Above VWAP on volume (15-minute) preset

The latest 15-minute candle closed above the session's VWAP on at least twice the usual candle volume.

Copy and change

Version 1 · current

saved 25 Sep 2026 · feature set 2026.09.2 · rules hash 744121997516…

Universe: Every name with features on the session
Matches: Distance from VWAP (15m) > 0 AND Volume ratio(20) (15m) ≥ 2
Ranked by: Distance from VWAP (15m), highest first, top 25
Change: preset

The rules as JSON

{
    "limit": 25,
    "rank": {
        "by": "dist_vwap_pct",
        "order": "desc",
        "tf": "15m"
    },
    "timeframe": "1d",
    "universe": {
        "kind": "all",
        "min_turnover_lakh": 0,
        "value": null
    },
    "where": {
        "all": [
            {
                "left": "dist_vwap_pct",
                "op": ">",
                "right": {
                    "value": 0
                },
                "tf": "15m"
            },
            {
                "left": "volume_ratio_20",
                "op": ">=",
                "right": {
                    "value": 2
                },
                "tf": "15m"
            }
        ]
    }
}

Recent runs

every run is kept with what it stood on

No runs yet.