Extracted algorithm research record
LSF-X Engine
A high-performance Expert Advisor for MetaTrader 5 that trades based on momentum bursts, least-squares trend fitting, and Kalman-filtered signal smoothing.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Rate of Change Speed | {"SpeedPeriod": 5} | close |
| Least Squares Fitting (LSF) Slope | {"LSF_Window": 10} | close |
| Kalman Filter | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Speed > SpeedThreshold
- LSF Slope > 0
- Kalman Filter is sloping up
- MTF Trend confirms long bias
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Stop Loss hit
- Take Profit hit
- Trailing Stop triggered
- Optional exit on signal flip (slope or Kalman reversal)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Stop loss distance in pips
- Take profit
- Take profit distance in pips
- Position sizing
- LotSize
Questions about this record
What entry rules are recorded for LSF-X Engine?
Long: Speed > SpeedThreshold LSF Slope > 0 Kalman Filter is sloping up MTF Trend confirms long bias Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.