{
  "id": 2038,
  "rank": 2826,
  "name": "VWAP MACD35",
  "aka": [],
  "family": "B",
  "subtype": "B3",
  "one_liner": "A scalping strategy that uses VWAP and MACD crossovers with a trailing stop mechanism.",
  "market_regime": "any",
  "timeframes": [
    "DEFAULT"
  ],
  "symbols": [
    "DEFAULT"
  ],
  "sessions": [
    "DEFAULT"
  ],
  "indicators": [
    {
      "name": "VWAP",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "MACDline",
      "params": {
        "fast_period": 5,
        "slow_period": 35,
        "signal_period": 5
      },
      "applied_to": "close"
    },
    {
      "name": "MACDSignal",
      "params": {
        "fast_period": 5,
        "slow_period": 35,
        "signal_period": 5
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close > VWAP AND MACDline CROSSES OVER MACDSignal"
  ],
  "entry_short": [
    "close < VWAP AND MACDline CROSSES UNDER MACDSignal"
  ],
  "exit_rules": [
    "priceexit > 0 AND (close - priceexit >= trailingstart * pointsize OR priceexit - close >= trailingstart * pointsize)"
  ],
  "filters": [],
  "stop_loss": "SL * 2.0",
  "take_profit": "PT",
  "position_size": "10 CONTRACT",
  "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/2038-vwap-macd35",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/scalping-strategy-vwap-macd35/",
  "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."
}