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Drift VWAP Pullback

v3.1.0 · MNQ (Micro Nasdaq) ·version history

Open on TradingView →
retired
TV parity
98.5%
net pnl
$18,244.5
trades
393

What changed vs v3.0.1

  • Session time inputs moved from raw minutes-since-midnight to TradingView’s native input.session() range picker for the Asia/London/NY trading windows, plus a plain Hour/Minute picker for the single EOD close time. Same underlying values, easier to read and edit on the chart.
  • VWAP anchor bug fix: the “Current session” / “Previous session” anchor modes were resolving against the trade-eligibility window start rather than the real market session open. Now anchored to the actual Globex (18:00 ET), New York (9:30 ET), and London session opens, fully decoupled from whatever hours trading is actually allowed in.
  • VWAP standard-deviation bands (+/-1, +/-2) plotted around each session VWAP, shaded to show the prevailing trend at a glance.
  • On-chart version badge so it’s always obvious which settings are live, independent of which script revision TradingView happens to be running.
  • VWAP Session Anchor dropdown gained two more fixed options, “Asia” and “London”, alongside Globex/New York/Current/Previous – any session can anchor to any other session’s real start by name now.

Parity

Checked trade-by-trade against a real TradingView “List of Trades” export, same date window and settings, all three sessions combined.

387 of 393 TradingView trades reproduced within a 15-minute entry-time tolerance (98.5%), 94.8% exact entry price match, 91.7% exact exit price match. Engine net PnL $18,244.50 vs TradingView’s real $18,008.18.

Tuning maturity

Asia is dialed in and performing well. London and NY are still being actively iterated on and are not yet at the same confidence bar as Asia – these are real in-progress settings, not a final validated state for all three sessions.

Default settings

Trading window
9:45 PM - 2:00 AM ET
EOD close
3:25 AM ET
Max trades / losses
3 / 1
VWAP anchor
New York (9:30 AM ET, fixed)
VWAP slope lookback / min delta
12 bars / 1.5 pts
Confluence filters
1H MomentumEfficiency RatioMACD Hist. VelocityAnti-Liquidation
Long TP / SL (pts)
45 / 85
Short TP / SL (pts)
58 / 85
Breakeven -- long
Offset 5 pts, trigger 17 pts, trails 10 pts behind peak after armed
Breakeven -- short
Offset 20 pts, trigger 38 pts, trails 30 pts behind peak after armed