VWAP Momentum Breakout BOT

TS VWAP Momentum Breakout is a fully automated NQ/MNQ futures scalping strategy built for the 1-minute chart. It identifies high-probability VWAP pullback entries aligned with the dominant trend using EMA crossovers, higher-timeframe confirmation, and volume spikes.

The strategy uses a manual P&L tracking engine that eliminates phantom trade issues caused by historical replay — daily limits only count real-time fills, ensuring accurate profit targets and loss limits during live trading.

Key Highlights

• VWAP Pullback Logic: Enters when price pulls back to the VWAP zone (configurable standard deviation bands) and prints a rejection bar in the direction of the trend.
• Multi-Timeframe Trend Filter: Confirms trend direction on a higher timeframe (default 5-min EMA) to avoid counter-trend entries.
• ATR-Based Dynamic Orders: Stop-loss and profit targets automatically scale with market volatility using ATR multipliers with configurable min/max tick clamps.
• Smart Exit Management: Includes breakeven trigger, ATR-based trailing stop, trend-break exit, stall exit, and band-target exits for optimal trade management.
• Daily P&L Limits: Automatically stops trading and flattens positions when daily profit target or loss limit is reached, with on-chart alerts.
• Real-Time Statistics Panel: Branded TraderSuite panel showing session P&L, win/loss count, overall stats, and license status.

Designed for NQ and MNQ futures on a 1-minute chart with UK timezone trading windows. Fully configurable for other instruments and timeframes.