Personal project backtesting system
VWAP Reversal Bot
A paper-trading system that tests VWAP reversal rules with historical replay and sandbox execution.
- Python
- Webull API
- Discord API
The problem
I wanted to test a VWAP reversal setup consistently without placing live trades or relying on memory of a few examples.
What I built
I built a Python system that detects the setup, applies written entry and exit rules, replays historical bars, and manages simulated positions through Webull's sandbox.
My contribution
Sole developer — signal detection, the rule engine, simulated position management, and Discord reporting.
How it works
The bot reads one-minute QQQ and NVDA bars, computes session VWAP, and checks swing structure for reversal setups.
A shared rule engine evaluates entries and managed exits in both historical replay and the paper-trading loop.
Sandbox orders, positions, and events are recorded locally, while a dashboard and Discord controller expose status and reports.
Technical decisions
Sandbox only
Order execution is locked to Webull's sandbox endpoint; the project does not place production trades.
Reuse the strategy logic
Historical replay calls the same signal and exit functions used by the paper-trading loop, reducing differences between testing and execution.