Backtest UI

VWAP support hold TVDX

T_VWAP_DIP | pullback support | trigger | ticker | proposed

Logicvwap = sum(typical_price * volume) / sum(volume) over window; |low - vwap|/vwap <= touch_pct AND close > vwap AND close_pos_in_range >= min_close_pos
Edge-
Samples0

Definition

The bar's low touches the rolling VWAP (within the configured tolerance) and the close reclaims above it, finishing in the upper half of the day's range. VWAP is a volume-confirmed support level distinct from the MA/pivot/trendline atoms: it weights price by where actual volume traded. The level is exported across a rolling-window grid (vwap_w10/w20/w50) so the window dimension is sweepable; the touch tolerance and close-position thresholds are swept via the exported vwap_touch_dist_pct and close_pos_in_range numerics.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: vwap = sum(typical_price * volume) / sum(volume) over window; |low - vwap|/vwap <= touch_pct AND close > vwap AND close_pos_in_range >= min_close_pos

Strategies Using Atom

StrategyFamilyEdgeSignals