Trade with the session VWAP as dynamic support/resistance — long above, short below, on touch-and-go entries.
This strategy has not been validated against TradingView multi-year history yet — RM/day, trades/day, and monthly projection are only computed from authoritative TV stats. The 1-month sweep below is in-sample only and should not be used as a profit forecast.
“VWAP as trend bias is intuitive but underperformed in our FCPO sample — chop around VWAP eats the edge. Shown here for honesty, not recommendation.”
The featured config below was not directly covered by the walk-forward grids (different dataset or timeframe, or the in-sample SQN was too low to promote to OOS evaluation). Treat the in-sample numbers with appropriate caution — no unseen-window validation yet.
This strategy: VWAP-trend variants had negative IS SQN on legacy_5m so never reached the Mode A top-10. Featured snap_4h config is outside the walk-forward grid. No OOS verdict — in-sample already negative.
Did not show a stable edge in the sample — treat with caution.
{
"dataset": "snap_4h",
"tf": "4h",
"params": {
"touchTicks": 10
},
"trades": 155,
"winRate": 34.84,
"netProfitMYR": -5625,
"profitFactor": 0.89,
"sqn": -0.54,
"maxDrawdownMYR": 6485
}