MNQ VWAP + RSI Pullback Strategy (More Entries)

This strategy is designed for intraday trading on the MNQ (Micro E-mini Nasdaq 100) futures market using a 5-minute timeframe. It combines trend-following logic with pullback entries around the VWAP, confirmed by momentum and volume.

🔍 Core Strategy Concept
Trend Filter: Uses the 200 EMA to ensure trades are only taken in the direction of the prevailing trend.

Mean Reversion Entry: Waits for price to pull back near VWAP, which acts as a dynamic value area.

Momentum Confirmation: Confirms entry using RSI crossovers (above 45 for longs, below 55 for shorts).

Volume Check: Ensures institutional interest by requiring volume to be above recent average.

⚙️ Risk Management
Stop-loss is volatility-based, using the ATR.

Take-profit is placed at 2:1 reward-to-risk ratio.

Trades are filtered to avoid overtrading, with a cooldown period between entries.

🎯 When It Enters Trades
Long Trade: When price is in an uptrend, pulls back near VWAP, RSI crosses up, and volume supports the move.

Short Trade: When price is in a downtrend, pulls up near VWAP, RSI crosses down, and volume confirms weakness.

📊 Ideal Use
Works best during U.S. regular trading hours (9:30 AM–4:00 PM ET).

Targets 3–5 high-quality setups per day with an emphasis on discipline and risk management.