K-VWAP Absorption Reversal (Long Only)

This is a Long-only reversal strategy on BTC 1H that looks for VWAP Absorption. Core Idea: When price is below daily VWAP, a candle shows very high volume (top 10%) but very small body (little movement) → this means big players are absorbing selling pressure. The strategy buys expecting price to bounce back up to VWAP. Rules: Entry: Absorption candle (high volume + small body) + price below VWAP → enter Long on the next bar. Stop Loss: Below the signal candle’s low minus 1.5 × ATR. Take Profit: When price reaches or crosses the daily VWAP. Time Stop: Max 20 bars (~20 hours). Max 3 trades per d