Day Trading Setups
VWMA Cross Scalp (Volume-Weighted Moving Average)
A moving average that weights every bar by its own real volume, so a handful of heavy bars can pull it away from a plain average that treats every bar the same.
Watch which bars do the pulling
Real candles run above a real volume histogram. Two lines are plotted over the candles, a plain SMA and the real VWMA, computed as the sum of price times volume divided by the sum of volume over the same lookback window. Thin gold ticks rise from every bar to the VWMA line, thicker and darker where that bar's volume dominates its own window, so you can see directly which bars are dragging VWMA away from the SMA. Drag the period slider and both lines, both ledgers, and every tick redraw instantly.
Plain SMA Real VWMA Volume-weighted pull tick
Recomputing…
| Ledger | Trades | Win rate | Expectancy | Stale-pull flagged |
|---|---|---|---|---|
| VWMA-signal | 0 | — | — | 0 |
| Plain SMA-signal | 0 | — | — | 0 |
How it works
- VWMA is a real weighted average, not a decoration. It is the sum of each bar's close times its own volume, divided by the sum of volume, over the same lookback window the SMA uses. A bar with double the volume of its neighbors pulls twice as hard.
- The pull ticks make that weighting visible. Each one rises from a bar straight to the VWMA line, and its thickness and darkness are set directly by that bar's volume relative to the average volume inside its own window.
- The period slider changes both lines' lookback at once, live. Every real crossover, price against VWMA, VWMA against the plain SMA, or price against the SMA, books a mechanical trade with a fixed holding period the instant it happens.
- Two ledgers track those trades separately. One collects every VWMA-driven signal, the other collects the plain-SMA signal, and both recompute win rate and expectancy the moment the slider moves, off the same underlying bars.
Where this breaks
A stale pull can whipsaw the line for no real reason
A volume-weighted average is only as stable as the bar sitting at the edge of its own window. The moment a single unusually large volume bar rolls off the back of the lookback, VWMA can jump even though nothing about current price has actually changed, since the average just lost its heaviest input. This tool flags any crossover firing within a bar or two of that kind of exit as a stale-pull artifact instead of hiding it, and a real share of the VWMA ledger's trades should carry that flag, especially at shorter lookback periods where one loud bar makes up a bigger fraction of the window.