Extracted algorithm research record
APEX
Combines 8 order flow and microstructure signals into a weighted composite scoring engine for intraday scalping.
Source & extraction context
Evidence label: source_code (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
- M1
- Recorded sessions
- London, New York, Overlap
- Recorded regime
- trending|ranging|high volatility
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Composite score > 1.80
- 4 out of 8 signals agree
- Delta and VPIN signals do not conflict
- Risk, session, spread, and regime filters pass
Recorded short-entry rules
- Composite score < -1.80
- 4 out of 8 signals agree
- Delta and VPIN signals do not conflict
- Risk, session, spread, and regime filters pass
Recorded exit rules
- Stop loss placed behind nearest HVP or stacked imbalance level with configurable buffer
- Take profit at opposing HVP level with optional trailing activation after first TP hit
Recorded filters
- Risk management filters
- Session filter
- Spread filter
- Stop loss
- Behind nearest HVP or stacked imbalance level with configurable buffer
- Take profit
- At opposing HVP level with optional trailing activation after first TP hit
- Position sizing
- (balance × risk%) / (SL_points × tick_value_per_lot)
Questions about this record
What entry rules are recorded for APEX?
Long: Composite score > 1.80 4 out of 8 signals agree Delta and VPIN signals do not conflict Risk, session, spread, and regime filters pass Short: Composite score < -1.80 4 out of 8 signals agree Delta and VPIN signals do not conflict Risk, session, spread, and regime filters pass These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, NQ1!, ES1!. Timeframes: M1. These are source-recorded labels, not verified execution behavior.