Triple VWAP [JopAlgo]

Triple VWAP [JopAlgo] — three volume-weighted rails for trend, pullback, and reversion
Core idea

This is three rolling VWAPs (VWMA-style) with user-set lengths. Together they show:

Trend structure → stack & slope of the three lines

Pullback zones → dynamic VWAP supports/resistances

Reversion risk → distance from the fastest VWAP

Use the stack (fast/medium/slow) for bias, slope for momentum, and distance to avoid chasing.

What you’ll see

VWAP 1 (fast), VWAP 2 (medium), VWAP 3 (slow)

Colors match inputs; each line can be toggled on/off

No bands or extras—just three clean volume-weighted rails

Read it fast → Which line is on top? Are they fanning out or braiding? How far is price from the fast VWAP?

How to use it (simple playbook)
Direction filter

Bullish bias → fast above medium above slow and slopes ↗

Bearish bias → fast below medium below slow and slopes ↘

Entry timing

Trend pullback (with level): In a bullish stack, wait for price to retest fast/medium VWAP at a real level → look for the first higher-low and continuation.

Reclaim / reject: Long when price reclaims fast → medium with holds (mirror for shorts on rejects).

Don’t chase: If price is far above the fast VWAP, wait for a revert toward fast before engaging.

Location first (always)

Act at real references → Volume Profile v3.2 [JopAlgo] (VAH/VAL/POC/LVNs) and Anchored VWAP [JopAlgo]

No level → no trade

Quality check (optional)

CVDv1 [JopAlgo] → prefer Alignment OK, avoid entries when Absorption reads against your side

Entries, exits, risk

Continuation long: Bullish stack ↗, pullback into fast/medium at VAL / AVWAP / LVN, hold → enter
Stop → below structure/last swing • Targets → POC/HVNs or prior swing

Break + retest: Price crosses medium and holds above it, lines begin to fan out ↗ → enter on the retest

Fade to value (advanced): Extended move into VAH with price stretched far from fast VWAP → look for reject and revert toward POC/fast

Trim/Avoid: Into HVNs with lines flattening or braiding → take profits / stand down

Settings that matter (and how to tune)

VWAP Length 1 / 2 / 3 → choose a fast / medium / slow ladder

Shorter = more reactive, more noise

Longer = steadier bias, more lag

Visibility toggles → hide one line if cluttered; many traders keep fast & slow only

Starter presets

Scalp (1–5m) → 20 / 50 / 100

Intraday (15m–1H) → 50 / 100 / 200

Swing (2H–4H) → 50 / 150 / 300

High-vol pairs → 30 / 60 / 120

Pattern cheat sheet

Stack flip: Fast crosses medium, then slow, and all slopes turn ↗ / ↘ → regime change

Triple pinch → expansion: Lines braid tight, then fan out with price holding a level → expansion leg

Kiss & go: Pullback tags fast VWAP in trend and bounces → add/enter with structure

Mean-revert tag: Stretch away from fast into VP edge → revert toward fast/POC

Best combos (kept simple)

Volume Profile v3.2 [JopAlgo] → entries at VAH/VAL/LVNs, targets at POC/HVNs

Anchored VWAP [JopAlgo] → session/weekly/event anchors for major reclaims/rejections; use Triple VWAP for day-to-day timing

CVDv1 [JopAlgo] (optional) → take VWAP-aligned setups with flow; skip when Absorption is against you

Common mistakes this helps you avoid

Trading against the VWAP stack

Chasing far from the fast VWAP

Acting mid-range while lines braid (do less; wait for expansion or edges)

Disclaimer

This indicator and write-up are for education only, not financial advice. Trading involves risk; results vary by market, venue, and settings. Test first, trade at defined levels, and manage risk. No guarantees or warranties are provided.