dayHigh RmomentumsimpleBest TF: 4hWalk-forward untestedTV: Not yet ported to Pine

VWAP Trend

Trade with the session VWAP as dynamic support/resistance — long above, short below, on touch-and-go entries.

Profitability metrics

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.

Philosophy

“VWAP as trend bias is intuitive but underperformed in our FCPO sample — chop around VWAP eats the edge. Shown here for honesty, not recommendation.”

Walk-forward status: Walk-forward untested

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.

Best backtest config (1-month sweep)

SQN

-0.54

Profit Factor

0.89

Win rate

34.8%

Trades

155

Net profit

MYR -5,625

Max drawdown

MYR +6,485

Dataset

snap_4h

Timeframe

Strategy properties

Style: day
Profile: High R
Trades / day: 7.05
Avg bars held: —
TV compile status: Not yet ported to Pine
Walk-forward: Walk-forward untested

Parameters

touchTicks: 10

Applies to

Market: FCPO (Crude Palm Oil Futures, Bursa Malaysia)
Timeframe: 4h
Style: Day trading (minutes to hours)
Complexity: 1 rule, plug-and-play

When it works

Did not show a stable edge in the sample — treat with caution.

Pine Script coming soon

Full raw backtest result

{
  "dataset": "snap_4h",
  "tf": "4h",
  "params": {
    "touchTicks": 10
  },
  "trades": 155,
  "winRate": 34.84,
  "netProfitMYR": -5625,
  "profitFactor": 0.89,
  "sqn": -0.54,
  "maxDrawdownMYR": 6485
}