VWAP Williams R Strategy (Python)

The VWAP Williams %R strategy focuses on intraday reversion around the Volume Weighted Average Price. It observes when price drifts away from VWAP while the Williams %R oscillator reaches oversold or overbought territory. The assumption is that extreme readings near VWAP often lead to a snapback toward the mean. When the oscillator drops below -80 and price trades under VWAP, the setup implies selling pressure is fading and a rebound may follow. Conversely, a reading above -20 while price is positioned above VWAP warns that buyers are exhausted and a pullback is likely. The strategy opens trades in the direction of a potential return to VWAP and watches for that move to complete. This approach fits active intraday traders who prefer frequent mean reversion opportunities. A small stop‑loss relative to VWAP keeps risk contained while still allowing enough room for price to fluctuate before reversing.

• Entry Criteria:

• Long: Price < VWAP && Williams %R < -80 (oversold below VWAP)

• Short: Price > VWAP && Williams %R > -20 (overbought above VWAP) []Long/Short: Both sides. []Exit Criteria:

• Long: Exit long position when price breaks above VWAP

• Short: Exit short position when price breaks below VWAP []Stops: Yes. []Default Values:

• WilliamsRPeriod = 14

• StopLossPercent = 2m

• CandleType = TimeSpan.FromMinutes(5) [*]Filters:

• Category: Mixed

• Direction: Both

• Indicators: VWAP Williams R

• Stops: Yes

• Complexity: Intermediate

• Timeframe: Intraday

• Seasonality: No

• Neural networks: No

• Divergence: No

• Risk Level: Medium