VWAP Trading Strategy in Pine Script: Full Guide and Code (2026)
VWAP is the institutional benchmark intraday traders watch. Here's how to build a VWAP strategy in Pine Script v6 for 2026 — with bands, entries, and alerts.
Why traders watch VWAP
VWAP (Volume-Weighted Average Price) is the average price weighted by volume over the session — the benchmark institutions use to gauge whether they're getting a good fill. Price above VWAP is bullish for the day; below is bearish. It's a favorite anchor for intraday strategies.
VWAP with bands in Pine Script
ta.vwap gives you the line; add standard-deviation bands to find stretched conditions for mean-reversion or breakout entries.
//@version=6
indicator("VWAP Bands", overlay=true)
v = ta.vwap(hlc3)
dev = ta.stdev(hlc3, 20)
plot(v, "VWAP", color=color.purple, linewidth=2)
plot(v + 2*dev, "Upper", color=color.red)
plot(v - 2*dev, "Lower", color=color.green)Tip
A break and hold above VWAP is a momentum signal; a sharp move to the outer band that stalls is a mean-reversion setup. Pick one logic per strategy.
Build your VWAP strategy with AI
Describe the VWAP logic you want — 'long when price crosses above VWAP with a volume spike, ATR stop, 2:1 target' — and generate the full strategy. The bands, the volume filter, and the risk rules come out correct and ready to backtest.
TradePilot Team
Traders and engineers building the fastest way to go from idea to live Pine Script strategy, right inside TradingView.
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