{
  "id": 11455,
  "rank": 2104,
  "name": "RG-VWAPCross-MT5-Bot",
  "aka": [
    "sournk/RG-VWAPCross-MT5-Bot"
  ],
  "family": "B",
  "subtype": "B3",
  "one_liner": "A trading bot that uses VWAP for entry and exit based on price levels relative to VWAP.",
  "market_regime": "trending|ranging|volatile|breakout|any",
  "timeframes": [
    "M1"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "10:15-18:40 GMT"
  ],
  "indicators": [
    {
      "name": "Daily VWAP Indicator",
      "params": {
        "Time to Anchor": 0,
        "Apply To": "close"
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "price above VWAP",
    "place limit order at VWAP -10 pips, quantity = 3"
  ],
  "entry_short": [
    "price below VWAP",
    "place limit order at VWAP +10 pips, quantity = 3"
  ],
  "exit_rules": [
    "if stop loss is triggered, pause for 15 minutes",
    "if take profit is triggered, pause for 5 minutes",
    "if order is partially executed, remaining part of order must be active"
  ],
  "filters": [
    "allow auto trading",
    "pause after stop loss or take profit"
  ],
  "stop_loss": "cancel limit sell order and pause for 15 minutes",
  "take_profit": "place limit sell order at VWAP +40 pips, set stop loss at VWAP -10 pips",
  "position_size": "quantity = 3",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11455-rg-vwapcross-mt5-bot",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/sournk/RG-VWAPCross-MT5-Bot",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}