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Strategy guide

VWAP Trading

Using the volume weighted average price as the session's reference level.

Intermediate1–15 minute chartsEquities, futures

Overview

VWAP acts as a fair-value anchor for the session. Traders take reclaims and rejections of it, treating the level as the line between buyers and sellers in control.

How it works

When price reclaims VWAP on volume, long setups are favoured; when it rejects, short setups are. The level itself becomes the invalidation point.

Typical setup

  • Price approaching VWAP after a trend leg
  • Reaction candle at the level with volume
  • Entry on confirmation, stop on the other side of VWAP

Advantages

  • Objective intraday reference
  • Used by institutional flow
  • Pairs with any entry trigger

Risks

  • Chop around the level produces repeated stops
  • Less useful in very thin names

Common mistakes

  • Treating VWAP as a guaranteed support
  • Using it on daily charts where it resets

Risk management notes

Because price can oscillate across VWAP, limit the number of attempts per session.

This guide is educational. It is not a signal service, a recommendation, or a claim that this strategy is profitable. Trading involves substantial risk of loss.