SAl VWAP LITE

SA Final VWAP — LITE (Beginner Guide)

This strategy is designed to only take trades when 3 layers agree:

Market posture (HTF = 1H VWAP direction)

Mid confirmation (MID = 15m VWAP direction)

Execution entry (your chart timeframe signal: SMA trend + VWAP + wick flip + RSI)

It’s built to avoid chop by requiring trend + location + momentum + a reversal wick trigger.

1) What the script does (in plain English)

A Long (green) signal happens only when ALL are true:

✅ HTF VWAP is bullish (price above VWAP on 1H)
✅ MID VWAP is bullish (price above VWAP on 15m)
✅ Execution trend is bullish (SMA3 > SMA8 AND close > SMA8)
✅ Price is above VWAP on your current chart
✅ The prior candle had an upper wick (bearish rejection wick)
✅ RSI is strong (RSI > 55 by default)

A Short (red) signal happens only when ALL are true:

✅ HTF VWAP is bearish (price below VWAP on 1H)
✅ MID VWAP is bearish (price below VWAP on 15m)
✅ Execution trend is bearish (SMA3 < SMA8 AND close < SMA8)
✅ Price is below VWAP on your current chart
✅ The prior candle had a lower wick (bullish rejection wick)
✅ RSI is weak (RSI < 45 by default)

If those aren’t met, candles stay gray = no trade / neutral.

2) How to add it on TradingView (step-by-step)

Open TradingView

Click Pine Editor (bottom panel)

Paste the full script

Click Save

Click Add to chart

Go to Strategy Tester (bottom) to view results

If you want alerts:

You can still create alerts for strategy orders, but it works best if we convert it to an indicator version with alert conditions. (If you want, tell me and I’ll generate that version.)

3) Best instruments to use it on

This type of VWAP+trend+RSI filter works best on instruments with:

High liquidity

Clean trend behavior

Tight spreads / stable fills

Best:

Index futures: NQ / ES

Index ETFs: QQQ / SPY

Very liquid mega caps: AAPL / MSFT / NVDA

Avoid thin stocks or random low-volume names.

4) Best timeframes to run it on (beginner safe)
✅ Recommended execution timeframes (where entries trigger)

1 minute (fast, best if you’re experienced)

3 minute (balanced)

5 minute (most beginner friendly)

✅ Gate timeframes (already built in)

HTF = 60 min

MID = 15 min

These should usually stay as-is.

5) How to interpret the candle colors

Green candle = A valid LONG signal fired on that bar

Red candle = A valid SHORT signal fired on that bar

Gray candle = No signal (do nothing)

This is important: Gray is a feature, not a problem.
Gray means the system is protecting you from chop.

6) What “Strict Mode (HTF=MID)” really means

When Strict Mode = ON:

HTF and MID must agree exactly

This reduces signals but improves quality

When Strict Mode = OFF:

HTF alone can allow direction

More trades, more noise

Beginner rule: keep Strict Mode ON.

7) How to trade it (simple beginner rules)
Long trade rules

Wait for a green candle (signal candle)

Enter at the close of the candle (or next candle open)

Use your stop (your script currently uses TP+SL inside strategy)

Short trade rules

Wait for a red candle

Enter at the close (or next candle open)

Respect stop loss

Most important discipline rule

Do not take trades “because it’s close.”
Take only when the candle is green/red.

8) Why the wick rule is powerful

This is a key “needle shifter.”

Long requires prior bearish wick (upper wick):
That shows sellers tried to push up resistance / reject price — and failed.
If the market is still above VWAP + trend is up, that wick often marks a “dip-then-go” continuation.

Short requires prior bullish wick (lower wick):
Buyers tried to defend and push up — but got rejected.
Under VWAP + downtrend + weak RSI, that wick often becomes the last pullback before continuation down.

So the wick rule helps avoid entering mid-candle or late chase entries.

9) How to avoid the 100-point reversal problem you mentioned

Those big reversals usually come from one of these:

(A) Taking signals inside chop

Fix: keep Strict Mode ON, and keep RSI thresholds.

(B) Trading directly into a major support/resistance zone

Fix:

Avoid entries right at prior day high/low, overnight high/low, or major swing points

Don’t short directly into support; don’t long into resistance

(C) News spikes

Fix:

Avoid trading major news windows (CPI, FOMC, Powell, NFP)

VWAP systems can get steamrolled temporarily during high-impact releases

10) Beginner settings I recommend (starting defaults)

Keep these:

Strict Mode = ✅ ON

RSI Length = 14

RSI Bull > 55

RSI Bear < 45

SMA = 3 & 8 (as you have now)

HTF = 60m, MID = 15m

If you want fewer trades but higher quality:

RSI Bull > 58

RSI Bear < 42

wickMinTicks = 2 (filters tiny meaningless wicks)

11) What you should NOT do (common beginner mistakes)

❌ Don’t take trades when candles are gray
❌ Don’t reverse immediately because the opposite color appears one candle later
❌ Don’t use this as a prediction tool — it’s a confirmation tool
❌ Don’t force trades in low volume periods (midday chop)

12) Best “times of day” to trade it (for index products)

For NQ/ES/QQQ/SPY, the cleanest VWAP trend behavior is usually:

9:35–11:00 ET (best)

1:30–3:30 ET (good)

Avoid 11:30–1:15 ET (chop zone)


Why You Should Monitor the Strategy Report (Very Important)

This script is intentionally published as a strategy, not just an indicator.

That is by design.

The Strategy Tester Report is a core part of how this tool should be evaluated.

When you open the Strategy Tester tab in TradingView, you gain insight into:

Win rate consistency across timeframes

Drawdown behavior during choppy vs trending conditions

How often signals occur (selectivity matters)

Performance differences between 1m, 3m, and 5m charts

The value of the HTF + MID gating logic during high-risk periods

⚠️ Do not judge this tool based on a handful of trades or one session.
Its real value shows up when you observe:

Fewer trades during chop

Cleaner participation during directional sessions

Reduced exposure during regime conflict

This is exactly why the higher-timeframe VWAP posture and RSI/wick filters exist.

🧠 How to Use the Strategy Report Effectively (Beginner Tip)

To properly evaluate the system:

Apply the strategy to one instrument (ex: NQ, ES, QQQ)

Test one execution timeframe at a time (1m, 3m, or 5m)

Keep HTF = 60m and MID = 15m fixed

Review results over multiple days, not single sessions

Pay attention to:

Max drawdown

Trade clustering

Losing streak behavior (this matters more than win rate alone)

This will give you a much more realistic understanding of what the system is designed to do.

🔒 About This Script (Important Notice)

This SA Final VWAP — LITE script is intentionally:

Condensed

Restricted

Directionally gated

Missing advanced logic layers

It represents the last free public release of this VWAP-based framework.

The full version includes additional proprietary components such as:

Expanded regime classification

Enhanced VWAP slope and acceptance logic

Advanced no-trade zones

Multi-setup prioritization

Internal failure-state suppression

Additional probabilistic filters not exposed here

These components materially change behavior during difficult market conditions and are not included in this public script.

📩 For Serious Users / Full Version Access

If you find this indicator useful, insightful, or different from typical TradingView tools, you are encouraged to reach out directly.

This script is meant to:

Demonstrate the core logic

Allow you to validate performance via the strategy report

Help you decide whether the full framework is appropriate for your trading

📬 For access to the complete version and additional attributes of the algorithm, contact the author directly.

This separation is intentional to:

Protect intellectual property

Maintain system integrity

Ensure serious users receive proper context and guidance

🧭 Final Note

This is not a prediction tool.
It is a confirmation and participation framework designed to operate when probability, structure, and momentum align.

Gray candles are protection.
Green and red candles are permission.

Use it with patience, discipline, and proper evaluation — and let the strategy report tell you the real story.