Extracted algorithm research record
ICT New York Killzone
A multi-stage strategy for trading based on institutional bias, SMT divergence, and IFVG retrace on specific timeframes and sessions.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- HIGH PROFIT FACTOR: claimed 4.167. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- OANDA:EURUSD, OANDA:GBPUSD, CME_MINI:NQ1!, CME_MINI:ES1!, OANDA:XAUUSD, BINANCE:BTCUSDT
- Recorded timeframes
- 1m, 3m, 5m
- Recorded sessions
- 0935-1100 EST, 0230-0500 EST (London Open)
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Higher Timeframe close above 20 EMA and 3-bar swing high structure
- Intraday VWAP alignment above Session VWAP
- SMT Divergence on correlated asset
- IFVG retrace into inverted zone
Recorded short-entry rules
- Higher Timeframe close below 20 EMA and 3-bar swing low structure
- Intraday VWAP alignment below Session VWAP
- SMT Divergence on correlated asset
- IFVG retrace into inverted zone
Recorded exit rules
- 60% of position at 1.0R (TP1)
- Remaining 40% runner Stop Loss moved to Fill Price + 0.05R
- Breakeven on runner after TP1 hits
Recorded filters
- news filter
- max spread 8-10 pips
- Stop loss
- 8-10 pips on average, 1.2%-1.5% of account equity per setup
- Take profit
- 1.0R (TP1)
- Position sizing
- 15x leverage multiplier for prop-firm, 35x for aggressive growth
Questions about this record
What entry rules are recorded for ICT New York Killzone?
Long: Higher Timeframe close above 20 EMA and 3-bar swing high structure Intraday VWAP alignment above Session VWAP SMT Divergence on correlated asset IFVG retrace into inverted zone Short: Higher Timeframe close below 20 EMA and 3-bar swing low structure Intraday VWAP alignment below Session VWAP SMT Divergence on correlated asset IFVG retrace into inverted zone These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: OANDA:EURUSD, OANDA:GBPUSD, CME_MINI:NQ1!, CME_MINI:ES1!, OANDA:XAUUSD, BINANCE:BTCUSDT. Timeframes: 1m, 3m, 5m. These are source-recorded labels, not verified execution behavior.