Extracted algorithm research record
VWAP Mean-Reversion Z-Score EA
Detects short-term mean-reversion opportunities using a statistically auto-calibrated lookback window.
Source & extraction context
Evidence label: source_code (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.
Build warnings
- MT4_ONLY: the captured source is MQL4 / written for MetaTrader 4. It needs porting (order functions, indicator handles) before it runs on MT5.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- M1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {} | close |
Extracted strategy rules
Recorded long-entry rules
- |Z| crosses the Z-score threshold for long positions
Recorded short-entry rules
- |Z| crosses the Z-score threshold for short positions
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- 1:1 symmetric risk-reward ratio, derived from the same statistical distance as the entry signal
Questions about this record
What entry rules are recorded for VWAP Mean-Reversion Z-Score EA?
Long: |Z| crosses the Z-score threshold for long positions Short: |Z| crosses the Z-score threshold for short positions These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: M1. These are source-recorded labels, not verified execution behavior.