the_information_nexus/financial_docs/vwap_atr.md

2SD VWAP Trading System

Core Components

//@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.