High breaks live—VWAP reclaim highs clearing
Intraday execution intelligenceMarket data live
VWAP High / Low Screener
Detect confirmed VWAP reclaim-high breakouts and rejection-low breakdowns with a strict later-candle trigger.
Market snapshotAwaiting market data
Low breaks live—VWAP rejection lows clearing
Armed edges—highs + lows under watch
Trend aligned—0 symbols scanned
Two-Sided TapeEvery valid VWAP high-break and low-break structure.
HLC3Session VWAP · symmetric edge confirmation
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Signal anatomyThe exact sequence this screen enforces
Educational analytics · define your own position sizeCross value
Price closes above VWAP for a long setup or below VWAP for a short setup.
Arm the edge
The setup high arms the long trigger; the setup low arms the short trigger.
Require separation
A later candle must break that exact edge; a setup can never trigger itself.
Invalidate cleanly
A pre-trigger close back through VWAP against the setup cancels the signal.
Screener methodology
What the VWAP High / Low Screener is designed to find
This is a two-sided continuation screener for traders who require confirmation after price crosses intraday value. HLC3 session VWAP resets every trading day. The engine separates the cross event from the entry event: a later candle must break the reference high for a long or its low for a short. RSI, MACD, EMA alignment and ADX/DMI are scored in the setup direction without replacing price and volume.
5m / 15mNSE Cash + F&O60s refreshColumnar feed
Signal definition
The engine treats a close through session VWAP as the reference event: above for a long reclaim, below for a short rejection. The move must also meet the selected directional body threshold.
Confirmation rule
The reference candle cannot confirm itself. A long confirms only when a later candle trades above its high; a short confirms only when a later candle trades below its low. Armed means that edge remains unbroken.
Quality model
Quality combines reference-candle RVOL, directional body expansion, absolute VWAP separation, freshness, prior-day level confluence, and side-aware RSI, MACD, EMA 9/21/50 and ADX/DMI alignment.
Risk framework
Long invalidation uses the lower of the setup low and VWAP; short invalidation uses the higher of the setup high and VWAP. Target bands are plotted at 1R and 2R in the signal direction.
How to read the tableExecution-focused meaning of the most important columns
Prioritize fresh, liquid setups where price is close to the trigger, RVOL is supportive, trend factors agree, and the planned stop fits your risk budget.
Signal StateHigh/Low Breaking is live now; Armed is waiting; Broken confirms a prior trigger.
Break TimeExact later-candle trigger time. Pending means the monitored high or low is intact.
QualityA+/A ranks the strongest multi-factor alignment; it is not a return forecast.
Last PriceLatest traded price with the full-session percentage change shown directly below.
Vs VWAPSigned distance from live HLC3 session VWAP; positive is above and negative is below.
RSI 14Wilder RSI momentum, scored in the correct directional zone for long or short continuation.
MACD12/26 MACD versus its 9-period signal, with histogram direction shown beneath.
TrendComposite 0–100 alignment of RSI, MACD, EMA 9/21/50 and ADX/DMI.
To TriggerDirection-normalized distance to the setup high or low. Smaller positive values are nearer.
Setup RVOLReference-candle volume versus its trailing intraday candle baseline.
RiskAbsolute percentage distance from the monitored edge to side-aware structural invalidation.
Market noteThe latest breaking or nearby armed edge is more current than an extended historical trigger. Market direction, liquidity, spread, and nearby structure still matter. Before confirmation, a long closes invalid below VWAP and a short closes invalid above VWAP.
VWAP breakout screener
The VWAP Breakout Screener identifies stocks trading around or crossing their volume-weighted average price. VWAP describes the session's traded-price average weighted by volume, providing a reference for intraday price location.
Check whether price has held beyond VWAP, how far it has moved from the level and whether volume supports the move. Repeated crossings are common in ranging sessions. VWAP changes as new trades arrive and normally resets each session, so compare readings from matching times rather than treating it as a fixed support or resistance line.
What is a VWAP breakout?
Price crossing above the intraday volume-weighted average price and holding — significance because VWAP is the reference price for institutional execution, so reclaiming it with volume signals institutional participation flipping net-long. The reverse — rejection at VWAP followed by acceptance below — is the mirror setup on the short side.
Why is VWAP important for intraday trading?
VWAP is where the average participant's position sits, so it acts as a natural pivot: above it, intraday longs are in profit and dips get bought; below it, rallies get sold. Algorithms execute around it, which makes reclaim-and-hold or reject-and-fail patterns at VWAP among the most repeatable intraday signals.
How close to VWAP should a tradeable candidate be?
Nearest is cleanest — entries right at the level give the tightest invalidation (the reclaim failing). This screener sorts by distance from VWAP precisely so the closest, best-priced setups lead the list rather than stocks already several percent extended from the level.