Extracted algorithm research record
H-Scoop
Combines Time Series Momentum with Intraday Opening Range Breakouts, managed via dynamic volatility-adjusted risk rules.
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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded timeframes
- M15
- Recorded sessions
- London open 08:00-21:00 GMT, Asian session 00:00-08:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| ADX | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- H4 Close > H4 EMA 200 AND ADX >= 25
- Ask > Asian High
Recorded short-entry rules
- H4 Close < H4 EMA 200 AND ADX >= 25
- Bid < Asian Low
Recorded exit rules
- Stop Loss = Ask - 1.5 * ATR
- Take Profit = Ask + 2 * ATR
- Stop Loss = Bid + 1.5 * ATR
- Take Profit = Bid - 2 * ATR
Recorded filters
- Within Trading Window? 08:00 - 21:00 GMT
- Have We Traded Today?
- No Open Positions?
- Asian session range established
- Stop loss
- Ask - 1.5 * ATR for long, Bid + 1.5 * ATR for short
- Take profit
- Ask + 2 * ATR for long, Bid - 2 * ATR for short
- Position sizing
- 1.0% of account balance per trade
Questions about this record
What entry rules are recorded for H-Scoop?
Long: H4 Close > H4 EMA 200 AND ADX >= 25 Ask > Asian High Short: H4 Close < H4 EMA 200 AND ADX >= 25 Bid < Asian Low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.