VWAP TrendGuard [KedarArc Quant]

Strategy Overview: A non-repainting intraday strategy that pairs VWAP entries with an EMA-based trend gate on the entry timeframe. Entries come from VWAP Cross or Cross+Retest, with an optional Momentum exception. Exits use either an ATR emergency stop or a structural TrendBreak. The Today Panel summarizes Net-R, Win%, and PF for the current session.
Non-repainting: all higher-timeframe requests use lookahead_off (no peeking).
Works across intraday frames; keep the HTF filter your chart timeframe.


Signals & Exits
Trend gate (entry timeframe): trendUp if EMA(fast) > EMA(slow); trendDown otherwise.

Volume gate: volume SMA(volume, volLen) × volMult.

Long (Base): trendUp & volOK AND (cross above VWAP OR (Cross+Retest AND recent low VWAP
within lookback)).

Short (Base): trendDown & volOK AND (cross below VWAP OR (Cross+Retest AND recent high VWAP within lookback)).

Momentum exception (optional): body momBodyPct AND volume SMA × momVolMult allows fast
entry.

TrendBreak exit: Long closes when price < VWAP AND EMA(fast) < EMA(slow); Short closes on the
opposite.

ATR emergency stop: strategy.exit at entry with stop = close ± ATR(atrLen) × atrMult.