Preset

Gap Fill Anchor

Anchors at the bar where the current session first crosses back through the prior session close. Quieter signal that only fires on days with a gap that fills.

Family:  Anchored VWAP

Parameters

Anchor event
Gap fill level
Opening drive window (bars)
6
Slope lookback (bars)
10
Retest threshold from anchored VWAP (%)
0.1
Take-profit distance (%)
0.5
Stop distance (%)
0.3
Maximum bars in trade
30
Direction
Both sides
Contracts per trade
1
Contract
CME:NQ
Timeframe
5m

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

Run this backtest →