Extracted algorithm research record
VWAPEDGE
Mean reversion strategy based on VWAP with rejection candle confirmation using wick-to-body ratio analysis.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Recorded market & execution profile
- Recorded markets
- USDJPY
- Recorded timeframes
- 15 minutes
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {"distance": 10} | close |
| Wick/Body Ratio | {"ratio": 1.5} | candle |
Extracted strategy rules
Recorded long-entry rules
- VWAP distance < 10 pips
- Wick/Body Ratio > 1.5
Recorded short-entry rules
- VWAP distance < 10 pips
- Wick/Body Ratio < 1.5
Recorded exit rules
- Stop loss and take profit management tools
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Dynamic stop loss
- Take profit
- Dynamic take profit
- Position sizing
- 0.15 lots
Questions about this record
What entry rules are recorded for VWAPEDGE?
Long: VWAP distance < 10 pips Wick/Body Ratio > 1.5 Short: VWAP distance < 10 pips Wick/Body Ratio < 1.5 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: 15 minutes. These are source-recorded labels, not verified execution behavior.