# VWAP-MR-NQ5

Algorithmic Mean Reversion Expert Advisor for NASDAQ 100 CFDs using VWAP and standard deviation bands.

Canonical: https://prismaticalgos.com/compendium/algo/11663-vwap-mr-nq5
Record ID: 11663
Catalog rank: 102 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/zaninifrancesco/VWAP-MR-NQ5
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: US100
- timeframes: M5
- sessions: 15:30 - 22:00 Italian Time
- market_regime: any

## Indicators

- VWAP: {"anchor": "Session", "band_multiplier": 1.5, "source": "Open"}; applied to: close

## Recorded long-entry rules

- Close[2] < LowerBand[2] AND Close[1] > LowerBand[1]

## Recorded short-entry rules

- Close[2] > UpperBand[2] AND Close[1] < UpperBand[1]

## Recorded exit rules

- Break-Even (BE) at 1:1 R:R
- Max Frequency: 1 trade per day
- EOD Hard Close at 22:00 IT

## Recorded filters

- News filter
- Max spread 2.0 pips

## Risk controls

- Stop loss: min(Low[1], Low[2]) - Buffer
- Take profit: Entry + 2.0 * (Entry - SL) for Long; Entry - 2.0 * (SL - Entry) for Short
- Position sizing: Dynamic lot sizing based on account equity/balance percentage (1.0%)