The VWAP Slope Mean Reversion strategy focuses on extreme readings of the VWAP to exploit reversion. Wide departures from the normal level rarely last.

Trades trigger when the indicator swings far from its mean and then begins to reverse. Both long and short setups include a protective stop.

Suited for swing traders expecting oscillations, the strategy closes out once the VWAP returns toward balance. Starting parameter SlopeLookback = 20.

Details

Entry Criteria: Indicator crosses back toward mean.
Long/Short: Both directions.
Exit Criteria: Indicator reverts to average.
Stops: Yes.
Default Values:
- SlopeLookback = 20
- ThresholdMultiplier = 2m
- StopLossPercent = 2m
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: VWAP
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Short-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium

Downloads by Version

Similar & Alternative Packages

Hand-picked matching NuGet libraries based on tags & ecosystem

Depended On By

Find packages that declare this package as a dependency. NuGet does not provide a reverse-dependency endpoint, so candidates are checked on demand.

Adoption Assessment

A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.

No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.