Strategy template

VWAP Pullback Continuation

Illustrative template shell for how a strategy page may be structured during Private Beta. The example below is an illustrative target Beta rule structure for website demonstration, not a trading recommendation.

Rule framework

The Rules

setup.logic
  • CLOSE < VWAP
  • THEN HIGH >= VWAP
  • AND CLOSE < VWAP
  • THEN CLOSE < VWAP FOR 3 BARS
  • THEN ENTER SHORT
  • EXIT WHEN CLOSE > VWAP

Setup structure: a below-VWAP trend with a reclaim attempt, then a failed-rejection bar that must persist for 3 bars before a short entry. The rule expression encodes context, trigger, persistence, entry, and exit as one chain.

Examples are illustrative target Beta rule structures, not trading recommendations.

After running a historical test, a user would review the trade list, chart annotations of setup bars, entry and exit prints, and aggregate trade count to see whether the structure fires as expected.

Future interactive mockup

Logic Composer Preview

[CLOSE < VWAP]THEN[HIGH >= VWAP]FOR[3 BARS]

Historical output

Coming soon

Validation status

In review

Public examples

Illustrative only