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README.md

97 — VWAP Anchored Trading Levels

Category: Execution Strategy (SIMULATE)

Uses session VWAP as dynamic support/resistance. Generates buy signals when price touches lower VWAP bands and sell signals at upper bands, with volume confirmation.

How It Works

  1. Computes running VWAP from 1-minute K-line data using typical price.
  2. Calculates VWAP bands at ±N standard deviations (default 2σ).
  3. Generates signals:
    • BUY: price touches lower band with volume confirmation
    • SELL: price touches upper band with volume confirmation
    • CLOSE: price returns to VWAP (take profit)
  4. Places SIMULATE orders on signal triggers.

Usage

python3 main.py                              # defaults to HK.00700, ±2σ bands
python3 main.py --stock HK.00700 --bands 1.5 --max-minutes 30

Key Concepts Demonstrated

  • Running VWAP computation from tick data
  • Standard deviation band calculation
  • Signal generation with volume confirmation
  • Session-based trading (resets daily)
  • SIMULATE order placement with proper cleanup

Configuration

Flag Default Description
--stock HK.00700 Stock ticker
--bands 2.0 Standard deviation band width
--max-minutes 30 Safety timeout