Extracted algorithm research record
SMC_USDJPY
Intraday trading system using technicals, macro, and positioning signals with ATR-based stops and position sizing.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- USDJPY
- Recorded timeframes
- M15, H1, H4, D1
- Recorded sessions
- London 16:00-19:00 JST, NY 21:00-01:00 JST, Asian 09:00-12:00 JST
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| ATR | {"period": 14} | close |
| SMA | {"period": 50} | close |
| RSI | {"period": 14} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| Ichimoku | {"kijun_sen_period": 26, "senkou_span_b_period": 52, "tenkan_sen_period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- technical score ≥ 3
- technical score ≥ 2 with macro or cross-asset context
- technical score ≥ 1 with macro or cross-asset context
Recorded short-entry rules
- technical score ≤ -3
- technical score ≤ -2 with macro or cross-asset context
- technical score ≤ -1 with macro or cross-asset context
Recorded exit rules
- ATR-based trailing stop
- profit target based on scenario analysis
Recorded filters
- no-trade filter at 30 pips away
- kill switch on FOMC/BOJ decision days
- intervention probability distance-based
- Stop loss
- max(ATR_1H × 0.5, 5 pips)
- Take profit
- distance-based intervention risk modeling
- Position sizing
- lots computed from account size × risk% × grade scaling factor
Questions about this record
What entry rules are recorded for SMC_USDJPY?
Long: technical score ≥ 3 technical score ≥ 2 with macro or cross-asset context technical score ≥ 1 with macro or cross-asset context Short: technical score ≤ -3 technical score ≤ -2 with macro or cross-asset context technical score ≤ -1 with macro or cross-asset context These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: M15, H1, H4, D1. These are source-recorded labels, not verified execution behavior.