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
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1h · 240 samples
2026-05-22T08:11:08.705000Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
Historical results do not guarantee future performance.