Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready)

Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready) at a glance

Kind of rule	Time of day (session and opening range)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, VWAP
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	54 cells: 15 coins, October 2021 to June 2026, no fee
Cells that placed a trade	26 of 54
Middle result before fees	−0.0%
Cells above zero	10 of 26
Middle drawdown before fees	0.0%
Page updated	2026-11-08

Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready) backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

How Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready) works

Rules in this group usually work like this. It only acts during set hours, such as the London or New York morning. Crypto never closes, so those hours are a choice, not a fact of the market. The question is whether those hours behave the same way on more than one coin. 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; 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.

The author did not set a size, so each trade uses whatever amount the code assumes. 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 short when order execution ok and session filter pass and not (in eod window) and not (day halted) and not (cushion locked) and trades today is below Max trades per day (3) and no position is open and (raw short candidate and not (side session block short) or raw long candidate and not (side session block long)) and not (Next-bar entry only (on)) and (−1 when raw short candidate and not (side session block short), else 1) ….
• Enters long when order execution ok and session filter pass and not (in eod window) and not (day halted) and not (cushion locked) and trades today is below Max trades per day (3) and no position is open and (raw short candidate and not (side session block short) or raw long candidate and not (side session block long)) and not (Next-bar entry only (on)) and not ((−1 when raw short candidate and not (side session block short), else 1) ….
• Enters short when Next-bar entry only (on) and order execution ok and session filter pass and not (in eod window) and not (day halted) and not (cushion locked) and trades today is below Max trades per day (3) and no position is open and pending direction differs from 0 and the bar index is above pending signal bar and (the bar index − pending signal bar) is at or below Pending entry max bars (1) and pending direction equals −1.
• Enters long when Next-bar entry only (on) and order execution ok and session filter pass and not (in eod window) and not (day halted) and not (cushion locked) and trades today is below Max trades per day (3) and no position is open and pending direction differs from 0 and the bar index is above pending signal bar and (the bar index − pending signal bar) is at or below Pending entry max bars (1) and not (pending direction equals −1).
• Closes the position when (Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Sim/Paper' or Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Live') and Force close on hard risk halt (on) and (account loss hard or peak dd hard) and a position is open.
• Closes the position when (Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Sim/Paper' or Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Live') and EOD flatten (on) and EOD flatten (on) and ((ny hour × 60) + ny minute) is at or above eod flatten minimum and not (the previous EOD flatten (on) and ((ny hour × 60) + ny minute) is at or above eod flatten minimum) and a position is open.
• Closes the position when (Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Sim/Paper' or Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Live') and Per-trade hard $ stop (off) and ((the close − the average entry price) × pointvalue) is at or below −Per-trade hard $ stop $ (750) and a position is open.
• Places a stop at (active stop when (Exit mode (VWAP target + ATR stop + time stop) equals '…' or Exit mode (VWAP target + ATR stop + time stop) equals 'ATR stop only'), else undefined), a target at (active limit when (Exit mode (VWAP target + ATR stop + time stop) equals '…' or Exit mode (VWAP target + … when (Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Sim/Paper' or Execution mode (Live requires webhookMode='live' too) (Sim/Paper) equals 'Live') and a position is open and (Allow same-bar exit (off) or the bar index is above position entry bar) and ((Exit mode (VWAP target + ATR stop + time stop) equals '…' or Exit mode (VWAP target + ATR stop + time stop) equals 'ATR stop only') or (Exit ….

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, VWAP
A second chart speed	No. It uses one chart speed only.
Only at certain hours	Yes. It only acts during set hours.
Adding to a trade	It holds one trade at a time.
How much it trades	The author did not set a size, so each trade uses whatever amount the code assumes.
Cost the author assumed	The author assumed a trading cost of 0 per contract.

Default settings

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

Setting	Default	Group
Enable absorption module	on
Use RTH only	on
RTH session	0930-1600
RTH timezone	America/New_York
Execution mode (Live requires webhookMode='live' too)	Sim/Paper
Place strategy orders (must be ON for any alert to fire)	on
Active preset	ES V9 Balanced
Manual volume lookback	100
Manual high volume percentile	95
Manual ATR length	60
Manual max displacement / ATR	0.3
Manual near VWAP threshold / ATR	0.25
Manual horizon bars	15
Allow above-VWAP short fades	on
Allow below-VWAP long fades	on
Direction mode	Both
Exit mode	VWAP target + ATR stop + time stop
Next-bar entry only	on
Allow same-bar exit	off
Pending entry max bars	1
Stop ATR multiple beyond signal bar	1
Max trades per day	3
Use session filter	on
Block 11am NY hour	on

and 43 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 54 cells. It placed a trade on 26 of them. 10 of the cells that traded finished above zero (38.5%).

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	54
Cells that placed a trade	26
Finished above zero	10 (38.5% of the cells that traded)
Middle result, before fees	−0.0%
Strongest cell, the top of the range	BTC 30-minute: +0.3%
Weakest cell, the bottom of the range	BTC hourly: −0.6%
Middle drawdown, before fees	0.0%

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

The median of every cell that traded is the result. No fee has been taken off, so the number is a ceiling. A fee comes off each trade, and this page does not guess that cost, because this rule did not get the second pass where the fee is applied. The weakest and the strongest cells are not a result on their own.

The middle drawdown, on the cells that traded, was 0.0%.

What this does not show

The useful question is whether the same hours work on other coins. Crypto has no closing bell, so the hour is a choice.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready)

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 Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready) 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
• VWAP: the volume-weighted average price, and why its anchor is the whole question

"Post-Absorption VWAP Reversal Engine V9.1 (Live-Ready)" 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.