Extracted algorithm research record
Mean Reversion EA
Fade price extremes away from long-term moving average, expecting mean reversion.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Claim warnings
- VERY THIN SAMPLE: 20 trades. Performance figures over so few trades are indistinguishable from luck.
Recorded market & execution profile
- Recorded timeframes
- M15, M30, H1
- Recorded sessions
- any
- Recorded regime
- ranging|trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 200} | close |
| SMA | {"period": 15} | close |
| RSI | {"period": 20} | Not specified |
| ATR | {"period": 14} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- Price > 0.6% away from 360-period SMA
- Trend filter: Price on correct side of 15-period D1 SMA
- Momentum: RSI rising
- Volatility: ATR1 < ATR2 (declining volatility)
- No existing position in that direction
Recorded short-entry rules
- Price < 0.6% away from 360-period SMA
- Trend filter: Price on correct side of 15-period D1 SMA
- Momentum: RSI falling
- Volatility: ATR1 < ATR2 (declining volatility)
- No existing position in that direction
Recorded exit rules
- SL/TP hit (fixed % or ATR-based)
- Price touches 360-period SMA (if in profit)
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- Fixed % or ATR-based
- Take profit
- Fixed % or ATR-based
- Position sizing
- Uses get_lot(...)
Questions about this record
What entry rules are recorded for Mean Reversion EA?
Long: Price > 0.6% away from 360-period SMA Trend filter: Price on correct side of 15-period D1 SMA Momentum: RSI rising Volatility: ATR1 < ATR2 (declining volatility) No existing position in that direction Short: Price < 0.6% away from 360-period SMA Trend filter: Price on correct side of 15-period D1 SMA Momentum: RSI falling Volatility: ATR1 < ATR2 (declining volatility) No existing position in that direction These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, major_indices. Timeframes: M15, M30, H1. These are source-recorded labels, not verified execution behavior.