# TWAPStrategy

TWAP strategy with entry and exit based on RSI and time-weighted average price slicing.

Canonical: https://prismaticalgos.com/compendium/algo/849-twapstrategy
Record ID: 849
Catalog rank: 2361 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://raw.githubusercontent.com/freqtrade/freqtrade-strategies/HEAD/user_data/strategies/TWAPStrategy.py
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

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: any
- timeframes: 15m
- sessions: Not specified
- market_regime: any

## Indicators

- RSI: {}; applied to: close

## Recorded long-entry rules

- (dataframe['rsi'] < 45) & (dataframe['volume'] > 0)

## Recorded short-entry rules

- (dataframe['rsi'] > 55) & (dataframe['volume'] > 0)

## Recorded exit rules

- trade should be partially exited with slices based on RSI

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: Not specified