{
  "id": 12213,
  "rank": 2445,
  "name": "VWAPEDGE",
  "aka": [],
  "family": "B",
  "subtype": "B3",
  "one_liner": "Mean reversion strategy based on VWAP with rejection candle confirmation using wick-to-body ratio analysis.",
  "market_regime": "any",
  "timeframes": [
    "15 minutes"
  ],
  "symbols": [
    "USDJPY"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "VWAP",
      "params": {
        "distance": 10
      },
      "applied_to": "close"
    },
    {
      "name": "Wick/Body Ratio",
      "params": {
        "ratio": 1.5
      },
      "applied_to": "candle"
    }
  ],
  "entry_long": [
    "VWAP distance < 10 pips",
    "Wick/Body Ratio > 1.5"
  ],
  "entry_short": [
    "VWAP distance < 10 pips",
    "Wick/Body Ratio < 1.5"
  ],
  "exit_rules": [
    "Stop loss and take profit management tools"
  ],
  "filters": [],
  "stop_loss": "Dynamic stop loss",
  "take_profit": "Dynamic take profit",
  "position_size": "0.15 lots",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": [
    "UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/12213-vwapedge",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://ctrader.com/products/4170",
  "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."
}
