Extracted algorithm research record
Multi-Symbol VWAP + Volume Profile EA
Trades multiple symbols using VWAP, Volume Profile, and ADR with risk management and trade filters.
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
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
- EURUSD,GBPUSD,AUDUSD,US500
- Recorded timeframes
- M30
- Recorded sessions
- Tuesday–Thursday 13:00 – 17:00 UTC
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {} | close |
| Volume Profile | {"VolumeProfileBins": 10} | volume |
| ADR | {"ADR_Period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- Price above VWAP and above HVN/LVN zones
Recorded short-entry rules
- Price below VWAP and below HVN/LVN zones
Recorded exit rules
- Dynamic trailing stop using R-multiples
- Optional VWAP crossover exit
Recorded filters
- Time-based trading sessions
- News filter
- Daily drawdown protection
- Stop loss
- 10% of ADR
- Take profit
- 50% of ADR
- Position sizing
- Calculated from account equity, risk %, and stop-loss distance
Questions about this record
What entry rules are recorded for Multi-Symbol VWAP + Volume Profile EA?
Long: Price above VWAP and above HVN/LVN zones Short: Price below VWAP and below HVN/LVN zones These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD,GBPUSD,AUDUSD,US500. Timeframes: M30. These are source-recorded labels, not verified execution behavior.