Extracted algorithm research record
Arbitrage Grid Bot
Multi-Pair Statistical Arbitrage with Grid/DCA approach
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 timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- Trend detected as BUY via MA
Recorded short-entry rules
- Trend detected as SELL via MA
Recorded exit rules
- Basket TP of $5.00 per pair
- 30% account drawdown
Recorded filters
- Spread filter
- Stop loss
- null
- Take profit
- Basket TP of $5.00 per pair
- Position sizing
- 0.01 lot initially, scaled up to 0.03 lot
Questions about this record
What entry rules are recorded for Arbitrage Grid Bot?
Long: Trend detected as BUY via MA Short: Trend detected as SELL via MA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, AUDJPY, AUDCAD, GBPAUD, AUDNZD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.