VWAP Deviation Reversion Strategy

So had to return from my holiday early due to an injury which meant a walking holiday would of been no fun !

One trade taken today which was $29.06 profit. Total running profit on the strategy is $182.62

VWAP 1607.PNG


TRADE SUMMARY 1607.PNG
 
Hi Guys,

Just thought I would update, I have began using this strategy on Oil futures as well as ES. Obviously this thread hasn't got much traction & quite a bit of effort goes into the screenshots etc.

Will just post my trades weekly instead
 
Hi Everyone,

So the strategy has been scaled up to the full eminis. I have found that on Oil I get many more signals. The total profit for the last 2 weeks was $2725 gross.

I have been more aggressive with averaging down on trades, this could be a good or a bad thing ... time will tell.

Results below:

performance 3.1.PNG

PERFORMANCE 3.2.PNG
 
initially 2 atr based upon the 15 min chart after the 3rd deviation.

But since I took your advice and started trading from the 2nd I have been averaging down to scratch I.e placing another entry at the 3rd Dev
 

Trader333

Moderator
...I have been averaging down to scratch I.e placing another entry at the 3rd Dev

On a strongly trending day that is a bit risky in my view. What would you do if the market kept moving away from your entry at the 3rd SD and at what point would you close the trade ?
 
2 ATR 15 min past the 3rd deviation mate.

My thinking is I would rather risk that little bit more to have the chance of a scratch.
 
On a strongly trending day that is a bit risky in my view. What would you do if the market kept moving away from your entry at the 3rd SD and at what point would you close the trade ?

You are correct 100% just had a $2700 swing today was $1000 up but finished today $1700 down.
 
 
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