VWAP reclaim

VWAP is the day's volume-weighted average price, the fair price for the day. When price reclaims VWAP and holds it, buyers have taken back control.

Mean reversion strategiesBeginnerConfirmed on candle close

Watch it play out

Replay plays a setup this strategy already finished and stops so you can call it. Live watches for the next one on Bitcoin (BTC-USD, 1-minute candles). Either way a setup is marked only when a candle closes, then it's locked and plays out to its target or its stop. Nothing to trade here.

How the live chart applies the rules
  • 1-minute candles. The chart runs every strategy on 1-minute Bitcoin candles from Coinbase, whatever timeframe the strategy page suggests. Times are New York time.
  • Closed candles only. Levels, triggers and stops are read when a candle closes. Entry is that candle's close.
  • One setup at a time. While a setup is playing out, the same strategy doesn't start another.
  • Sensible risk only. A setup counts only if its stop is between a quarter and 6 times the average candle range (ATR 14) from entry (wider for session-range strategies), and its target is at least 0.75R away.
  • How a setup ends. At its target or its stop. If one candle touches both, the stop counts. A setup also ends at any exit its page names, and after 120 candles (longer for trend and session strategies) if nothing is hit.
  • Replays. A replay plays the latest setup this strategy finished on the live chart's recent history, sped up. It's the same setup the live chart confirmed, with the same entry, stop and result. If the strategy hasn't finished one recently, the replay uses example candles and says so.
  • The trading day. A day runs 6:00 PM to 6:00 PM ET, like futures. VWAP restarts at 6:00 PM, and "yesterday" means the last full trading day.

How VWAP reclaim works

TargetStopPrice back above the averageReclaim holds
Example drawing, not live market data.
1Where's the level?
Session VWAP.
2What's the trigger?
After at least 8 of 10 candles close below VWAP, a candle closes back above it after dipping to it, and the next candle closes above that candle's high.
3Where is it wrong?
Below the low of the last 3 candles, and at least a little under VWAP.
4Where does it end?
VWAP plus one standard deviation if that is at least 1R away, otherwise 2R.
Markets
Futures, Stocks
Timeframes
1m to 5m
Sessions
Regular trading hours
Also called
VWAP hold, VWAP rejection

What it means

VWAP is the day's volume-weighted average price, the fair price for the day. When price reclaims VWAP and holds it, buyers have taken back control.

How it is confirmed without repainting

VWAP is read at each candle's close. The pullback low is fixed when the trigger closes.

When it fails

Price closes back below VWAP.

Education only. Prop Firm Duel does not provide trade signals or financial advice. This page explains how the strategy is commonly defined. Past results never guarantee future results.

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