Add financial_docs/vwap_atr.md

This commit is contained in:
2024-10-31 16:47:48 +00:00
parent c8e57bb635
commit 87c7df859c

View File

@@ -0,0 +1,55 @@
# 2SD VWAP Trading System
## Core Components
```pine
//@version=5
indicator("2SD VWAP + ATR")
// Essential Elements
vwap = ta.vwap
stdev = ta.stdev(vwap, 15)
atr = ta.atr(14)
// Bands
upper = vwap + 2 * stdev
lower = vwap - 2 * stdev
```
## Pattern Recognition
1. Setup
- ES 15m chart primary
- BTC 15m chart secondary
- Alert when price hits 2SD
2. Trade Signal
- Price touches 2SD
- Rejection occurs
- No other conditions needed
## Position Sizing
```
Position = Account Risk / ATR
```
Simple. Volatility-adjusted. No bias.
## Trade Management
1. Entry
- Pattern appears
- Take position
- Direction based on rejection
2. Exit
- Pattern completes at VWAP
- Or pattern breaks
## Reality Check
- No time restrictions
- No complex conditions
- No perfect setups
- Pattern exists or doesn't
- ATR sizes position
- That's it
Raw Truth: Alert → Look → Size → Trade → Manage
Everything else is noise.