0 Anchored VWAP Strategy - Full Suite v38

0 Anchored VWAP Strategy - Full Suite v38 at a glance

Kind of rule	Trading activity (volume-based)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, RSI, SMA, Stochastic, VWMA, VWAP, WMA
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	13 cells: 13 coins, October 2021 to June 2026, no fee
Trades placed	none
Page updated	2026-11-08

0 Anchored VWAP Strategy - Full Suite v38 backtest results, every cell

There is no cloud of cells to draw. The frame below says why.

How 0 Anchored VWAP Strategy - Full Suite v38 works

Rules in this group usually work like this. It acts when a lot of the coin is changing hands, or when price is on one side of the average price paid (often called VWAP). The idea is that a move with heavy trading behind it is more likely to continue. Crypto volume differs by exchange, so the filter inherits that. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, RSI, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses the whole account. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

• Enters long when (the open − (high avwap s / high avwap v)) is above 0 and is trend up and is volume confirm and not (is cooldown active) and no long position is open.
• Enters short when (the open − (low avwap s / low avwap v)) is below 0 and is trend dn and is volume confirm and Allow Short Trades (off) and not (is cooldown active) and no short position is open.
• Closes the position when (the open − (low avwap s / low avwap v)) is below 0 and a long position is open and (not (Enable Minimum Hold Time (off)) or (the bar index − last entry bar) is at or above Minimum Hold in Bars (1)).
• Closes the position when (the open − (high avwap s / high avwap v)) is above 0 and a short position is open and (not (Enable Minimum Hold Time (off)) or (the bar index − last entry bar) is at or above Minimum Hold in Bars (1)).
• Places a target at (the average entry price × (1 + (Take Profit Target in % (5) / 100))), a stop at (the close − (the 14-period ATR × ATR Multiplier (2))) when a long position is open and Enable Partial Take Profit (off) and Enable ATR Stop-Loss (off).
• Places a stop at (the close − (the 14-period ATR × ATR Multiplier (2))) when a long position is open and Enable Partial Take Profit (off) and Enable ATR Stop-Loss (off).

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, RSI, SMA, Stochastic, VWMA, VWAP, WMA
A second chart speed	Yes. It also looks at a second chart speed.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses the whole account.
Cost the author assumed	The author assumed a trading cost of 0.01 percent per side.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Start Year	1970
Start Month	1
Start Day	1
End Year	2030
End Month	12
End Day	31
Use High/Low instead of HLC3	off	Anchored VWAP
Use Open instead of Close for Alerts	off	Anchored VWAP
K Mode	EMA__global__	Stochastic RSI
Source	hlc3	Stochastic RSI
K Smoothing	3	Stochastic RSI
D Smoothing	2	Stochastic RSI
RSI Length	64	Lengths
Stochastic Length	47	Lengths
Lower Band	20	Band
Upper Band	80	Band
Lower Reversal	20	Reversal
Upper Reversal	80	Reversal
Enable Trend Filter	off
Trend MA Type	EMA
Trend MA Length	250
Trend Timeframe (empty = Chart, '1D' = always Daily)
Volume Confirmation	off
Volume SMA Length	20

and 15 more settings, left at the author's defaults.

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

Before any fee, it was tried on 13 cells, and it placed no trades.

It was not run a second time with a fee. That second pass happens only when at least 12 cells finished above zero before fees. 273 rules got that pass.

Cells tried	13
Cells that placed a trade	0
Finished above zero	0

Label: backtest · old prices, zero commission · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

No cell took a trade, so there is no return to read. The rule above is the whole note.

What this does not show

The useful question is which exchange the volume came from. The amount traded is not the same number everywhere.

There is no cell to single out, and this note does not invent one. Other years, another exchange, or another fee would be a different measurement.

Questions about 0 Anchored VWAP Strategy - Full Suite v38

Words used on this page

Backtest

The rule was tried on old prices. No real money moved.

Cell

One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.

Chart speed

How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.

Fee, per side

A cost taken each time the rule trades. Per side means once on the way in and once on the way out.

Median

Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.

Drawdown

The deepest fall from a high point along the way, as a percent of the account at that high.

Above zero

The account finished with more than it started.

The indicators 0 Anchored VWAP Strategy - Full Suite v38 uses

Each has its own page: what it measures, how it is read, where it misleads.

• ATR (average true range): the volatility number behind most stops
• Exponential moving average (EMA): what it measures and where it misleads
• RSI (relative strength index): the formula, the 70/30 rule, and why it misleads in trends
• Simple moving average (SMA): the plainest average, and why it still runs half the strategies
• Stochastic oscillator: where the close sits in the recent range, and what that does and does not tell you
• Volume-weighted moving average (VWMA): an average that listens to volume
• VWAP: the volume-weighted average price, and why its anchor is the whole question
• Weighted moving average (WMA): linear weights, less lag, and the price of it

"0 Anchored VWAP Strategy - Full Suite v38" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.