Extracted algorithm research record
EURUSD Mean Reversion EA
A discretionary-rules-encoded mean reversion Expert Advisor for EUR/USD on the M15 timeframe.
Source & extraction context
Evidence label: source_code (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
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
- Recorded timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"multiplier": 1.2, "period": 20} | close |
| Williams %R | {"length": 8} | close |
| EMA | {"period": 36} | close |
| EMA | {"period": 63} | close |
Extracted strategy rules
Recorded long-entry rules
- Previous candle opens below the lower band; current candle closes back above it
- Reading of Williams %R is more negative than -30
- Close > EMA_long (default 63) — bullish regime
Recorded short-entry rules
- Previous candle is bullish and sits above the middle band; current candle reverses bearish
- Reading of Williams %R is less negative than -40
- Close < EMA_short (default 36) — bearish regime
Recorded exit rules
- One-trade-per-bar limit via lastTradeTime
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- swing high / low of the last 5 bars, plus a configurable pip buffer
- Take profit
- R:R = 1 : 3.5 by default
- Position sizing
- fixed lot (default 0.01)
Questions about this record
What entry rules are recorded for EURUSD Mean Reversion EA?
Long: Previous candle opens below the lower band; current candle closes back above it Reading of Williams %R is more negative than -30 Close > EMA_long (default 63) — bullish regime Short: Previous candle is bullish and sits above the middle band; current candle reverses bearish Reading of Williams %R is less negative than -40 Close < EMA_short (default 36) — bearish regime These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.