How to Use Rolling VWAP – Early US Session Trend TrackerIn today’s BTC/USDT 15-min chart, the Rolling VWAP perfectly captured the directional bias throughout the session.
The smooth transition between compression and expansion phases clearly aligned with VWAP slope shifts — giving multiple early signals during the US market open, when volatility tends to expand sharply.
Performance Highlights
• The indicator tracked clean trend waves with minimal lag, showing how price respected the VWAP envelope dynamically.
• BUY and SELL zones were well-defined, with fading reversals quickly replaced by trend-aligned setups.
• Session filter (US Market) ensured signals appeared primarily during active volatility windows, avoiding false setups during low-volume hours.
• The rolling nature of VWAP (instead of session-based VWAP) allowed continuous trend capture across intraday transitions.
Additional Notes
1. Cooldown Setting:
Currently set to 1 candle — which makes the chart more responsive but slightly denser with signals.
Increasing it (e.g., to 3–5 bars) can make the chart cleaner, though some reversal entries may not display visually even though they’re logically detected.
2. US Session Filter:
The logic focuses on the early US market phase, effectively capturing directional bursts when liquidity and volatility spike — ideal for short-term scalping or trend continuation setups.
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🧠 Tip:
Combine the Rolling VWAP bias with higher-timeframe structure (e.g., 1H trend) for even more reliable directional trades.
