Trading Pattern Dictionary / pullback to vwap
What is pullback to vwap?
A pullback to VWAP occurs when the price of an asset retraces towards the Volume Weighted Average Price, often indicating a potential continuation of the prevailing trend.
Definition
A pullback to VWAP occurs when the price of an asset retraces towards the Volume Weighted Average Price, often indicating a potential continuation of the prevailing trend.
Total Trades
4
Popularity
0.01%
P&L (public trades)
$0.00
Trades using pullback to vwap
| Asset | Symbol | Broker | User | Position Size | Entry | Exit | Type | Status | Trade |
|---|---|---|---|---|---|---|---|---|---|
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pullback to vwap is a trading pattern in the TradeJournal.co Trading Pattern Dictionary. Traders tag trades with this pattern to spot recurring behavior and improve performance. Used by 12,000+ traders.