# CPR Algo 4

Trades SRSI/VWAP ideas with fixed rules for intraday trading.

Canonical: https://prismaticalgos.com/compendium/algo/11276-cpr-algo-4
Record ID: 11276
Catalog rank: 582 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/DoRmAmMu1997/My-Algo-Trading-Code
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: NIFTY, BANKNIFTY, FINNIFTY
- timeframes: M1
- sessions: 09:25-15:15 GMT
- market_regime: trending|ranging|volatile|breakout|any

## Indicators

- SRSI: {}; applied to: close
- VWAP: {}; applied to: close

## 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

## Risk controls

- Stop loss: not specified in the text
- Take profit: not specified in the text
- Position sizing: sizing rule if stated