Extracted algorithm research record
VWAP STRATEGI MT5
Combines institutional order block detection with VWAP trend confirmation for high-probability trades.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- H1, H4, M30
- Recorded sessions
- 8:00-17:00 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| LWMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- Price consistently above VWAP
- Price retests zone
- VWAP confirmation
Recorded short-entry rules
- Price consistently below VWAP
- Price retests zone
- VWAP confirmation
Recorded exit rules
- Trailing Stop with configurable activation
- Breakeven after trigger profit
Recorded filters
- News filter
- Max spread 30 pts
- Margin validation pre-entry
- Stop loss
- Fixed points / Dynamic ATR
- Take profit
- 1:1.5 (configurable)
- Position sizing
- Lot Mode: Risk% (1%) / Fixed (0.01/$1000) / Compound
Questions about this record
What entry rules are recorded for VWAP STRATEGI MT5?
Long: Price consistently above VWAP Price retests zone VWAP confirmation Short: Price consistently below VWAP Price retests zone VWAP confirmation These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, BTCUSD, GBPUSD, EURUSD, USDJPY. Timeframes: H1, H4, M30. These are source-recorded labels, not verified execution behavior.