# Long when touches VWAP

Buy when the low touches the daily VWAP and only once per day

Canonical: https://prismaticalgos.com/compendium/algo/3690-long-when-touches-vwap
Record ID: 3690
Catalog rank: 1847 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.prorealcode.com/topic/long-when-touches-vwap/
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

Build warnings: DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.

## Recorded profile

- symbols: Not specified
- timeframes: DAILY
- sessions: Not specified
- market_regime: any

## Indicators

- VWAP: {}; applied to: close

## Recorded long-entry rules

- low <= dailyVWAP AND flagDailyVWAP = 0

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Not specified.

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: null
- Take profit: null
- Position sizing: BUY 20 CONTRACT AT MARKET for the first condition, BUY 1 CONTRACT AT MARKET for the second condition