VWAP + Delta Rejection Confluence

VWAP + Delta Rejection Strategy
Institutional Trade Aid is a precision-built Pine Script strategy designed for futures traders who want to follow institutional flow around the VWAP — identifying high-probability trade setups using delta traps, VWAP rejection, and reversal confirmation.

🧠 Core Concept
Institutions often manipulate price near VWAP to trap retail traders. This indicator identifies:

Fake breakouts above VWAP with selling pressure (RTS = Return to Supply)

Fake breakdowns below VWAP with buying pressure (RTB = Return to Bid)

Confirms traps when price reverses back across VWAP with volume confluence.

🔍 Signals Explained
Signal Meaning Trade Direction
🟣 RTS Price breaks above VWAP but delta is negative (trap) Warning (potential short)
🟦 RTB Price breaks below VWAP but delta is positive (trap) Warning (potential long)
🔴 SELL-RTS RTS confirmed by price falling back below VWAP Go Short
🟢 BUY-RTB RTB confirmed by price reclaiming VWAP Go Long

The system automatically executes trades (1 contract per entry):

BUY when BUY-RTB is confirmed

SELL/SHORT when SELL-RTS is confirmed

It closes the prior position before opening a new one.

⚙️ Inputs You Can Customize
Delta thresholds to define what counts as strong buying/selling pressure

VWAP timeframe (default is 30 min)

Session filter (default is 06:30–16:00 ET) to avoid signals in overnight noise

Enable/disable RTS/RTB logic, VWAP rejection, and trap confirmation independently

💡 How to Use It
Apply to a futures instrument (e.g., NQ, ES)

Set chart to a resolution like 5 min or 15 min

Enable Strategy Tester to view P&L, win/loss, and performance

Watch for:

🟢 BUY-RTB → enter long

🔴 SELL-RTS → enter short or exit long