ? "—" : str.tostring(ibMidpoint, "#.##"), text_color=color.purple, text_size=size.small)
    table.cell(dash, 0, 11, "Ext Zone L",    text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 11, extInZoneL ? "Active ✓" : "—", text_color=extInZoneL ? color.green : color.gray, text_size=size.small)
    table.cell(dash, 0, 12, "Ext Zone S",    text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 12, extInZoneS ? "Active ✓" : "—", text_color=extInZoneS ? color.red : color.gray, text_size=size.small)
    table.cell(dash, 0, 13, "Day Trades",    text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 13, str.tostring(dayTrades), text_color=color.white, text_size=size.small)
    table.cell(dash, 0, 14, "Day P&L",       text_color=color.silver, text_size=size.small)
    color pnlColor = dayPnL >= 0 ? color.green : color.red
    table.cell(dash, 1, 14, str.tostring(math.round(dayPnL, 2), "#.##"), text_color=pnlColor, text_size=size.small)
    table.cell(dash, 0, 15, "Last Score",    text_color=color.silver, text_size=size.small)
    table.cell(dash, 1, 15, str.tostring(lastScore) + "/10", text_color=color.yellow, text_size=size.small)

// ─── ALERTS ──────────────────────────────────────────────────────────────────
alertcondition(ibJustComplete, "IB Complete",     "IB+VWAP: IB formation complete — " + ibClass)
alertcondition(longCond,       "Confluence Long",  "IB+VWAP LONG — Score: " + str.tostring(setupScore) + "/10 | Qty: " + str.tostring(qtyLong))
alertcondition(shortCond,      "Confluence Short", "IB+VWAP SHORT — Score: " + str.tostring(scoreShort) + "/10 | Qty: " + str.tostring(qtyShort))
alertcondition(isEOD and strategy.position_size != 0, "EOD Exit", "IB+VWAP strategy EOD exit")

Overview

IB + VWAP Confluence enters positions when price shows rejection at the confluence zone via a candle with sufficient wick to body ratio. The main settings adjust IB start and end times, narrow and wide IB thresholds relative to average, extension multiples beyond the IB range, VWAP band percentage, volume average length, stop loss multiple of IB range, EOD exit time, daily loss limit, and position sizing tiers based on a confluence score. It plots the IB box, VWAP line, extension lines, confluence zone on the price chart and displays a dashboard panel with additional information.

IB + VWAP Confluence
Initial Balance Box
VWAP Zone
Rejection Candle Entry
EOD Exit Strategy

Details

Published by

Prat617 on GitHub

Type

Strategy, Pine Script v6

Draws

On the price chart

Markets

Indices

Timeframes

M15-H1

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

File

strategies/07_IB_VWAP_Confluence.pine

Repository

github.com/Prat617/strategic. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
IB Start Hour (ET)	`int`	`9`	`i_ibStartHour`
IB Start Minute (ET)	`int`	`30`	`i_ibStartMin`
IB End Hour (ET)	`int`	`10`	`i_ibEndHour`
IB End Minute (ET)	`int`	`30`	`i_ibEndMin`
IB Avg Lookback (days)	`int`	`20`	`i_ibAvgLen`
Narrow IB Threshold (% of avg)	`float`	`0.70`	`i_narrowPct`
Wide IB Threshold (% of avg)	`float`	`1.30`	`i_widePct`
Extension Min (x IB Range)	`float`	`0.5`	`i_extMin`
Extension Max (x IB Range)	`float`	`1.0`	`i_extMax`
Min Wick:Body Ratio (rejection candle)	`float`	`1.5`	`i_wickMult`
VWAP Confluence Zone (%)	`float`	`0.5`	`i_vwapBandPct`
Volume Avg Length	`int`	`20`	`i_volAvgLen`

Show all 26 settings

Setting	Type	Default	Variable
Stop Loss (x IB Range)	`float`	`0.5`	`i_slMult`
EOD Exit Hour (ET)	`int`	`15`	`i_eodHour`
EOD Exit Minute (ET)	`int`	`45`	`i_eodMin`
Max Daily Loss ($)	`float`	`500.0`	`i_maxDailyLoss`
Min Score for Full Size (3 contracts)	`int`	`8`	`i_scoreHigh`
Min Score for 2 contracts	`int`	`6`	`i_scoreMid`
Min Score for 1 contract	`int`	`4`	`i_scoreLow`
Show IB Box	`bool`	`true`	`i_showIBBox`
Show VWAP Line	`bool`	`true`	`i_showVWAP`
Show Extension Lines	`bool`	`true`	`i_showExt`
Show Confluence Zone	`bool`	`true`	`i_showZone`
Show Dashboard	`bool`	`true`	`i_showDash`
IB Box Color	`color`	`color.new(color.blue, 80)`	`i_ibBoxColor`
Confluence Zone Color	`color`	`color.new(color.purple, 75)`	`i_confluColor`

Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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106

3C QFL Mean Reversal is a strategy based on the Quickfinger Luc (QFL) trading methodology. It identifies breakdown buying opportunities below established price base levels and enters mean-reversion trades. The strategy includes multi-safety order DCA scaling,

Strategy v5 Mean reversionSupport & resistance Repaints

Updated 2 years ago · GPL-3.0

Wyckoff Phase

by muammeryldrm42

7

This strategy identifies Wyckoff consolidation ranges directly on the price chart to trade potential spring and upthrust events. It calculates highest highs and lowest lows over a customizable lookback period, filtering setups by average volume spikes and ATR

Strategy v5 SMC / ICT / price actionSupport & resistance

Updated 3 months ago · MIT

PDL — Prior Day Level Retest (Bull)

by Grahamovernightly

5

This strategy enters one long trade when the bar low comes within a set point tolerance of the prior day's low and the close finishes above that level. Entries are allowed only inside a UTC session and are blocked after a Friday cutoff hour. It stays flat unti

Strategy v5 Support & resistanceMean reversion Repaints

Updated 5 months ago · MIT

NQ VWAP Reversion [trugurpala]

by trugurpala

4

This strategy draws on the price chart and identifies mean-reversion opportunities around daily volume-weighted average price (VWAP) bands. It enters long positions when the price crosses above the lower band while the Relative Strength Index indicates oversol

Strategy v6 Mean reversionSessions & time

Updated 2 months ago · MIT

Gap Filling Strategy

by regalouisei

2

This strategy detects daily opening gaps and trades them on the price chart. It marks an up or down gap from the current open and close versus the previous bar, then stores the prior extreme as the fill level. By default it buys down gaps and shorts up gaps, e

Strategy v4 Mean reversionSessions & time Repaints

Updated 8 months ago · None stated

More Mean reversion scripts

IB + VWAP Confluence