feat: VWAPBB Trading Strategy for XAUUSD – Full Stack Application

[devin-ai-integration]

Summary

Full-stack VWAPBB trading strategy application for XAUUSD on the 5-minute timeframe.

Backend (Python/FastAPI):

• Technical indicators: Bollinger Bands (20, 2σ), VWAP (daily reset), EMA 200 (15m timeframe)
• Trend filter: EMA 200 on 15m determines bullish/bearish → filters buy-only or sell-only signals
• Engulfing pattern detection (bullish + bearish)
• Buy signals: 2 scenarios per the strategy spec (above/below VWAP with BB/VWAP touches)
• Sell signals: bearish engulfing near VWAP or Upper BB when below EMA 200
• Simulated XAUUSD OHLCV data with realistic gold price movements

Frontend (React/TypeScript/Vite):

• Interactive candlestick chart (TradingView Lightweight Charts v5)
• Indicator overlays: Bollinger Bands (blue), VWAP (orange), EMA 200 15m (purple dashed)
• Buy/sell signal markers on chart (green up arrows / red down arrows)
• Signal panel with trade scenario details and reasoning
• Stats bar: current price, change, VWAP, signal counts
• Dark theme, responsive layout
• Configurable candle count (100/200/500/1000)

Review & Testing Checklist for Human

• Start backend: cd backend && python3 -m venv venv && source venv/bin/activate && pip install -r requirements.txt && python main.py → verify API at http://localhost:8000/docs
• Start frontend: cd frontend && npm install && npm run dev → verify dashboard at http://localhost:5173
• Verify all indicators render correctly on the chart (BB bands, VWAP line, EMA 200 dashed line)
• Verify buy/sell signal arrows appear on the chart at correct candle positions
• Test different candle counts (100, 200, 500, 1000) via the dropdown

Notes

• Uses simulated XAUUSD data for demonstration. To connect live data, replace data_provider.py with a real market data API (MetaTrader, OANDA, etc.).
• Proximity threshold (NEAR_THRESHOLD in strategy.py) is 0.15%, tuned for XAUUSD volatility.
• EMA 200 is computed on 15-minute candles by resampling 5-minute data per the strategy specification.
• See VWAPBB_README.md for full setup instructions.

Link to Devin session: https://app.devin.ai/sessions/83642ac492674913bedb0df88472f4a1
Requested by: @Order2ceo

[devin-ai-integration]

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[devin-ai-integration]

End-to-End Test Results

Tested the VWAPBB Strategy app via browser UI with both servers running locally.

Test Results (4/4 passed)

Test	Result
Dashboard loads with correct data at 500 candles	PASSED
Switching to 100 candles changes trend BULLISH→BEARISH and signals 5→0	PASSED
Refresh button reloads data	PASSED
1000 candles renders large dataset without errors	PASSED

Evidence Screenshots

500 Candles — BULLISH Trend (Default)

• Price: $2660.16, VWAP: $2654.64, Buy: 4, Sell: 1, Trend: BULLISH
• Chart renders with BB (blue), VWAP (orange), EMA 200 (purple dashed), signal markers

100 Candles — BEARISH Trend (Trend Filter Proof)

• Price: $2628.92, Trend: BEARISH, Signals: 0, Rules: "Only SELL signals active"
• Proves trend filter works: different data windows → different trends

1000 Candles — Large Dataset

• Price: $2689.27, Buy: 1, Sell: 4, Signals: 5
• Renders full 1000-candle dataset with SELL markers visible

Devin session