From 87c7df859c56c855670920918fedccd8892e7ffc Mon Sep 17 00:00:00 2001 From: medusa Date: Thu, 31 Oct 2024 16:47:48 +0000 Subject: [PATCH] Add financial_docs/vwap_atr.md --- financial_docs/vwap_atr.md | 55 ++++++++++++++++++++++++++++++++++++++ 1 file changed, 55 insertions(+) create mode 100644 financial_docs/vwap_atr.md diff --git a/financial_docs/vwap_atr.md b/financial_docs/vwap_atr.md new file mode 100644 index 0000000..7b1ca92 --- /dev/null +++ b/financial_docs/vwap_atr.md @@ -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. \ No newline at end of file