Overview
Per-session VWAP pullback continuation strategy across Asia, London, and New York sessions, each with its own confluence filters, breakeven/trail engine, and TP/SL geometry. This release promotes an independently-rebuilt chop/momentum filter pair (Kaufman’s Efficiency Ratio, MACD Histogram Velocity) to replace an earlier filter whose original author couldn’t be identified – London runs Histogram Velocity, New York runs Efficiency Ratio, Asia runs neither.
Ships with a Ghost-native webhook payload (bracket + qty + identity, no separate TP/SL alerts needed).
Parity
Checked trade-by-trade against a real 394-trade TradingView export, 2026-05-10 through 2026-08-21, all three sessions.
392 of 394 trades reproduced (99.5%), 388/394 matched within a 15-minute entry-time tolerance (98.5%), 94.8% exact entry price match, 91.5% exact exit price match, 1 tick of slippage. Engine net PnL $18,314.50 vs TradingView’s $18,021.94 (within 1.6%).
Tuning maturity
Asia is considered dialed-in. London and NY are still being actively iterated on. An out-of-sample check (Aug-Oct 2025, a year before the tuning window) showed Asia carrying the OOS result (+$841.50, 90% win rate) while London was slightly negative (-$131.00) and NY roughly flat (+$139.50) outside the tuning window.