Extracted algorithm research record
MT5VWAP9EMA
Trend-following strategy using VWAP and 9 EMA for long and short entries.
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
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
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {"period": 200} | null |
| EMA | {"period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- price is above VWAP and 9 EMA is rising
Recorded short-entry rules
- price is below VWAP and 9 EMA is falling
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Spread filter with max spread of 40 points
- Stop loss
- Stop loss placed at 120 points
- Take profit
- Take profit placed at 240 points
- Position sizing
- Fixed lot size of 0.10
Questions about this record
What entry rules are recorded for MT5VWAP9EMA?
Long: price is above VWAP and 9 EMA is rising Short: price is below VWAP and 9 EMA is falling These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, XAUUSD. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.