Extracted algorithm research record
CPR Algo 4
Trades SRSI/VWAP ideas with fixed rules for intraday trading.
Source & extraction context
Evidence label: backtest_shown (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 markets
- NIFTY, BANKNIFTY, FINNIFTY
- Recorded timeframes
- M1
- Recorded sessions
- 09:25-15:15 GMT
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SRSI | {} | close |
| VWAP | {} | close |
Extracted strategy rules
Recorded long-entry rules
- close against the zone [MIN(S1, PDL), MAX(R1, PDH)] with at least 40% of the body beyond VWAP
- RSI and EMA5/20 filters
Recorded short-entry rules
- not specified in the text
Recorded exit rules
- book at buffered R2/S2
- exit mode: TARGET (1:1) or TRAIL (breakeven, then candle-by-candle)
Recorded filters
- bid/ask spread gate
- max spread 2.0 pips
- Stop loss
- not specified in the text
- Take profit
- not specified in the text
- Position sizing
- sizing rule if stated
Questions about this record
What entry rules are recorded for CPR Algo 4?
Long: close against the zone [MIN(S1, PDL), MAX(R1, PDH)] with at least 40% of the body beyond VWAP RSI and EMA5/20 filters Short: not specified in the text These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NIFTY, BANKNIFTY, FINNIFTY. Timeframes: M1. These are source-recorded labels, not verified execution behavior.