Extracted algorithm research record
EVWAP
Mean-reversion EA that trades the daily anchored VWAP with adaptive standard-deviation bands.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M15, H1
- Recorded sessions
- 00:00-23:59 GMT, 01:00-23:59 GMT (London), 14:30-23:59 GMT (NY)
- Recorded regime
- ranging|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {"period": 0} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Ask < VWAP - EntryMultiplier × sigma
Recorded short-entry rules
- Bid > VWAP + EntryMultiplier × sigma
Recorded exit rules
- When price crosses back through VWAP ± TP1Multiplier × sigma, close 50% and move stop to breakeven. The remaining position trails on ATR(TrailingATRPeriod) × TrailingATRMult, or closes at VWAP (configurable).
Recorded filters
- Session hours
- Spread filter
- Warmup skip
- Max trades per day
- Cooldown between trades
- Stop loss
- VWAP ± StopMultiplier × sigma
- Take profit
- Closes 50% at VWAP ± TP1Multiplier × sigma, trailing stop on ATR(TrailingATRPeriod) × TrailingATRMult, or closes at VWAP (configurable).
- Position sizing
- Lot size is computed from the actual stop distance in points and your risk percentage.
Questions about this record
What entry rules are recorded for EVWAP?
Long: Ask < VWAP - EntryMultiplier × sigma Short: Bid > VWAP + EntryMultiplier × sigma These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY, XAUUSD, NAS100, US30, BTCUSD. Timeframes: M15, H1. These are source-recorded labels, not verified execution behavior.