VWAP confirmation settings

VWAP confirmation settings is a separate settings block in ST Bot that adds VWAP-based confirmation for entries and averaging queues.

This functionality does not replace the bot’s core strategy and does not override risk management. Its purpose is to give the user an additional layer of control inside their own configuration.

How VWAP confirmation logic works

In this section, you can separately control where the bot will require VWAP confirmation:

• for a new position entry;
• for the first averaging queue;
• for the second averaging queue;
• for the third averaging queue.

The logic is built step by step:

• entry uses Anchored VWAP after a pump has been detected;
• the first averaging queue uses Anchored VWAP from the saved anchor point;
• the second averaging queue uses rolling 1h VWAP and rolling 4h VWAP;
• the third averaging queue uses rolling 4h VWAP, rolling 1d VWAP, and a separate daily VWAP slope filter.

In addition, confirmation thresholds can become stricter or softer depending on market sentiment: Bull, Neutral, or Bear.

Parameter description

1) Enable VWAP confirmations

The main switch for VWAP confirmations.

If this parameter is disabled, the bot ignores all VWAP checks for both entries and averaging queues.

If this parameter is enabled, the VWAP confirmations additionally activated below will start working.

2) Use VWAP for entry confirmation

Enables VWAP confirmation for a new position entry.

If this option is enabled, the bot confirms a new entry through Anchored VWAP after a pump has been detected.

3) Use VWAP in averaging queue 1

Enables VWAP confirmation for the first averaging queue.

If this option is enabled, the first queue uses Anchored VWAP from the saved anchor point.

4) Use VWAP in averaging queue 2

Enables VWAP confirmation for the second averaging queue.

If this option is enabled, the second queue requires simultaneous confirmation through:

• rolling 1h VWAP;
• rolling 4h VWAP.

5) Use VWAP in averaging queue 3

Enables VWAP confirmation for the third averaging queue.

If this option is enabled, the third queue requires:

• confirmation through rolling 4h VWAP;
• confirmation through rolling 1d VWAP;
• passing the daily VWAP slope filter.

6) Entry VWAP multiplier

Multiplier for the VWAP threshold on entry.

The entry threshold is calculated as:

pump_percent × entry_multiplier

The higher the value, the stricter the entry confirmation becomes.

7) Queue 1 minimum threshold (%)

The minimum absolute deviation threshold from Anchored VWAP for the first averaging queue.

This threshold is used before the sentiment multiplier is applied.

This parameter sets the lower boundary below which the Queue 1 requirement cannot fall.

8) Queue 1 VWAP multiplier

The dynamic part of the threshold for the first averaging queue.

Calculation logic:

max(queue_1_floor, pump_percent × queue_1_multiplier) × sentiment multiplier

For Queue 1, the system first takes the maximum between the fixed minimum threshold and the dynamic calculation based on pump percentage, then multiplies the result by the current sentiment multiplier.

9) Queue 2 threshold vs 1h VWAP (%)

The minimum distance of price above rolling 1h VWAP for the second averaging queue.

The threshold is set in percent and is then additionally adjusted by the sentiment multiplier.

10) Queue 2 threshold vs 4h VWAP (%)

The minimum distance of price above rolling 4h VWAP for the second averaging queue.

The threshold is set in percent and is then additionally adjusted by the sentiment multiplier.

11) Queue 3 threshold vs 4h VWAP (%)

The minimum distance of price above rolling 4h VWAP for the third averaging queue.

The threshold is set in percent and is then adjusted by the sentiment multiplier.

12) Queue 3 threshold vs 1d VWAP (%)

The minimum distance of price above rolling 1d VWAP for the third averaging queue.

The threshold is set in percent and is then adjusted by the sentiment multiplier.

13) Queue 3 slope threshold (%)

The maximum allowed slope of daily VWAP within the selected comparison window for Queue 3.

This is a separate trend filter for daily VWAP.

This parameter is not multiplied by the sentiment multiplier.

14) Queue 3 slope lookback, days

The number of trading days used to calculate the rolling 1d VWAP slope in Queue 3.

The higher the value, the smoother the slope assessment becomes.

15) Bull sentiment multiplier

VWAP threshold multiplier for Bull mode.

A higher value makes confirmations stricter.

16) Neutral sentiment multiplier

VWAP threshold multiplier for Neutral mode.

Used as the base coefficient for a neutral market state.

17) Bear sentiment multiplier

VWAP threshold multiplier for Bear mode.

A lower value makes VWAP confirmations easier to pass.

Conclusion

VWAP confirmations in ST Bot are an additional filter for the points where the user needs stricter entry and averaging logic inside their own configuration.

The deeper the averaging queue, the stricter the check becomes: from Anchored VWAP at the earlier stages to a combination of multiple VWAPs and a daily VWAP slope filter at the later stages.

It helps handle pumps more precisely and, in theory, may also be useful when the market shifts into a one-sided trend without pullbacks or into a sideways range.