AI-Powered VWAP Trading Platform
Automated stock trading with VWAP mean reversion strategy, intelligent risk management, real-time execution, and ML-powered stock selection.
Trades during the morning volatility window (9:50–11:00 AM) when price oscillates around VWAP.
Trading window opens
Entry on price/VWAP cross
Priority-ordered exit chain
Trades based on price deviation from Volume Weighted Average Price with configurable thresholds.
Stop Loss → Take Profit → Trailing Stop → VWAP Cross → Exit Window, enforced in priority order.
Adaptive cooldowns, volatility detection, position sizing based on available capital.
WebSocket market data with sub-second signal generation and order execution via Alpaca.
Three-layer sync: Trade Updates WebSocket + position reconciliation + polling fallback.
Pre-market analysis selects optimal stocks using XGBoost trained on actual trade results.